User Jura25 - Quantitative Finance Stack Exchange

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	1 reputation	bio	website		visits	member for	1 year, 2 months
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69

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Video lectures and presentations on quantitative finance

jan 12 at 22:23 André Christoffer Andersen 141

47

36

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7

answers

5

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Innovative ways of visualizing financial data

data derivatives visualization

jun 27 at 10:06 Mark Boulder 101

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27

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6

answers

2

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Paradoxes in quantitative finance

black-scholes models

apr 4 at 14:15 Bill the Lizard 127

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5

answers

1

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

backtesting risk-management

mar 30 '11 at 3:56 Jason Wirth 41

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12

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23

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Why is C++ still a very popular language in quantitative finance?

programming

feb 15 at 13:01 Quartz 326

32

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3

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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 7,521

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23

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6

answers

2

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What are the popular methodologies to minimize data snooping?

backtesting strategy

apr 7 '11 at 2:35 zweiterlinde 103

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9

answers

3

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How 'High' is the frequency in HFT?

strategy hft high-frequency

apr 17 '12 at 19:57 vonjd 6,289

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21

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9

answers

2

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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

4

15

votes

7

answers

649

views

Are there ways to measure the risk aversion of a representative investor, based on publicly available market data?

research reference-request market risk-premium

mar 29 '12 at 10:21 Vishal Belsare 432

11

12

votes

7

answers

1

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Why is there no “meta-model”?

strategy

mar 25 '12 at 20:44 stevegt 354

14

12

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3

answers

2

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What are the best sources for equity quantitative research?

quant-trading-strategies equities research

jun 16 '12 at 19:41 Quant Guy 7,521

9

11

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3

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3

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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

11

votes

4

answers

3

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Is statistical arbitrage on FX possible?

fx research arbitrage pair-trading

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

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11

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3

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2

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Papers about backtesting option trading strategies

options backtesting quant-trading-strategies research option-strategies

sep 30 '11 at 7:45 vonjd 6,289

11

votes

2

answers

1

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Is there any good research on support and resistance?

strategy research technicals

aug 8 '11 at 4:42 Tal Fishman 6,740

5

8

votes

4

answers

590

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What are the risk factors in analysing strategies?

risk backtesting quant-trading-strategies factor-loading

sep 9 '11 at 23:04 Patrick Burns 1,609

2

8

votes

2

answers

478

views

When should you build your own equity risk model?

risk equities risk-models

sep 23 '11 at 19:06 Quant Guy 7,521

6

8

votes

2

answers

462

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Liquidity estimators: VWAP and IS

liquidity volume

apr 15 '12 at 22:29 lehalle 1,703

9

7

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2

answers

1

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Categories of systematic trading strategies?

strategy mean-reversion

feb 8 '11 at 20:57 Adal 708

7

votes

5

answers

787

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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

2

5

votes

4

answers

630

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How to hedge against lack of volatility

volatility

apr 19 '12 at 5:25 Quant Guy 7,521

1

5

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0

answers

520

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Volatility-Based Envelopes

volatility algorithm indicator

jul 24 at 14:03 Hans Zauber 36

3

4

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1

answer

262

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Is there any measure that is a non-trivial combination of VWAP and TWAP?

time-series trading volume

apr 15 '12 at 10:55 lehalle 1,703

4

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3

answers

561

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What is the impact of high-frequency trading on market depth, liquidity, and volatility?

research high-frequency market-microstructure

apr 18 '12 at 1:54 lehalle 1,703

4

3

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4

answers

489

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Do markets typically fall fast, and rise slowly

market-data market market-impact

jan 29 '12 at 22:06 MathAttack 121

Jura25

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