User 楊祝昇 - Quantitative Finance Stack Exchange

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visits	member for	1 year, 10 months
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	973 reputation	bio	website		visits	member for	1 year, 10 months
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120

93

votes

19

answers

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kviews

What data sources are available online?

apr 24 at 9:44 haki 101

62

32

votes

10

answers

13

kviews

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

machine-learning prediction mathematics

apr 9 at 7:09 GeorgeH 3

25

31

votes

10

answers

10

kviews

Switching from C++ to R - limitations/applications

r development

jan 31 at 20:12 arielf 121

8

6

votes

7

answers

6

kviews

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

strategy quant-funds

mar 13 at 8:38 Alif Neelesh Shirali 1

3

6

votes

4

answers

6

kviews

Where to download list of all common stocks traded on NYSE, NASDAQ and AMEX?

data market-data

sep 9 '11 at 23:02 Steve 1,022

69

48

votes

15

answers

6

kviews

Video lectures and presentations on quantitative finance

research finance education big-list

jan 12 at 22:23 André Christoffer Andersen 141

9

10

votes

7

answers

5

kviews

Is the Interactive Brokers API suitable for hft?

hft api interactive-brokers

apr 9 at 7:52 asianskills 1

14

21

votes

9

answers

5

kviews

Why does the minimum variance portfolio provide good returns?

portfolio-management optimization modern-portfolio-theory covariance

mar 19 at 14:16 chrisaycock♦ 5,263

34

30

votes

5

answers

5

kviews

Efficiently storing real-time intraday data in an application agnostic way

time-series software performance database column-oriented

jul 10 at 0:15 Darren Cook 570

16

19

votes

8

answers

5

kviews

Digital Signal Processing in Trading

trading digital-signal-processing

mar 22 at 20:47 Eric Kigathi 1

14

15

votes

6

answers

5

kviews

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

options option-pricing optimization

sep 7 at 20:57 Robert 309

22

votes

6

answers

5

kviews

How are correlation and cointegration related?

time-series statistics correlation cointegration

jun 30 at 8:31 Community♦ 1

47

36

votes

7

answers

5

kviews

Innovative ways of visualizing financial data

data derivatives visualization

jun 27 '12 at 10:06 Mark Boulder 101

16

22

votes

3

answers

4

kviews

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

trading automated-trading high-frequency hft market-microstructure

may 23 '12 at 18:43 onlyvix.blogspot.com 698

3

8

votes

5

answers

4

kviews

Why would an investor trade a variance swap over a volatility swap?

volatility variance swaps

aug 31 at 17:08 Strange 354

21

14

votes

7

answers

4

kviews

How are cryptography and speech recognition technology applied to forecasting financial markets?

quant-trading-strategies research forecasting machine-learning

may 26 '12 at 2:44 bill_080 2,682

9

13

votes

4

answers

4

kviews

Usage of NoSQL storage in Finance

data database

may 8 at 6:51 sashkello 133

24

25

votes

6

answers

4

kviews

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

12

13

votes

5

answers

3

kviews

Python library for Portfolio Optimization

portfolio optimization python

apr 10 at 18:33 nitin 131

14

18

votes

5

answers

3

kviews

What is a good broker for HFT?

data futures hft broker programming

feb 10 '12 at 18:45 Robert Kubrick 254

17

21

votes

9

answers

3

kviews

How 'High' is the frequency in HFT?

strategy hft high-frequency

apr 17 '12 at 19:57 vonjd 6,309

9

17

votes

7

answers

3

kviews

Why is volatility mean-reverting?

volatility

dec 10 '11 at 1:07 Quant Guy 7,531

11

votes

4

answers

3

kviews

Is statistical arbitrage on FX possible?

fx research arbitrage pair-trading

aug 30 '11 at 14:03 Tal Fishman 6,740

7

12

votes

8

answers

3

kviews

How fast is QuickFix ?

fix

jan 29 at 9:54 Bob Jansen 1,142

6

12

votes

5

answers

3

kviews

What is the intuition behind cointegration?

time-series statistics cointegration intuition

apr 13 '12 at 0:40 JohnAndrews 149

17

votes

2

answers

3

kviews

What types of neural networks are most appropriate for trading?

quant-trading-strategies forecasting high-frequency machine-learning

oct 18 '11 at 21:15 Tal Fishman 6,740

7

8

votes

3

answers

3

kviews

How should I calculate the implied volatility of an American option in a real-time production environment?

option-pricing implied-volatility

mar 4 '12 at 5:45 Pete 520

8

13

votes

3

answers

3

kviews

What is the best way to “fix” a covariance matrix that is not positive semi-definite?

risk statistics research correlation covariance

dec 16 '11 at 10:06 Tal Fishman 6,740

9

11

votes

3

answers

3

kviews

R: How feasible is it to store — and work with — tick data in a database connected to R?

data high-frequency r tick-data database

feb 8 '12 at 1:08 Darren Cook 570

1

5

votes

1

answer

3

kviews

What is a Heat Rate Option?

options commodities

aug 16 '11 at 17:44 bill_080 2,682

楊祝昇

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