# Source: Quant.stackexchange.com

# The best approach for screening ATH values for equities

I am trying to automate the trading strategy that I have been previously executing manually. I am having problems with figuring out the most efficient way for a specific step of the strategy. An essential part of the strategy is identifying stocks that have made a new year-to-date all-time high. Additionally to that, the new all-time...

# Triple Gaussian integrals in Python

I need to apply scipy.stats.multivariate_normal.cdf(), which computes the integral $$\int \frac{1}{\sqrt{( ...

# In FX markets, option can be expressed as either call or put. Explain

For example, if option contract has condition: $AUDUSD = 0.8$ at the maturity date, and current exchange rate ...

# Non-contractual accounts behavioural study

I need to carry a non-contractual accounts behavoiural study for a bank. The objective is to estimate core/non ...

# Valuation of chooser options

The below formula for valuation of chooser options from Hull's book is not making sense to me. Why do we use ...

# How do I get European tick size or historical intraday opening and closing prices?

I'm looking for each European stock, the tick size. Given that obtaining this information directly is ...

# Aggregating greeks to portfolio level

I have been asked to calculate/aggregate certain Greeks (delta, gamma, and vega) up to portfolio level for a ...

# Historic Fixing rates for swaps

Why would I need historic fixing rates for swaps started in past?. If trade is started in past say 2 yr back ...

## Social ScoreThe Social Score shows the level of interest that the articles on Anygator.com receive on various social networks.