User Vishal Belsare - Quantitative Finance Stack Exchange

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	432 reputation	bio	website		visits	member for	2 years, 3 months
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15

13

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4

answers

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kviews

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

programming

may 10 at 2:38 Veeken 117

119

93

votes

19

answers

24

kviews

What data sources are available online?

apr 24 at 9:44 haki 101

12

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

kviews

Is the Interactive Brokers API suitable for hft?

hft api interactive-brokers

apr 9 at 7:52 asianskills 1

62

32

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

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

11

14

votes

2

answers

793

views

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

votes

8

answers

5

kviews

Digital Signal Processing in Trading

trading digital-signal-processing

mar 22 at 20:47 Eric Kigathi 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♦ 5,268

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

3

10

votes

3

answers

555

views

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

kviews

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

9

12

votes

0

answers

1

kviews

How do different methods and techniques used in pairs trading compare?

quant-trading-strategies arbitrage cointegration

mar 4 at 20:37 chrisaycock♦ 5,268

9

11

votes

4

answers

2

kviews

Implementing data-structures in a Limit order book

programming limit-order-book

mar 1 at 21:30 Dmitri Nesteruk 822

5

6

votes

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

28

48

votes

15

answers

3

kviews

What concepts are the most dangerous ones in quantitative finance work?

theory academia

mar 1 at 14:37 kurast 166

14

21

votes

4

answers

2

kviews

Random matrix theory (RMT) in finance

probability mathematics random-matrix-theory

feb 26 at 15:23 Quartz 326

4

8

votes

5

answers

1

kviews

What exactly is meant by “microstructure noise”?

volatility statistics high-frequency hft

feb 12 at 5:55 P. Dyess 1

4

8

votes

3

answers

2

kviews

Is there any thing out there as a substitute for KDB?

programming database

feb 8 at 9:24 thomas - discretelogics 158

8

17

votes

2

answers

705

views

Tools in R for estimating time-varying copulas?

r estimation covariance distribution joint-probability

feb 3 at 14:22 vonjd 6,289

7

16

votes

7

answers

1

kviews

How to design a custom equity backtester?

trading backtesting quant-trading-strategies equities

feb 1 at 11:00 pat 321

25

31

votes

10

answers

10

kviews

Switching from C++ to R - limitations/applications

r development

jan 31 at 20:12 arielf 121

7

votes

5

answers

786

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How can I quantitatively test the validity of momentum indicators?

statistics research indicator technicals

jan 23 at 11:47 vonjd 6,289

6

11

votes

3

answers

686

views

How to detect regime change when estimating asset correlation from historical time series?

time-series correlation estimation market-regimes

jan 16 at 8:01 Jase 358

3

5

votes

0

answers

153

views

Alternative ways to understand time-varying comovement between two time-series?

time-series correlation cointegration relationship dependence

jan 16 at 3:49 Jase 358

6

11

votes

5

answers

1

kviews

portfolio optimisation with VaR (or CVaR) constraints

portfolio-management optimization var

jan 13 at 13:29 Marc Shivers 424

2

votes

1

answer

521

views

How to fit ARMA+GARCH Model In R?

time-series statistics r

jan 9 at 7:09 Jase 358

2

4

votes

3

answers

1

kviews

Longstaff Schwartz method

option-pricing

jan 8 at 11:02 matteot 16

2

4

votes

4

answers

421

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Given two portfolios with identical correlation matrices, which one will have a better risk/reward ratio?

beta modern-portfolio-theory

jan 5 at 2:05 Sid 138

Vishal Belsare

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