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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120

93

votes

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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

2

3

votes

2

answers

10

kviews

How to calculate unsystematic risk?

risk risk-management risk-models risk-premium

jun 21 '12 at 18:23 chrisaycock♦ 5,263

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

21

17

votes

7

answers

6

kviews

How should I store tick data?

data interactive-brokers

aug 7 '11 at 13:34 Tal Fishman 6,740

25

26

votes

7

answers

6

kviews

How useful is the genetic algorithm for financial market forecasting?

quant-trading-strategies forecasting algorithm

sep 11 '11 at 21:32 Tal Fishman 6,740

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

5

12

votes

4

answers

5

kviews

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

volatility time-series forecasting best-practices

may 21 at 5:11 Vishal Nagwani 1

16

19

votes

8

answers

5

kviews

Digital Signal Processing in Trading

trading digital-signal-processing

mar 22 at 20:47 Eric Kigathi 1

22

votes

6

answers

5

kviews

How are correlation and cointegration related?

time-series statistics correlation cointegration

jun 30 at 8:31 Community♦ 1

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

10

14

votes

7

answers

4

kviews

Any known bugs with Yahoo Finance adjusted close data ?

data equities adjustments yahoo

aug 17 at 7:21 Community♦ 1

3

6

votes

3

answers

4

kviews

Trading C++ Libraries

backtesting automated-trading programming

apr 1 '11 at 19:09 babelproofreader 1,077

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

28

48

votes

15

answers

4

kviews

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

theory academia

mar 1 at 14:37 kurast 166

12

13

votes

5

answers

3

kviews

Python library for Portfolio Optimization

portfolio optimization python

apr 10 at 18:33 nitin 131

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

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

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

19

26

votes

6

answers

3

kviews

Which approach dominates? Mathematical modeling or data mining?

modeling market data-mining

jun 20 '12 at 19:22 David Tate 11

7

13

votes

3

answers

3

kviews

Free market data (delayed or snapshot)

data automated-trading market-data

aug 12 '11 at 4:10 Community♦ 1

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

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

3

11

votes

1

answer

3

kviews

How to interpret the eigenmatrix from a Johansen cointegration test?

statistics cointegration

oct 5 '11 at 20:16 Owen 193

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

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

Vishal Belsare

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