The quantitative tag has no wiki summary.
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0answers
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Suggestion for a career change from IT to Quantitative Analyst [on hold]
I am an IT professional with 12 years of experience in C#, C++, C, Java and SQL Server as well as web technologies like ASP.NET.
However, I wish to shift to a career in quantitative finance ...
1
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1answer
109 views
A Question from “Mathematical Methods for Financial Markets” Chapter 2
Exercise 2.3.1.5: The payoff of a power option is $h(S_T)$, where the function h is given by $h(x) = x^\beta(x-K)^+$. Prove that the payoff can be written as the difference of European payoffs on the ...
3
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0answers
109 views
How can I introduce exogenous variables in the equation of the conditional variance?
Is it possible to introduce dummy variables or explanatory variables in the GARCH variance equation (garchset and garchfit).This is done in the mean (ARMAX) equation through the input 'Regress' in ...
0
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1answer
51 views
how to extract moments of GB from moment generating function?
I'm searching for the moments of geometric brownian motion using the gmm optimization program. the aim is to make the process y(t) of returns follows a normal distribution Are there any packages in ...
2
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1answer
1k views
Hurst Exponent Calculation
I am trying to calculate the Hurst Exponent using Excel. I am facing a problem where the exponent value sometime goes beyond 1. Can someone share a link / material so that it will help me to calculate ...
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3answers
2k views
Can the Hurst exponent be greater than one?
Can the Hurst exponent be greater than one? Does it mean that the time series follows a random walk or that it's not stationary?
5
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2answers
995 views
How are momentum and reversion long/short strategies dynamically combined in trading?
I'm trying to understand how to combine two strategies dynamically in trading: one mean-reversion and the other momentum.
One way (also the simplest one) of doing this is by scaling/normalizing ...
3
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1answer
2k views
C++ training from scratch to quantitative trading? [closed]
I have been trading for decades, and I have a solid knowledge of technical analysis but also VB as professional programmer.
I would like to start learning C++ from scratch, then specialised in C++ ...
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1answer
217 views
Can Quantitative strategy be helpful to individual investor? [closed]
Irene Albridge started http://ablemarkets.com/am/ ，it seems that the website provide quantitative finance product for retail investors. Does this really work?
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3answers
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At what point does someone using technical analysis become a Quant?
Sorry if the question sounds rough.
It's not my intention to devaluate something I've not yet understood like Quantitative Finance.
So to keep it simple:
is Quantitative Finance a science, like ...
4
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1answer
478 views
Better understanding of the Datar Mathews Method - Real Option Pricing
in their paper "European Real Options: An intuitive algorithm for the Black and Scholes Formula" Datar and Mathews provide a proof in the appendix on page 50, which is not really clear to me. It's ...
7
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2answers
323 views
How to combine various equity measures into a single measure (vector magnitude)
I have several measures:
...
8
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8answers
2k views
What are some good technical and non-technical books for a math lover to get in to quantitative analysis? [closed]
To get the ball rolling... I will answer this question this evening
For people aware & unaware I think it would be a great way to introduce the group, resources for fundamental knowledge & ...
