Popular Question Badge - Quantitative Finance Stack Exchange

apr 17 '12 at 21:03

Has high frequency trading (HFT) been a net benefit or cost to society? — Tal Fishman 6,74021154

apr 15 '12 at 14:07

How useful is Markov chain Monte Carlo for quantitative finance? — DavidShor 1063

apr 14 '12 at 23:22

What is a martingale? — user40 829822

apr 12 '12 at 7:53

What are the popular methodologies to minimize data snooping? — Zarbouzou 1,140415

apr 9 '12 at 11:47

What are some useful approximations to the Black-Scholes formula? — knorv 473412

apr 7 '12 at 22:15

Using Black-Scholes equations to “buy” stocks — user616 1334

apr 6 '12 at 20:35

What is the best data structure/implementation for representing a time series? — dizzy 1267

apr 2 '12 at 22:28

What is the role of Credit Valuation Adjustment (CVA) desks in investment banks? — quant_dev 1,595319

mar 30 '12 at 17:32

References for developing an automated trading system? — Thomas 3311410

mar 29 '12 at 2:46

How to calculate unsystematic risk? — Norlyda 19112

mar 27 '12 at 19:20

What is a stationary process? — user40 829822

mar 27 '12 at 13:10

Probability of touching — glyphard 2,448214

mar 25 '12 at 19:34

What does it mean to modify the factor loadings of a credit risk model? — user40 829822

mar 23 '12 at 19:33

How fast is QuickFix ? — ali_bahoo 369313

mar 21 '12 at 10:32

Are public historical time series available for ratings of sovereign debt? — András Salamon 12315

mar 21 '12 at 6:22

How to calculate expected return based on historical data for Mean Variance Analysis — miggety 12917

mar 20 '12 at 12:12

What type of investor is willing to be short gamma? — jules 19816

mar 16 '12 at 4:32

Why do high frequency traders use rapidly cancelled limit orders? — Tal Fishman 6,74021154

mar 15 '12 at 11:27

Usage of NoSQL storage in Finance — user697697 36645

mar 8 '12 at 16:15

Can social media be applied to algorithmic trading? — siamii 244111

mar 8 '12 at 9:09

Recommendations for books to understand the math in quantitative finance papers? — Gravitas 627313

mar 7 '12 at 0:43

Why does implied volatility show an inverse relation with strike price when examining option chains? — Arjen Kruithof 463413

mar 6 '12 at 10:25

Papers about backtesting option trading strategies — vonjd 6,2891658

feb 24 '12 at 14:44

Training set of tick-by-tick data? — user107 7114

feb 23 '12 at 0:41

Excellent information source on advanced machine learning / data mining based trading? — Flake 35426

feb 23 '12 at 0:01

Python library for Portfolio Optimization — Gabe 6614

feb 22 '12 at 22:25

What is Ito's lemma used for in quantitative finance? — balteo 31227

feb 21 '12 at 14:21

Why is volatility mean-reverting? — user40 829822

feb 21 '12 at 12:10

What is the “delta” option quoting convention about? — jjujuma 16815

feb 21 '12 at 4:53

Option trading API other than Interactive Brokers — Dragan Chupacabric 1535

feb 20 '12 at 20:21

Proof that you cannot beat a random walk — vonjd 6,2891658

feb 19 '12 at 8:41

Main backtesting & trading solutions: QuantFactory, Deltix, etc. — Romain Verdier 1766

feb 13 '12 at 2:26

Is the Interactive Brokers API suitable for hft? — user40 829822

feb 10 '12 at 12:01

Trade matching versus affirmation — Puneet Lamba 6715

feb 5 '12 at 8:18

Wealth Management Vs Asset Management [closed] — Jack Kada 23727

feb 2 '12 at 11:09

Correlation between prices or returns? — Milktrader 313214

jan 27 '12 at 18:48

Free market data (delayed or snapshot) — arasmussen 16615

jan 25 '12 at 2:51

Random matrix theory (RMT) in finance — vonjd 6,2891658

jan 6 '12 at 12:04

Is statistical arbitrage on FX possible? — Alexey Kalmykov 1,741417

jan 1 '12 at 15:48

What is the intuition behind cointegration? — user40 829822

dec 12 '11 at 16:12

Any known bugs with Yahoo Finance adjusted close data ? — Paul 25328

dec 6 '11 at 10:07

What's the difference between volatility and variance? — Jaydles♦ 19118

dec 1 '11 at 22:18

How good is managed code for algo trading? — user722 25317

nov 17 '11 at 13:59

Is F# used in trading systems? — Joel Martinez 24027

nov 11 '11 at 5:25

Trading C++ Libraries — sharpeRatio 3112

nov 7 '11 at 17:17

Which approach dominates? Mathematical modeling or data mining? — Roman 31939

nov 5 '11 at 13:56

Why are GARCH models used to forecast volatility if residuals are often correlated? — kaybenleroll 29229

oct 30 '11 at 21:00

How are correlation and cointegration related? — Joshua Ulrich 1,6561621

oct 28 '11 at 18:34

What types of neural networks are most appropriate for trading? — phoenix1886 8614

oct 25 '11 at 21:11

How can we reverse engineer a market-making algorithm (HFT)? — knorv 473412

oct 25 '11 at 14:05

Switching from Matlab to Python for Quant Trading and Research — Rich C 54339

oct 11 '11 at 12:08

What is a good broker for HFT? — user40 829822

oct 5 '11 at 18:17

Switching from C++ to R - limitations/applications — Karol Piczak 99931022

oct 3 '11 at 8:45

Rationale for OIS discounting for collateralized derivatives? — Ryan 22734

sep 29 '11 at 9:47

Efficiently storing real-time intraday data in an application agnostic way — Karol Piczak 99931022

sep 17 '11 at 19:27

How are cryptography and speech recognition technology applied to forecasting financial markets? — vonjd 6,2891658

sep 6 '11 at 12:26

What are some examples of non-financial risks and contingency plans? — Joshua Chance 780313

sep 2 '11 at 0:47

What kind of basic framework or application do you use to run your trading algorithms? — Sebo 368

aug 28 '11 at 16:32

Why is C++ still a very popular language in quantitative finance? [closed] — Thomas 3311410

aug 26 '11 at 10:36

How can I go about applying machine learning algorithms to stock markets? — zubinmehta 263146

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