pyCthon

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315

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Here are some Libraries I find useful/have used over the years

C++

Haskell

HQuantLib *

Note

The * symbol means I am a contributor

	455 reputation	bio	website	nan	visits	member for	1 year, 6 months
315 badges		location	nan		seen	3 hours ago

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27 Favorites

added views newest activity votes

124

votes

answers

kviews

What data sources are available online?

jun 4 at 0:26 user508 869

votes

answers

kviews

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

theory academia

mar 1 at 14:37 kurast 166

votes

answers

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

votes

answers

kviews

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

automated-trading machine-learning

apr 12 '12 at 18:33 rtybase 66

votes

answers

461

views

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

option-pricing stochastic-volatility

oct 10 at 13:40 chrisaycock♦ 5,211

votes

answers

713

views

Tools in R for estimating time-varying copulas?

r estimation covariance distribution joint-probability

feb 3 at 14:22 vonjd 6,494

votes

answers

kviews

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

quant-trading-strategies arbitrage cointegration

jun 4 at 1:45 chrisaycock♦ 5,211

votes

answer

305

views

Parameter estimation of Ornstein–Uhlenbeck and CIR processes

stochastic-processes kalman parameter-estimation

may 21 at 19:02 Veeken 137

votes

answers

593

views

How to forecast expected volatility from high-frequency equity panel data?

volatility time-series equities research forecasting

oct 17 '11 at 15:54 Tal Fishman 6,765

votes

answers

557

views

Why is the ratio of Hi-Low range to Open-Close range close to 2?

data analysis

jun 16 '12 at 13:21 Louis Marascio 1,682

votes

answers

149

views

A non parametric study of VaR with kernel density

r statistics finance risk-management

jan 24 at 15:36

votes

answers

kviews

Drawbacks & Caveats of using (N)Esper for ESP/CEP in trading systems?

programming cep

apr 28 '12 at 5:03 Kim 21

votes

answer

495

views

Kalman Filter Vs Hough Transform

untagged

mar 9 '12 at 0:46 rtybase 66

votes

answers

views

rugarch: Joint estimation leads to different results

r garch estimation auto-correlation arma

may 13 at 8:16 Community♦ 1

votes

answers

564

views

Hidden Markov Model & Its Application

statistics r hidden-markov-model

dec 28 at 13:37 Rainer 33

votes

answer

540

views

Expected return from a multiple linear regression?

regression expected-return

aug 25 '11 at 13:47 Tal Fishman 6,765

votes

answers

714

views

Using rolling returns in a multivariate linear regression?

returns regression multivariate

nov 14 at 23:01 Community♦ 1

votes

answer

260

views

Forecasting using rugarch package

r garch

may 12 at 19:53 Community♦ 1

votes

answers

kviews

How to calculate historical intraday volatility?

volatility high-frequency tick-data

nov 24 at 14:56 Louis Marascio 1,682

votes

answers

220

views

Calculating VaR/CVaR on high frequency data and returns

risk var

jan 31 at 8:24 Matt Wolf 6,217

votes

answers

209

views

Is Unexpected Loss ever used in Basel II?

risk-management credit-risk basel

may 30 at 9:09 Quartz 449

votes

answers

views

Estimation of ranks of log-returns via copula

estimation copula log-returns

jan 27 at 14:07 Romain 121

votes

answer

142

views

Are there any well known methods of testing through-the-cycle rating systems?

risk risk-management default

jan 30 at 5:25 bVs 86

votes

answer

649

views

What latency should I use for backtesting a high-frequency strategy?

backtesting hft latency

jun 10 '12 at 17:43 SRKX♦ 4,788

votes

answers

268

views

Statistical models for exchange rates?

may 29 at 16:34 Ash 309

votes

answer

368

views

Predict Quadratic Trend in Time Series

time-series statistics econometrics

may 30 at 23:14 Community♦ 1

vote

answers

views

CFLEX 2.0 accounting

options software accounting

jun 4 at 3:16 Gracchus 148