1. How to model default correlation deviation?
  2. Calculate correlation between two sub portfolios and the combined portfolio

  3. Correlation Oil Price with Bond Fund - question on how to tackle this
  4. Monte-Carlo simulation Hull-White process

  5. Instruments cointegration: how to handle negative slopes
  6. Bivariate risk neutral distribution through copula
  7. generating a correlated RV which has the same correlation to existing samples

  8. Dollar Index vs Hang Seng Index: Negative correlation, but what's driving it?
  9. Quanto effect in cross currency mtm swaps
  10. Correlation between equity returns and debt spread changes
  11. Correlation between bond yields and stock returns?

  12. Difference between Local Vol and Copula

  13. Falling Futures prices positively correlated with interest rates
  14. Calculating Marginal Contribution to Correlation from PnL Stream
  15. Pairs Trading Beta - beta look-back period differing from other inputs?
  16. Correlated assets in Monte Carlo simulation
  17. How to calculate the contribution (%) of an asset to the global correlation of the portfolio?

  18. Ordered correlated random numbers

  19. Implied correlation
  20. Calculate price variance caused by denominating currency
  21. Pearson correlation coefficient based on OHLC data
  22. Get Implied Correlation from Call VS Call price
  23. Counterintuitive time varying Beta with Kalman filter

  24. Why isn't it appropriate to use correlation between prices in a pairs trade strategy?
  25. Absolute or relative strikes?

  26. Implementation of total correlation of assets in R
  27. What is the best way to "fix" a covariance matrix that is not positive semi-definite?

  28. Correlation of asset X with a portfolio of asset Y and Z
  29. Gaussian vs Student Copula applied to finance

  30. Control for non-synchronous trading in correlations

  31. Two time series similarity with slightly offset timestamps
  32. What is the total correlation between assets in a portfolio?
  33. z-score versus log standardisation of stock prices for calculating correlation; which to use (in ML clustering, distance measure)?

  34. How to calculate exceedance correlation using copula dependence?

  35. CDO Implied correlation: what for?

  36. How variance dispersion trades become short volatility

  37. portfolio diversification tester

  38. Spot an activity of stock tickers

  39. Pricing and Hedging an Option through a Currency Triangle

  40. Transform raw forecasts into orthogonal forecasts

  41. Correlation of Asynchronous Brownian Motion

  42. P2P lending and correlation with other major asset classes

  43. Return correlations

  44. Time series pair X, Y, with first half correlation 0.3 and rest half 0.4, what is the general correlation?

  45. Adding negative EV position to portfolio for diversification?

  46. Why does the presence of cointegration solve the problem of spurious correlation?

  47. Portfolio of single stock short put options: which correlation structure preferrable?

  48. Low beta and high correlation
  49. Correlation between two indexes

  50. Do two stocks with the same beta have a correlation of 1?
  51. Simulating Co-Integrated Assets

  52. Decreasing dependence during the financial crisis?

  53. Computing Correlation between Forward Rates
  54. Co integration of diverging time series

  55. Puzzler on construction of a 2-stock portfolio

  56. FX Forward pricing with correlation between FX and Zero-Cupon
  57. How to estimate an Engle's asymmetric DCC model in R?

  58. Average Correlation

  59. How exactly are correlated defaults used/analyzed?
  60. Why do two perfectly negatively correlated assets not return 0%?

  61. How to replicate a correlation swap using only vanilla options and underlying
  62. Correlation of a lognormal asset and a normal asset

  63. What is the most stable, non-trivial dependence structure in finance?
  64. Normalization of Market Data in Time Series Correlation

  65. Account for empirical relationship between signal and market data
  66. Are two stochastic processes independent if the Wiener processes inside are uncorrelated

  67. Why does the correlation between r and V in Longstaff and Schwartz 1992 model is positive?

  68. Correlation between asset A and Portfolio X (which contains A)

  69. Creating index from bloomberg data in matlab

  70. Correlation between 2 stocks

  71. Correlation: Use Price or Return? Return doesn't make sense

  72. serial correlation, Fama MacBeth (1973) procedure incorporating momentum
  73. What is the covariance of two correlated Ornstein-Uhlenbeck processes?

  74. In May of 2005, several large hedge funds had speculative positions in CDO tranches
  75. Time-series similarity measures

  76. How to calculate implied volatility smile of basket using correlations?
  77. Bounded Stochastic discrete process

  78. Two correlated brownian motions

  79. Deriving the single factor model

  80. Alternative ways to understand time-varying comovement between two time-series?
  81. decompose correlation swap pnl

  82. market change, correlation and estimation bias

  83. Why do volatility and correlation increase in times of crisis?

  84. Estimate Beta of CAPM from Implied Volatility?
  85. What is the preferred GARCH method in practice?

  86. How to create a basket of currency pairs with the lowest correlation in R?

  87. volume-returns cross correlation interpretation

  88. How to distinguish true negative eigenvalues from small negative eigenvalues due to floating point error?

  89. Why do CFDs track the underlying?
  90. Why is credit exposure higher for a smaller probability of default than for a larger default?

  91. What do you do with low r-squared when calculating high-frequency beta
  92. What is the correlation of stock options?

  93. Good broad review of network modeling for quant finance?

  94. When measuring autocorrelation should you use log returns or prices?

  95. Correlation Between 2 Portfolios
  96. Estimating correlation using EWMA

  97. Interpretation of Correlation
  98. bootstrap asset allocation

  99. Right metric to manage a portfolio based on correlation?
  100. Is there a copula that can estimate negative tail dependence?