Quant Matters

Discuss things related to quantitative finance, financial engineering, etc
F
Help with PCA for risk bucketing
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2
Views
526
Ken Abbott
Ken Abbott
S
Geometric Brownian motion simulation and extracting mu and sigma
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1
Views
405
saaman
S
QuantNet
The Coming Glut of Financial Engineers
2 3 4
Replies
70
Views
53K
Daniel Duffy
Daniel Duffy
G
Forward Rates on QuantLib
Replies
0
Views
640
gouthamnarayanan
G
A
Portfolio Construction
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2
Views
678
tailrisk
T
O
how do banks manage fx cash balance on the trading desk level
Replies
1
Views
702
Ken Abbott
Ken Abbott
Quasar Chunawala
How do I rigorously prove that - two distinct solutions of a first order linear differential equation don't intersect?
Replies
2
Views
662
Quasar Chunawala
Quasar Chunawala
G
Bootstrapping discount factors
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0
Views
613
gouthamnarayanan
G
T
List of traders
Replies
3
Views
822
ApolloChariot
A
G
Help with Quantlib
Replies
1
Views
933
Daniel Duffy
Daniel Duffy
M
New Machine Learning methods to implement
Replies
2
Views
3K
wchurch
W
S
Question about data quality assurance
Replies
0
Views
752
spectrum
S
S
Machine learning for trading
Replies
1
Views
1K
James Ma
J
A
Bloomberg Volatility Surface (OVDV function): How is time to maturity measured?
Replies
1
Views
2K
IntoDarkness
IntoDarkness
B
Anyone experiencing with ThinkorSwim?
Replies
0
Views
775
brianma
B
M
Data gathering
Replies
2
Views
1K
MarkBrezina
M
M
What data do Quants use?
Replies
1
Views
884
MarkBrezina
M
L
Questions about portfolio volatility
Replies
0
Views
682
log_alexey
L
S
Quant Documentary
Replies
7
Views
2K
Daniel Duffy
Daniel Duffy
Martin_GALA
Parametric VaR for corporate bonds portfolios. How to calculate credit spreads?
Replies
0
Views
752
Martin_GALA
Martin_GALA
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