User 楊祝昇 - Quantitative Finance Stack Exchange

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visits	member for	1 year, 11 months
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	973 reputation	bio	website		visits	member for	1 year, 11 months
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124

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19

answers

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What data sources are available online?

jun 4 at 0:26 user508 869

69

49

votes

15

answers

6

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Video lectures and presentations on quantitative finance

research finance education big-list

jan 12 at 22:23 André Christoffer Andersen 141

47

37

votes

7

answers

5

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Innovative ways of visualizing financial data

data derivatives visualization

jun 27 '12 at 10:06 Mark Boulder 101

64

33

votes

10

answers

13

kviews

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

machine-learning prediction mathematics

may 29 at 3:26 chin chin 1

25

31

votes

10

answers

11

kviews

Switching from C++ to R - limitations/applications

r development

jan 31 at 20:12 arielf 121

37

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 '12 at 0:15 Darren Cook 568

18

27

votes

6

answers

2

kviews

Paradoxes in quantitative finance

black-scholes models

apr 4 at 14:15 Bill the Lizard 127

25

26

votes

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

14

26

votes

5

answers

1

kviews

What are the key risks to the quantitative strategy development process?

backtesting risk-management

mar 30 '11 at 3:56 Jason Wirth 41

6

23

votes

8

answers

2

kviews

Option pricing before Black-Scholes

options history black-scholes

dec 14 at 13:40 vonjd 6,409

21

23

votes

5

answers

2

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How do I graphically represent the evolution of a covariance matrix over time?

time-series correlation covariance

apr 26 '12 at 13:15 Qbik 350

32

23

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3

answers

1

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What papers have progressed the field of quantitative finance in recent years (post 2000)?

research soft-question reference-request

nov 16 '11 at 23:09 Quant Guy 7,554

22

votes

6

answers

5

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How are correlation and cointegration related?

time-series statistics correlation cointegration

jun 30 '12 at 8:31 Community♦ 1

20

22

votes

10

answers

3

kviews

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

performance-evaluation

mar 15 at 23:42 isomorphismes 332

15

22

votes

4

answers

2

kviews

Random matrix theory (RMT) in finance

probability mathematics random-matrix-theory

feb 26 at 15:23 Quartz 449

16

22

votes

3

answers

5

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 718

17

22

votes

1

answer

1

kviews

Is my trading strategy search methodology sound?

trading automated-trading machine-learning

oct 12 '11 at 14:17 Tal Fishman 6,765

14

21

votes

9

answers

6

kviews

Why does the minimum variance portfolio provide good returns?

portfolio-management optimization modern-portfolio-theory covariance

mar 19 at 14:16 chrisaycock♦ 5,212

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 6,409

13

21

votes

9

answers

2

kviews

Has high frequency trading (HFT) been a net benefit or cost to society?

automated-trading research high-frequency hft market-microstructure

feb 16 at 2:11 Community♦ 1

10

21

votes

2

answers

2

kviews

How useful is Markov chain Monte Carlo for quantitative finance?

probability monte-carlo modeling

sep 9 '11 at 13:13 Louis Marascio 1,682

17

20

votes

8

answers

5

kviews

Digital Signal Processing in Trading

trading digital-signal-processing

mar 22 at 20:47 Eric Kigathi 1

19

votes

3

answers

1

kviews

How do you mix quantitative asset allocation with qualitative views?

asset-allocation

dec 14 at 1:06 Community♦ 1

2

19

votes

5

answers

2

kviews

Why is an inverted yield curve a problem?

theory yield-curve

apr 28 '12 at 17:15 Aarthi 218

3

18

votes

0

answers

461

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How to show that this weak scheme is a cubature scheme?

option-pricing stochastic-volatility

oct 10 at 13:40 chrisaycock♦ 5,212

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

30

18

votes

7

answers

2

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

automated-trading machine-learning

apr 12 '12 at 18:33 rtybase 66

12

18

votes

4

answers

3

kviews

Why do high frequency traders use rapidly cancelled limit orders?

high-frequency hft market-making

feb 25 at 14:57 AlgoQuant 31

11

18

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4

answers

2

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Trading a synthetic replication of the VIX index

vix delta-neutral

dec 23 at 5:05 Andrew 395

6

18

votes

3

answers

633

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How can an ETF outperform its benchmark index?

arbitrage performance etf benchmark

sep 26 '11 at 19:44 John Channing 346

楊祝昇

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