User 楊祝昇 - Quantitative Finance Stack Exchange

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	973 reputation	bio	website		visits	member for	1 year, 10 months
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Option trading API other than Interactive Brokers

2d ago John Jelinek 19

15

13

votes

4

answers

2

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What C++ math libraries are typically used by quants?

programming

may 10 at 2:38 Veeken 127

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13

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4

answers

4

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Usage of NoSQL storage in Finance

data database

may 8 at 6:51 sashkello 128

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7

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2

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Is “eoddata” a good data source?

data market-data

apr 30 at 6:19 Dr. Drew 21

5

10

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3

answers

1

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Is there an all Java options-pricing library (preferably open source) besides jquantlib?

options black-scholes programming

apr 29 at 12:04 El Prezidenté 11

119

93

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19

answers

24

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What data sources are available online?

data finance economics

apr 24 at 9:44 haki 101

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2

answers

405

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Can you replicate an option on an arbitrary basket of stocks?

options option-strategies index basket

apr 19 at 17:48 Riaz Rizvi 196

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8

votes

1

answer

560

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Quantitative before/after or financial engineering studies of a bid or ask tax?

research financial-engineering market-microstructure

apr 14 at 6:01 Community♦ 1

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13

votes

5

answers

3

kviews

Python library for Portfolio Optimization

portfolio optimization python

apr 10 at 18:33 nitin 131

9

10

votes

7

answers

5

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Is the Interactive Brokers API suitable for hft?

hft api interactive-brokers

apr 9 at 7:52 asianskills 1

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votes

10

answers

12

kviews

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

machine-learning prediction mathematics

apr 9 at 7:09 GeorgeH 3

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6

answers

4

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What broker/feed/APIsetup allows for recording the most accurate data (cheaply)?

backtesting data high-frequency

apr 4 at 14:16 Bill the Lizard 127

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27

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6

answers

2

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Paradoxes in quantitative finance

black-scholes models

apr 4 at 14:15 Bill the Lizard 127

11

14

votes

2

answers

793

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From a high frequency point of view, with a price prediction and assuming infinite leverage, how do you determine optimal trade size?

quant-trading-strategies high-frequency modeling position-sizing

mar 29 at 20:32 Ryogi 1,817

16

19

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8

answers

5

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Digital Signal Processing in Trading

trading digital-signal-processing

mar 22 at 20:47 Eric Kigathi 1

14

21

votes

9

answers

5

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Why does the minimum variance portfolio provide good returns?

portfolio-management optimization modern-portfolio-theory covariance

mar 19 at 14:16 chrisaycock♦ 5,268

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22

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10

answers

3

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Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones?

performance-evaluation

mar 15 at 23:42 isomorphismes 332

3

10

votes

3

answers

555

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What is the expected return I should use for the momentum strategy in MV optimization framework?

quant-trading-strategies optimization expected-return

mar 14 at 2:28 Richard 11

8

6

votes

7

answers

6

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Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff?

strategy quant-funds

mar 13 at 8:38 Alif Neelesh Shirali 1

8

11

votes

4

answers

2

kviews

Volatility pumping in practice

volatility trading kelly-criterion

mar 11 at 11:21 chrisaycock♦ 5,268

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16

votes

5

answers

2

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How to identify technical analysis chart patterns algorithmically?

algorithm technicals indicator

mar 5 at 9:48 Robert Jakubowski 11

4

8

votes

3

answers

420

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Implementing a Fast Fourier Transform for Option Pricing

options models pricing heston

mar 5 at 0:54 pyCthon 459

3

10

votes

2

answers

3

kviews

Cross Currency Swap Pricing in nowadays environment

fx pricing swaps

mar 2 at 20:02 Christian Fries 891

10

11

votes

4

answers

2

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Implementing data-structures in a Limit order book

programming limit-order-book

mar 1 at 21:30 Dmitri Nesteruk 822

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6

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4

answers

480

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Can risk aversion indicators anticipate ﬁnancial crises? Research and/or strategies

risk quant-trading-strategies indicator

mar 1 at 16:37 vonjd 6,289

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21

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4

answers

2

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Random matrix theory (RMT) in finance

probability mathematics random-matrix-theory

feb 26 at 15:23 Quartz 326

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18

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4

answers

2

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Why do high frequency traders use rapidly cancelled limit orders?

high-frequency hft market-making

feb 25 at 14:57 AlgoQuant 31

11

votes

3

answers

536

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What are some research articles on using principle components to generate alpha?

statistics modeling random-matrix-theory

feb 25 at 12:31 Andre P. 11

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14

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3

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949

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Is there a way to estimate (predict) the half life of a quantitative trading system?

automated-trading

feb 22 at 22:02 stevegt 354

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3

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3

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421

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portfolio diversification tester

quant-trading-strategies correlation covariance diversification

feb 20 at 16:23 quasar 1

楊祝昇

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