Questions tagged [quantitative-finance]

Quantitative finance is the discipline of using mathematical models in order to help make investment decisions. On-topic questions will only approach this topic from a programming point of view, and include a language tag such as r, matlab, python, etc. Theoretical or purely mathematical questions are not on-topic at Stack Overflow.

Quantitative Finance is a set of methods of approaching finance in a principally technical, quantitatively supported manner.

This represents a wide-reaching suite of mathematical approaches to many subject of interest in a domain of finance, that not always had such comfort of purely quantitative methods of work.

Application domains of the state-of-art quantitative finance methods start from time series data analysis, cover technical analysis ( TA ), modeling both market risk & approaches to risk management techniques, create support for a detailed financial products' engineering, introduce advanced applied statistics into predictive analyses, into risk adjusted portfolio management decisions and as such also include all recent promoted flavours of quantitative tools like machine learning, in it's narrow sense of supervised learning methods, various stochastic methods for options pricing models, Hidden Markov models ( beneficial by introducing an innovative view on a set of indirect, hidden, factors involved in a model of an externally observable process ), Artificial Intelligence tools ( somewhat over-hyped ) in it's very narrow sense, with a common use of artificial neural networks ( ANNs ), recurrent NNs, more recently deep-learning NN, with a few attempts to inject even LSTM NNs and some more sophisticated types of automated ( unknown ) model creation strategies.

If your question concerns theoretical topics on quantitative finance or practical topics which are not about implementation you might want to ask the question on quant.stackexchange. In particular, this tag should never be used a alone but always in combination with a specific programming language (like for example , , , ).

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How to make calculations with Python List imported from JSON?

So I have a stock data that I am trying to calculate the difference of the volume between best ask and best bid price for each time moment. The time moments are 0-1-2-3-4 shown in both Bid and Ask. And first element in those sublists of 0-1-2-3-4…
Janis Gustavian
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Predit price for put and call options?

I have to predict to purchase or not of the sp500 put and call options, however I do not understand some parts of the code that was provided to me. In addition can you explain to me what every option of the data does, for…
bibio95100
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Is there a way to programmatically avoid EA trading under major FOREX news?

May I know is there a way to programmatically detect major FOREX news and avoid trading in those time frame?
william007
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How to perform a simple signal backtest in python pandas

I want to perform a simple and quick backtest in pandas by providing buy signals as DatetimeIndex to check against ohlc quotes DataFrame (adjusted close price) and am not sure if I am doing this right. To be clear I want to calculate the cummulated…
trbck
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How to calculate year over year Loan yield until the maturity. ?

My finance guy asked me to help with his broken spreadsheet and I cant figure out the logic/formula behind it.. I have Remaining Principal, Loan Rate, Maturity Date, Data create Date, Payment Frequency and I would like to calculate the total yield…
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What do reshigh and reslow mean?

I'm wondering what reshigh and reslow mean in the portfolio.optim function in the package tseries.
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