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dec 11 '11 at 4:53
What are the typical “realized latencies” across different products and infrastructures? — Tim 1333
dec 10 '11 at 2:52
Which approach is better for modeling option exercise strategies, rational or behavioral? — Ian 862
dec 8 '11 at 7:14
Innovative ways of visualizing financial data — pyCthon 451314
dec 2 '11 at 9:11
Why is volatility mean-reverting? — user1443 36126
nov 29 '11 at 7:08
Given markets usually fall fast and rise slowly, are there trading mechanisms to take advantage of this? — DKM 36525
nov 28 '11 at 3:08
How are risk management practices applied to ML/AI-based automated trading systems — Dan 29121
nov 27 '11 at 15:41
Does an option's price “ratio” with the underlying security price? — Jitse Niesen 1563
nov 26 '11 at 22:25
Free paper trading site with an API — teng 845
nov 24 '11 at 16:17
How are prices calculated for commercial/residential mortgage-backed securities? — Hypergravity 211
nov 23 '11 at 19:21
What is a good broker for HFT? — Dan 511
nov 23 '11 at 17:26
Why is there a price difference between 30 year principal and interest STRIPS? — Shrlck 311
nov 18 '11 at 16:46
What changes to put-call parity are necessary when evaluating american options on non-dividend paying assets? — Jeff Burdges 22115
nov 18 '11 at 3:51
Why is there a price difference between 30 year principal and interest STRIPS? — OracleOfNJ 1261
nov 17 '11 at 17:39
What books should any quantitative portfolio manager or risk manager have as reference? — Heavywood 312
nov 17 '11 at 17:29
(post deleted or otherwise unavailable) — Ray 25816
nov 15 '11 at 1:17
Any recommendations for textbooks for an undergraduate course in mathematical finance? — Jorge 311
nov 11 '11 at 18:42
Can options volume have an impact on the price of the underlying asset? — YGA 1111
nov 10 '11 at 19:24
What distribution to assume for interest rates? — user1620 461
nov 4 '11 at 14:38
How can I compare distributions using only mean and standard deviation? — Carlos 511
nov 2 '11 at 14:05
What data sources are available online? — fundamentals 12
nov 1 '11 at 20:23
What is the difference between STOXX and STOXXE? — Martin Bauer 311
oct 29 '11 at 20:31
Calculating Portfolio Skewness & Kurtosis — Richard H 21316
oct 27 '11 at 3:52
What are your opinions on WEKA KnowledgeFlow, Rapidminer, and other rapid development environments for machine learning? — Darren Cook 570312
oct 26 '11 at 18:40
When does an ETF take out expenses? — LazyCat 39014
oct 25 '11 at 9:00
What's the difference between volatility and variance? — user212 212
oct 24 '11 at 17:57
Are there financial instruments that make a bet on traded volume instead of price or its derivatives? — kfmfe04 1112
oct 24 '11 at 16:36
Why do some anomalies persist while others fade away? — icequations 515
oct 24 '11 at 5:45
What are your opinions on WEKA KnowledgeFlow, Rapidminer, and other rapid development environments for machine learning? — Trevor 311
oct 23 '11 at 13:31
Has any research used Bayesian networks to estimate risk factor betas? — cyborg 1761
oct 23 '11 at 0:32
What is the best data structure/implementation for representing a time series? — Logistic 412
oct 18 '11 at 9:35
Why does the following data fail my cointegration test? — m1ndst0rm 761
oct 18 '11 at 5:25
What data sources are available online? — Sam 362
oct 17 '11 at 16:38
What data sources are available online? — Jono Newton 2111
oct 15 '11 at 14:25
Is there data on market participants at a particular moment? — Ryogi 1,827619
oct 10 '11 at 21:18
Reference on Markov chain Monte Carlo method for option pricing? — Alchemist 812
oct 8 '11 at 13:58
What functional form describes the implied volatility curve? — AMC 411
oct 6 '11 at 6:46
How to build a regime-switching model which knows its own limits? — Paul Houle 211
oct 5 '11 at 21:28
How to interpret the eigenmatrix from a Johansen cointegration test? — Owen 1936
oct 5 '11 at 19:52
Switching from C++ to R - limitations/applications — wesm 16911
oct 5 '11 at 19:52
Switching from C++ to R - limitations/applications — Adam 412
oct 5 '11 at 19:52
Switching from C++ to R - limitations/applications — Eric 1391
oct 4 '11 at 18:40
What is the best way to “fix” a covariance matrix that is not positive semi-definite? — Samik R 34816
sep 30 '11 at 3:49
Why do some anomalies persist while others fade away? — user915 1093
sep 30 '11 at 1:29
Is there data on market participants at a particular moment? — CQM 552111
sep 29 '11 at 20:57
Excellent information source on advanced machine learning / data mining based trading? — Branson 250212
sep 28 '11 at 12:51
What tools are used to numerically solve differential equations in Quantitative Finance? — Flake 35426
sep 28 '11 at 2:34
How to calculate compound returns of leveraged ETFs? — Richard 1113
sep 28 '11 at 0:08
How do I find the most diversified portfolio, or least correlated subset, of stocks? — Fabio 711
sep 27 '11 at 2:01
How to build the short end of a zero coupon curve for non-core Eurozone countries? — Erik Olson 1303
sep 24 '11 at 0:41
Are there any new Option pricing models? — allced 1311
sep 24 '11 at 0:16
What are some examples of Compound Poisson processes in insurance? — David Nehme 269212
sep 24 '11 at 0:16
How should I store tick data? — TraderWerks 192
sep 23 '11 at 19:51
Is it better to grade hedging strategies based on the sum of absolute or squared hedging errors? — dangiankit 561
sep 22 '11 at 0:06
Is Walk Forward Analysis a good method to estimate the edge of a trading system? — B Seven 23413
sep 21 '11 at 14:44
Arbitraging OANDA continuous rollover vs other brokers' discrete rollover — dr zeus 111
sep 20 '11 at 0:51
Which data service to buy for redistributable data? — Ami Heines 411
sep 19 '11 at 18:36
Efficiently storing real-time intraday data in an application agnostic way — Hazerider 211
sep 19 '11 at 15:46
Is there any research on applying state-space or dynamic linear models to forecasting equity risk premia? — Jason 1611
sep 17 '11 at 17:37
DSP: stationary non-periodic signal: what's the best causal technique? — Igor 311
sep 16 '11 at 9:51
What programming languages are most commonly used in quantitative finance? — Michael Teo 463
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