We should consider what will appear in our FAQ as well as the guiding tone of questions to open the site.


3 Answers 3


I agree with chrisaycock, though I think a more broad subject list would be appropriate.

Have a look at the subjects covered by "Quantitative Finance" journal. I think it's a nice guideline. Sometimes it's hard to say what is "quant" and what is general finance, but subjectively I would rather err on covering more ground than eliminating interesting topics just because they are not "quant" enough (of course I mean graduate/academic level finance).

The journal covers:

  • Agent-based modelling
  • Anomalies in prices
  • Asset-liability modelling
  • List item
  • Behavioural finance
  • Bounded rationality
  • Corporate finance
  • Corporate valuation
  • Derivatives pricing and hedging
  • Evolutionary game theory
  • Experimental finance
  • Extreme risks and insurance
  • Financial econometrics
  • Financial engineering
  • Learning adaptation
  • Liquidity modelling
  • Market dynamics and prediction
  • Market microstructure
  • Operational risk modelling
  • Portfolio management
  • Price formation
  • Risk management
  • Trading systems
  • Web-based financial services
  • 1
    $\begingroup$ This is a good list too. $\endgroup$ Commented Jan 31, 2011 at 23:03

My own view is that this should cover graduate-level material for professionals and MFEs. This can include:

  • derivatives pricing
  • risk assessment
  • portfolio construction
  • statistical arbitrage
  • high-frequency trading

As for what should appear on the FAQ, perhaps include a few links to the broad-topic (ie, beginner) items that we want to keep off the main site.


  • $\begingroup$ I agree with the premise of this answer (namely, the site should focus on experts), but your list might be a little too specific? $\endgroup$
    – Shane
    Commented Jan 31, 2011 at 21:55
  • 1
    $\begingroup$ @Shane Could you add an answer on other topic areas? I want to actively avoid stuff like investing advice or discretionary trading. $\endgroup$ Commented Jan 31, 2011 at 21:57
  • $\begingroup$ This "master reading list" has been making the rounds because of the nice CSS on the site, but what really makes it authoritative? $\endgroup$ Commented Feb 9, 2011 at 1:14

I don't know, but this is definitely the right question to be asking. Right now the questions are either super noobish or about some very specific model that's not clarified.

For example the questions about "local stochastic volatility model" and "real options valuation model" ... obviously there is not just one such thing. It seems like the askers have a page of a book open and are seeing some terms they want to explore more.

Maybe we can prompt question-askers to tell us what book they're getting the question from, when appropriate.

  • 1
    $\begingroup$ Absolutely; asking for clarification and training question askers is part of our role here. $\endgroup$
    – Shane
    Commented Jan 31, 2011 at 22:55

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