<we><edit> <!-- questions and answers -->
calibration
itos-lemma
reference-request
value-at-risk
derivatives
portfolio
finance-mathematics
data
quantitative
heston
stochastic-calculus
volatility
probability
arbitrage
algorithmic-trading
currency
var
market-microstructure
cds
statistics
forecasting
python
valuation
pricing
cointegration
equities
Using return on equity instead of risk free rate when pricing an equity call option
options
equities
american-options
% Drawdown on Stock Portfolio to hit Margin Call
equities
portfolio
margin
Proper Equity and FX CFD Long-Short portfolio proportions definition
equities
portfolio-management
fx
cvar
cfd
Robust way to calculate P&L for stocks/futures trading
equities
futures
Building a return prediction model
equities
quant-trading-strategies
prediction
quants
How to download bloomberg intraday data efficiently with API
equities
fixed-income
programming
finance
bloomberg
Economics of spoofing
equities
high-frequency
pricing
market-microstructure
asset-pricing
Comparing values of indicator between different stocks
equities
indicator
investment
technical-analysis
quote
API for fundementals for NSE and BSE
equities
programming
Can we 'predict' the delta of a stock? The delta of a stock is $\pm 1$ right?
equities
greeks
delta-hedging
delta
Retrieval of MSCI factor index performance data from the web
equities
data
factor-investing
Changing the frequency of 5-min returns/realized volatility of different products
volatility
equities
returns
high-frequency
beta
Any research on how natural language processing can be used to forecast stocks?
quant-trading-strategies
research
equities
forecasting
prediction
dividend paid on FTSE100 time series data
equities
time-series
market-data
historical-data
Equity short Interest data source
equities
data
market-data
short-selling
Rate of convergence between price and value
equities
factor-models
reference-request
valuation
present-value
Where to find historical stock news and other events?
equities
data
market-data
historical-data
news
Differences between Snowball, KIKO and TRF derivatives?
equities
investing
trading
options
derivatives
Why does the Weak Form of Market Efficiency and Markov Property hold?
equities
time-series
markov
market-efficiency
Black Scholes and high dividend paying stocks
options
option-pricing
equities
dividends
Interactive Brokers - Tracking High Relative Trading Volume
equities
quant-trading-strategies
interactive-brokers
trading-systems
Interpret predictions weekly and monthly stock price returns
equities
returns
prediction
How does the TSR decomposition work? from another post: https://quant.stackexchange.com/questions/37933/how-does-this-return-decomposition-work
equities
return
How does this return decomposition work?
equities
returns
historical-data
Clever ways of "summarising" the equity fund universe
equities
Understanding Dividend Payout on Yahoo Finance
equities
market-data
dividends
yahoofinance
behavioral-finance
Risk Management methods for Stock portfolio with ~30 stocks
equities
risk
risk-management
var
value-at-risk
Measure of stock price predictor's performance?
equities
machine-learning
performance-evaluation
prediction
Historical stock data source
equities
How could I become a market maker in forex/equity market?
equities
fx
market
market-making
Is it possible to generate time&sales(tape) off of the tick data for a stock?
equities
time-series
Dividend Yield Goyal and Welch (2008)
equities
data
finance
dividends
SPX Trading Capital: What happened on December 5, 2016?
equities
market
spx
How to calculate equally weighted market portfolio
equities
returns
return
asset-returns
log-returns
What are the reasons that make stock return - bond yield correlation a meaningful one?
equities
fixed-income
correlation
bond-yields
theory
How to detect stock split in price data using adjusted close price
equities
programming
price
split
Modeling Long-Term Mean Reversion in Asset Returns
equities
stochastic-processes
portfolio-management
mean-reversion
asset-returns
Why do some anomalies persist while others fade away?
equities
research
reference-request
anomalies
Long term equity repo
equities
finance
forward
Does longer time horizon necessarily imply reduced risk?
equities
risk
risk-management
finance-mathematics
statistical-finance
Basic question re: Fed interest rate tightening and rising interest rates
equities
fixed-income
interest-rates
treasuries
Identify stock split from historical price data
equities
historical-data
corporate-actions
split
How to model default correlation deviation?
equities
correlation
World Stock Markets that went up in 2008
equities
finance
historical-data
financial-markets
history
Implied Volatility of stock on Think or Swim
equities
implied-volatility
finance-mathematics
statistical-finance
How to get list of all CUSIPS/ISIN?
equities
fixed-income
data
funds
How to mathematically compute the trend range of each stock?
equities
quant-trading-strategies
technical-analysis
technicals
What is the intrinsic value of a stock that doesn't give dividends?
equities
Constructing a portfolio of stocks in Matlab with a specific constraint on weights
equities
programming
portfolio-optimization
asset-allocation
shortsqueeze.com
equities
data
market-data
historical-data
short-selling
What is meant by innovations in volatility?
volatility
equities
stochastic
Which Firm Characteristics may have an influence on Coskewness
equities
risk
factor-models
asset-pricing
Estimating trading flows from limited sample
equities
data
volume
broker
How would you try to predict the future behaviour of a stock price?
equities
Dollar Index vs Hang Seng Index: Negative correlation, but what's driving it?
equities
fx
correlation
index
EuroStoxx50: long index and short futures
equities
futures
hedging
longshort
abnormal-returns
Testing Valuation, Size and Momentum (proprietary factors) from 1988-2013: No evidence of driving cross-sectional returns
equities
backtesting
portfolio-management
regression
factor-models
How to find best-performing portfolios from an universe of stocks
equities
portfolio-optimization
Is the Fama-French website data free of the serious selection bias pre-1962 where it's tilted toward big historically successful firms?
equities
market-data
returns
historical-data
fama-french
How to compare different volatility measures?
volatility
equities
statistics
risk-models
econometrics
Price of a Stock: What is it?
equities
asset-pricing
How do I reproduce the cross-sectional regression in "Intraday Patterns in the Cross-section of Stock Returns"?
equities
research
statistics
regression
theory
How can I calculate NAV for inverse VIX ETF (XIV)?
equities
Interpretation of drift parameter $\mu$ in GBM
equities
black-scholes
brownian-motion
arbitrage
Understanding how market making helps investors
volatility
equities
high-frequency
market-making
Valuation of a company
equities
finance
valuation
corporate-actions
dcf
Force Index EMA calculation for stock indicator
equities
programming
finance-mathematics
What is Bid in BBO when there are no buy orders for a certain ticker?
equities
tick-data
Price is Log-normal distributed, yet the return is non-normal
equities
time-series
returns
normal-distribution
lognormal
Calculating total market price of security
equities
pricing
currency
volume
Impact of option trading on the stock's trading volume
options
equities
exchange
volume
What is the best data range for calculating Risk Premiums for Market, Size and Value?
equities
data
market-data
historical-data
fama-french
Why do Fama French's "Common risk factors in the returns on stocks and bonds" use data starting in 1963? Availability or convenience for results?
equities
fixed-income
interest-rates
returns
fama-french
Is variation in price-dividend ratios that is attributable to excess returns due to variation in returns or variation in risk free rates?
volatility
equities
interest-rates
returns
asset-returns
Correlation between equity returns and debt spread changes
equities
bond
correlation
Volatility of stocks small cap vs large cap
volatility
equities
Correlation between bond yields and stock returns?
equities
correlation
bond-yields
How to cluster stocks and construct an affinity matrix?
equities
machine-learning
etf
Using the midpoint of bid-ask as an approximate instrument price
equities
spread
bid
ask
FTSE 350 sector index historical data
equities
data
market-data
historical-data
Volatility of stocks
equities
portfolio-management
portfolio-selection
What are necessary adjustments to returns in CRSP?
equities
returns
historical-data
adjustments
List of US Industry sector ETFs that map to ICB classification
equities
data
market-data
etf
Approximation of equity value in default
equities
default
debt
How to adjust trading volume based on stock splits?
equities
volume
split
Lévy alpha-stable distribution and modelling of stock prices.
risk
equities
variance
probability
How can you determine the correct significance of the Shiller P/E regression?
equities
regression
valuation
How google finance calculates beta of a stock
equities
beta
google
Equity recovery rate at default
equities
cds
default
recovery
The right choice when the price of a stock follows a random walk
equities
random-walk
Role of next month's dividends in forward pricing
options
equities
futures
forward
dividends
How to assign equity analyst recommendations to a common, numeric scale?
equities
yahoo
How do analyst on Wall Street forecast whole balance sheet
equities
accounting
dcf
Analyzing stock performance - keep companies after bankruptcy?
equities
portfolio-management
portfolio
portfolio-selection
What is a "monetary non-event" for a corporation?
equities
finance
Where to Find Historical Earning Event (Quarterly Figures Dissemination) Dates?
equities
historical-data
fundamentals
How to solve for the implied stock lending rate given equity options prices?
options
option-pricing
equities
short-selling
Do underlying assets have a no-arbitrage price?
equities
valuation
no-arbitrage-theory
commodities
market-efficiency
Where to get historical IV rank & IV percentile data?
equities
data
implied-volatility
market-data
Why sometimes the shares outstanding of a company is larger than shares issued?
equities