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mar 12 at 11:07
Why is C++ still a very popular language in quantitative finance? — Darren Cook 570312
mar 12 at 1:21
How are correlation and cointegration related? — isomorphismes 33229
mar 8 at 9:13
What are some examples of non-financial risks and contingency plans? — Quant Guy 7,5311347
mar 7 at 19:36
Is F# used in trading systems? — Phillip Trelford 23612
mar 5 at 22:23
Efficiently storing real-time intraday data in an application agnostic way — tobias 5111
feb 15 at 3:52
Why is C++ still a very popular language in quantitative finance? — quant_dev 1,624319
feb 13 at 0:06
Is “eoddata” a good data source? — Dez Udezue 5112
jan 30 at 17:27
How to price a calendar spread option? — Max Li 33925
jan 30 at 11:27
Why do high frequency traders use rapidly cancelled limit orders? — stevegt 35425
jan 27 at 12:54
What data sources are available online? — Jono Newton 2111
jan 27 at 12:34
What programming languages are most commonly used in quantitative finance? — alpha 29823
jan 27 at 2:48
Usage of NoSQL storage in Finance — Steve 1,022415
jan 22 at 6:10
Option trading API other than Interactive Brokers — Nik 7612
jan 3 at 17:59
How can I go about applying machine learning algorithms to stock markets? — lehalle 1,713417
dec 27 at 22:19
Order submission strategies of a rational market maker? — lehalle 1,713417
dec 16 at 13:00
How are cryptography and speech recognition technology applied to forecasting financial markets? — Quant Guy 7,5311347
nov 27 at 21:16
Monte carlo methods for vanilla european options and Ito's lemma. — Brian B 6,013624
nov 24 at 18:31
How to calculate historical intraday volatility? — lehalle 1,713417
nov 12 at 3:33
How to compute momentum from equity time series? — Zach 556311
sep 22 at 20:19
Free intra-day equity data source — JohnAndrews 14917
jun 16 '12 at 13:39
Why is the ratio of Hi-Low range to Open-Close range close to 2? — JL344 57116
may 24 '12 at 9:48
What are some useful approximations to the Black-Scholes formula? — Robert 30923
may 2 '12 at 15:30
Drawbacks & Caveats of using (N)Esper for ESP/CEP in trading systems? — Gravitas 627413
apr 4 '12 at 16:05
Any research on how natural language processing can be used to forecast stocks? — Ryogi 1,827619
apr 3 '12 at 9:13
What is the best data structure/implementation for representing a time series? — Michael RB 17214
mar 12 '12 at 22:17
What is a “coherent” risk measure? — SRKX♦ 4,729836
mar 9 '12 at 15:48
Literature on generating synthetic time series for testing — Doodles 5113
mar 6 '12 at 20:18
Excellent information source on advanced machine learning / data mining based trading? — 楊祝昇 973311
feb 9 '12 at 0:30
Role of skewness in portfolio optimization? — Tal Fishman 6,74021154
feb 7 '12 at 13:43
Innovative ways of visualizing financial data — mano Siluvairajah 5111
feb 7 '12 at 13:43
Innovative ways of visualizing financial data — Adal 70836
feb 6 '12 at 4:10
Are there ways to measure the risk aversion of a representative investor, based on publicly available market data? — Quant Guy 7,5311347
feb 2 '12 at 11:59
What are the advantages of switching platforms/languages between strategy development and implementation? — Christoph Glur 28125
jan 30 '12 at 21:52
Are two identical time series cointegrated? — mpiktas 27135
jan 9 '12 at 12:11
Rate interpolation in Libor Market Model — Mark Joshi 17621
jan 3 '12 at 18:25
Can the concept of entropy be applied to financial time series? — Dan 29121
dec 30 '11 at 13:18
Is there any good research on support and resistance? — Tal Fishman 6,74021154
dec 20 '11 at 21:32
When is the LIBOR market model Markovian? — Mark Joshi 17621
dec 19 '11 at 18:52
Switching from C++ to R - limitations/applications — Quant Guy 7,5311347
dec 19 '11 at 17:52
Switching from C++ to R - limitations/applications — SFun28 101117
dec 12 '11 at 23:19
Why is volatility mean-reverting? — DKM 36525
dec 2 '11 at 17:38
Why is volatility mean-reverting? — user1443 36126
nov 29 '11 at 15:39
Any known bugs with Yahoo Finance adjusted close data ? — Erwin Mayer 16111
nov 21 '11 at 21:02
Most successful investors using academic-based framework? — Tal Fishman 6,74021154
nov 2 '11 at 22:30
How to execute a large futures order? — Ryogi 1,827619
oct 25 '11 at 15:50
Is there a quantitative finance ranking system for universities? — Branson 250212
oct 25 '11 at 8:55
What programming languages are most commonly used in quantitative finance? — jordan.baucke 385213
oct 17 '11 at 22:49
How fast is QuickFix ? — jk3000 11114
oct 17 '11 at 20:24
Any research on how natural language processing can be used to forecast stocks? — Tal Fishman 6,74021154
oct 6 '11 at 15:42
Switching from C++ to R - limitations/applications — wesm 16911
oct 6 '11 at 15:42
Switching from C++ to R - limitations/applications — Ronny Daniel 8111
oct 6 '11 at 11:02
Switching from C++ to R - limitations/applications — gappy 1,988422
oct 4 '11 at 12:43
What data sources are available online? — user697697 36645
sep 28 '11 at 13:16
How do I eliminate developed currency funding cross rate risk in an EMFX position? — Phil H 76829
sep 26 '11 at 10:51
How good is managed code for algo trading? — user697697 36645
sep 23 '11 at 6:39
How are correlation and cointegration related? — mpiktas 27135
sep 20 '11 at 19:58
Do people use unbounded interest rate models, and what alternatives exist? — strimp099 996210
sep 18 '11 at 22:19
How are correlation and cointegration related? — Val 14014
sep 11 '11 at 12:45
How do I estimate convergence in monte carlo methods? — Beer4All 43139
sep 8 '11 at 14:39
Is the Interactive Brokers API suitable for hft? — Louis Marascio 1,682531
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