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Alex C

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27
What's the difference between PV01 and DV01 of a bond?
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21
Why the difference between SPY and ^GSPC?
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20
What happened to the French franc value in August 1969?
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15
Doing opposite of what the model says
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14
How exactly are corporate bonds priced at issue
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13
Theoretical limits for contango and backwardation
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12
What is the difference between OIS Swap vs Basis Swap?
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10
Mean reversion time estimation
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10
When would open interest equal trading volume?
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10
Why is Brownian motion useful in finance?
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9
Why do FX Swaps have Interest Rate Risk?
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9
Mathematical underpinnings of the square root of time rule
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7
What is a Constant Maturity Swap (CMS) rate?
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7
What's a covered bond?
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7
Most significant research articles for practical investors with research perspectives
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6
the cash flows behind closing out futures positions
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6
What is the intuition of a spread portfolio and how exactly is it constructed?
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6
How to calculate probability of touching a take-profit without touching a stop-loss?
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6
Why James Simons trades it only if it is liquid?
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6
What is forward moneyness and how to calculate it?
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6
Regularizers to compute Minimum Variance Portfolio weights
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6
Comparing Investment Style with Fama French 3 Factor Model
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5
Math background required to understand geometric brownian motion
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5
Relationships between white noise and random walk
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5
What is the variance risk premium?
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5
Derive Perpetual Bond Price
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5
What qualifications do the traders have that quants don't?
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5
SVI model and Greeks calculation
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5
What is the difference between overlapping and non overlapping returns
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5
Why did Markowitz not derive an equation for the efficient frontier?
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