Badge

 Popular Question Asked a question with 1,000 views. This badge can be awarded multiple times.

This badge has been awarded 255 times. Recently awarded to:
feb 6 at 18:21
Is variable binning a good thing to do? — user40 829822
feb 5 at 14:14
Techniques to optimize the placement of orders in market making strategy? — javapowered 23418
feb 5 at 10:49
How to incorporate technical indicators into neural networks? — Matt Bell 513
feb 5 at 6:17
C++ training from scratch to quantitative trading? [closed] — PhilGib 252
jan 26 at 14:18
Volatility pumping in practice — vonjd 6,2991658
jan 26 at 6:23
How do banks actually make money on mortgages [closed] — Jack Kada 23727
jan 24 at 17:54
What exactly is meant by “microstructure noise”? — Palace Chan 41517
jan 23 at 6:42
Is there an all Java options-pricing library (preferably open source) besides jquantlib? — colin 594
jan 18 at 16:24
How to derive the implied probability distribution from B-S volatilities? — Thomas Browne 232110
jan 18 at 5:48
Arbitraging OANDA continuous rollover vs other brokers' discrete rollover — barrycarter 785412
jan 16 at 17:04
What are the key risks to the quantitative strategy development process? — Shane 5,09812444
jan 15 at 18:19
Why use swap-rates in a yield curve? — Steven G. 162
jan 9 at 16:22
statistical arbitrage option overlay strategies / volatility trading — Quant Guy 7,5311347
jan 7 at 11:16
Most successful investors using academic-based framework? — gappy 1,988422
jan 6 at 19:03
How does return-based analysis calculate expected return of a trading system? — Milktrader 313214
jan 4 at 18:50
How high of a Sharpe ratio is implausibly high for a low-frequency equity strategy? — shabbychef 1,111519
jan 3 at 20:55
Where can I find some examples of high frequency or stat arb trading algorithms beyond basic textbook pairs trading? — Palace Chan 41517
dec 25 at 19:18
Hedging stocks with VIX futures — pteetor 1,252417
dec 25 at 8:17
Mersenne twister random number generator in Java for Monte Carlo Sim. — pd123 545
dec 23 at 0:26
How are limit orders selected from the order book? — user1597 513
dec 18 at 14:42
How much data is needed to validate a short-horizon trading strategy? — Tal Fishman 6,74021154
dec 17 at 14:26
Risk Parity portfolio construction — Karamos 112
dec 14 at 16:20
Mean reverting Indicator — Zarbouzou 1,140415
dec 12 at 13:04
How are risk management practices applied to ML/AI-based automated trading systems — Lirik 42749
dec 10 at 23:19
Predicting Price Movements on a Betting Exchange — Peter 1262
dec 10 at 18:28
Option pricing before Black-Scholes — olaker♦ 2,30321330
dec 10 at 11:08
Is there a standard method for quantifying mean-reversion for use in directional trading? — Joshua Chance 780313
dec 10 at 6:18
How GARCH/ARCH models are useful to check the volatility? — Dail 20419
dec 9 at 18:38
What are the main limitations of Black Scholes? — Beatrice 247110
dec 7 at 8:37
How to get a list of stocks symbol of a specific exchange? [duplicate] — Dail 20419
dec 6 at 3:16
Why is there no “meta-model”? — chrisaycock♦ 5,29021357
dec 5 at 23:21
How to replicate a digital call option — Coti 212
dec 5 at 22:01
Deriving spot rates from treasury yield curve — Antoine Latter 1184
dec 5 at 5:05
How can I compare distributions using only mean and standard deviation? — mbustosorg 433
dec 4 at 21:45
What methods do you use to improve expected return estimates when constructing a portfolio in a mean-variance framework? — Karol Piczak 99931022
dec 4 at 9:50
Drawbacks & Caveats of using (N)Esper for ESP/CEP in trading systems? — Arjen Kruithof 463413
dec 4 at 1:35
The difference between Close price and Settelment Price for future contracts — Freewind 18417
dec 1 at 23:09
Evaluating automated trading strategies: accepted practice — Darren Cook 570312
nov 27 at 17:46
Skew arbitrage: How can you realize the skewness of the underlying? — Branson 250212
nov 26 at 23:11
Vanna - any practical uses for risk or pnl attribution purposes? — Andrew 21114
nov 24 at 3:26
Should I use an arithmetic or a geometric calculation for the Sharpe Ratio? — Kelly 412
nov 21 at 4:14
How do you mix quantitative asset allocation with qualitative views? — SRKX♦ 4,709836
nov 20 at 10:19
How do I calculate the skewness of a portfolio of assets? — Pasha 462
nov 19 at 13:59
What does it mean to be long gamma? — sooprise 23515
nov 17 at 18:02
How random are financial data series? — asmaier 23614
nov 14 at 18:06
What is an effective way of backtesting VWAP execution? — ali_bahoo 369313
nov 12 at 18:58
Real-time & Fast S&P 500 E-Mini Futures (ES) Data — javapowered 23418
nov 12 at 0:03
How to interpret results of Johansen Test? — techpaisa 1314
nov 7 at 18:54
Historical Level 2 Data (Market Depth) — Dylan 212
nov 7 at 5:38
How do I find the most diversified portfolio, or least correlated subset, of stocks? — user1232 563
nov 3 at 14:24
Free intra-day equity data source — kefeizhou 1626
nov 1 at 8:30
Is the stock price process a martingale or a Markov process? — Andrei 1837
oct 24 at 17:07
Calculating log returns using R — Homunculus Reticulli 39927
oct 23 at 10:57
Technology stack used in Bloomberg — bruce.banner 1263
oct 22 at 21:22
Order submission strategies of a rational market maker? — knorv 473412
oct 14 at 18:26
Any research on how natural language processing can be used to forecast stocks? — gappy 1,988422
oct 14 at 2:51
Why does the VIX index have *any* correlation to the market? — shabbychef 1,111519
oct 14 at 2:26
Statistical learning libraries — Zarbouzou 1,140415
oct 12 at 10:34
Utility to download historical Implied Volatility data from Interactive Brokers? — Gravitas 627413
oct 11 at 8:28
Is “eoddata” a good data source? — silencer 391110
1 2 3 4 5