How much SQL is needed?
Hi, Iâm applying for an internship in Quantitative Analysis and it says that I need to have knowledge of SQL in order to get it. So Iâve been teaching myself sql for that past few days. Iâve been...
View ArticleOpinion on Temple University's MS quantitative finance and risk management...
I have been admitted to the program, I am international student. Could any of you share your insights to the program? submitted by /u/aharid [link] [comments]
View ArticleLooking for a financial data provider for Asian and Oceanian share markets....
I am looking for a financial data provider that provides the following information for Asian (China, Korea, and Japan) and Oceanian share markets. historical price data (open, low, high, close prices)...
View ArticleQuestions about opinion on the ARPM Marathon Certificate
Hi, I am planning on enrolling in the ARPM Marathon course (https://www.arpm.co/marathon/program/at-a-glance/). I am currently a software developer at a financial services firm and am interested in...
View ArticleBacktesting with known trades / portfolio accounting?
I have a large list of historical trades and for each I have the security, open price, open date-time, close price, close date-time and the number of units bought/sold. So, I have enough information to...
View ArticleHedging with options vs futures
Hey r/quant I just got a job at a small fund, one of our clients has been buying expensive put options with year long maturities and it crapped the shit out of his returns. My team is tasked with...
View ArticleChaos theory
Can chaos theory be successfully used to forecast or benefit from option/future movements? Examples of proving for and against? submitted by /u/grammerknewzi [link] [comments]
View ArticleWhere can one find long-term forward rates based on FRAs and swaps in the...
This is a very specific question. I am trying to test some models on the European bond market in this low rate environment. While it is easy to find the data for the US interbank market, I can't seem...
View ArticleThe Top Automated Time Series Models in Python (AtsPy)
submitted by /u/OppositeMidnight [link] [comments]
View ArticleTradebot, Pioneer of High-Speed Trading, Struggles With Profit Slump
submitted by /u/_quanttrader_ [link] [comments]
View Articlehttps://algorithmictrading.net
Has anyone used this company before, there old company was mystocktradingbiz. There annual return since 2003 back tested is 42% which is pretty amazing. I would have some insights submitted by...
View ArticleAm unable to verify the low-beta/low-vol anomaly
Hi so I'm trying to verify the low-vol/low-beta anomaly [https://en.wikipedia.org/wiki/Low-volatility_anomaly] with a L/S dollar neutral portfolio. For low-vol I constructed three different factors:...
View ArticlePapers or processes on forecasting Vol?
E.g. how to come up with an estimate on vol for the next 10 years of a specific equity security. submitted by /u/eaglessoar [link] [comments]
View ArticleJim Simons seems to be a mathematician as well
https://www.youtube.com/watch?v=K67JjKAn3wc he is doing lecture on k theory.. pretty cool. was he accomplished at math before he got into finance? submitted by /u/thunderking500 [link] [comments]
View ArticleLearn from the Experts Ep 1: Full Algorithm Creation with Vedran
submitted by /u/_quanttrader_ [link] [comments]
View ArticleCan anyone explain this problem to me please?
An atomic absorption method for the determination of the amount of iron present in used jet engine oil was found, from pooling 30 triplicate analyses, to have a s = 2.4 mg Fe/mL. If s is a good...
View ArticleLiterature on Securitized Products (Loans or Fixed Income)
Any well regarded literature on the study of Loan defaults, Bonds and impact on XVA/Swaps/Sec Product Tranching? BK model for example I have played around with. Or doubly stochastic processes. Thanks!...
View Articleoption modeling
Hi, this is kind of a beginner's question to mathematical finance and derivative pricing my apologies. When should one be using the Heston Model vs GARCH vs ARCH vs Binomial model when pricing options?...
View ArticleRisk measurement
If we can derive risk measurement tools from black Scholes ( delta, gamma, etc) can we do the same for schotastic volatility models like the Heston model? submitted by /u/grammerknewzi [link] [comments]
View ArticleInteresting Papers
Hi guys, Just wanted to ask around as to what interesting papers your reading at the moment? Currently Iâm reading this paper about how ETFâs are structured and there systematic risks. Paper It can...
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