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1d ago
IB TWS & API, without IB account? — Filip 261
may 22 at 15:50
Mapping symbols between tickers, Reuters RICs and Bloomberg tickers — unixhacker2010 461
may 21 at 1:57
Which brokers offer a Python stock trading API? — Dan Dunn 112
may 20 at 2:06
How is historical data for forex collected or computed? — binjip 212
may 20 at 1:46
Early execise of American Call on Non-Dividend paying stock. — nick 111
may 19 at 19:14
Quality of GAINDATA timestamps — Tom 1193
may 17 at 13:19
Which brokers offer a Python stock trading API? — John Jelinek 311
may 16 at 21:19
Add transaction costs to prediction — user2183336 363
may 14 at 15:02
pricing of heat rate-linked derivative — achille hui 1561
may 14 at 6:53
characterization of coherent risk measures — gerard 361
may 11 at 9:31
Are public historical time series available for ratings of sovereign debt? — user5306 111
may 7 at 17:37
Risk-free rate for ex-post evaluation of investment strategy — Veeken 1275
may 4 at 21:27
Does DOM trading using broker data make any sense? — bluelou 111
apr 30 at 19:44
How to create charts in WPF finance applications? — Dr. ABT 1413
apr 30 at 11:36
In Black-Scholes, why is $\log{\frac{S_{t+\triangle t}}{S_t}} \sim \phi{((\mu - \frac{1}{2}\sigma^2)\triangle t, \sigma^2 \triangle t)}$? — Daniele 51
apr 29 at 13:19
Is “eoddata” a good data source? — Dr. Drew 212
apr 29 at 13:14
Is there an all Java options-pricing library (preferably open source) besides jquantlib? — El Prezidenté 111
apr 28 at 3:33
How to measure contango? — Ivan 411
apr 26 at 9:46
Calculating Geometric mean — david 111
apr 25 at 15:15
Convexity adjustment for a forward swap rate — imachabeli 211
apr 25 at 6:48
help me compare methods to compute one instrument price from another instrument price — acheong87 21514
apr 24 at 12:56
What data sources are available online? — haki 1011
apr 23 at 19:36
how do you evaluate an FX market aggregator? — Nonefaster 111
apr 19 at 23:10
Fitting distributions to financial data using volatility model to estimate VaR — SMeznaric 1112
apr 19 at 23:10
Fitting distributions to financial data using volatility model to estimate VaR — user1627466 334
apr 19 at 17:24
Can Central Index Keys (CIKs) issued by the SEC be reassigned? — Till Hoffmann 1263
apr 19 at 1:17
how do you evaluate an FX market aggregator? — moke 211
apr 18 at 13:42
Resources for finding scholarly research on topics in quantitative finance? — lmorin 1937
apr 17 at 16:13
Call option arbitrage opportunity — Riaz Rizvi 1963
apr 17 at 3:37
Implied Volatility Calculation — yoonkwon 612
apr 15 at 14:20
Ito's Lemma - Integrand depends on upper limit of integration — Paul 2145
apr 12 at 15:49
How do I determine the maturity date from a T-bill's CUSIP? — lemarin 1213
apr 10 at 16:53
Auto-correlation of GBM — n.c. 2533
apr 7 at 22:42
Testing Significance of Correlation — Wisent Genus 311
apr 2 at 16:32
Why do long-term equity return forecast models use dependent observations? — Henry 511
mar 31 at 13:32
backtesting a 5% quantile model of a discrete value random variable? — athos 33216
mar 27 at 4:59
Where can I get historical ticker change database? — user1628 411
mar 26 at 22:58
Mapping symbols between tickers, Reuters RICs and Bloomberg tickers — Eric Brady 163
mar 25 at 16:22
Hedging with actual volatility: problem understanding the math behind the result — Olaf 26615
mar 21 at 17:36
Mapping symbols between tickers, Reuters RICs and Bloomberg tickers — Datageek 1485
mar 21 at 12:51
Matlab - Differences between rng and rand — Ander Biguri 1462
mar 19 at 10:09
Scanning a stock database for errors/flaws — nitin 1313
mar 18 at 14:00
Calculate the expectation of a shift CDF — Andreas 761
mar 15 at 4:21
Correlation decay in lognormal distribution — restart.localhost.localdomain 32127
mar 14 at 18:08
Is there a comprehensive reference book on US fixed income conventions? — David L. Reiner 111
mar 13 at 21:26
Calculate the expectation of a shift CDF — Good Guy Mike 895
mar 10 at 15:28
(post deleted or otherwise unavailable) — colin 11
mar 8 at 6:43
Improving GARCH modeling approach — ikh 2825
mar 6 at 21:53
Volatility pumping in practice — Eduardo 212
mar 6 at 16:02
How to distinguish between different types of algorithmic trading — AlgoQuant 311
mar 5 at 20:48
How to identify technical analysis chart patterns algorithmically? — Robert Jakubowski 111
mar 4 at 19:33
How can I evaluate how poor a fit a parametric VaR result would be for a given holding? — marfarma 1265
mar 4 at 15:12
What information do stock exchange colocated servers have access to? — randomblue 1195
mar 3 at 18:31
Is F# used in trading systems? — fpessoa 1111
mar 3 at 15:41
Is F# used in trading systems? — user4882 311
feb 28 at 15:45
How to identify technical analysis chart patterns algorithmically? — Sidharath 111
feb 25 at 13:19
What are some research articles on using principle components to generate alpha? — Andre P. 111
feb 13 at 11:45
Why do we use GARCH(1,1) to predict volatility? — cdcaveman 325
feb 6 at 2:40
Is “eoddata” a good data source? — Hugh 111
feb 4 at 10:50
What does it mean to be long gamma? — jessica 1616
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