User Jase - Quantitative Finance Stack Exchange

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	383 reputation	bio	website		visits	member for	6 months
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3

12

votes

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answer

258

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Parameter estimation of Ornstein–Uhlenbeck and CIR processes

2d ago Veeken 127

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

2d ago Vishal Nagwani 1

9

13

votes

9

answers

3

kviews

Which brokers offer a .NET stock trading API?

automated-trading equities api broker

may 17 at 20:55 John Jelinek 27

8

11

votes

5

answers

682

views

What are the best Journals & Conferences in Quantitative Finance?

research

may 13 at 13:23 AlgoQuant 31

3

votes

2

answers

764

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Pair Trading Index Options

options pair-trading index

may 11 at 22:07 Community♦ 1

3

4

votes

2

answers

3

kviews

Are public historical time series available for ratings of sovereign debt?

data time-series credit-ratings

may 10 at 15:17 user5306 11

15

13

votes

4

answers

2

kviews

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

programming

may 10 at 2:38 Veeken 127

120

93

votes

19

answers

24

kviews

What data sources are available online?

data finance economics

apr 24 at 9:44 haki 101

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

18

27

votes

6

answers

2

kviews

Paradoxes in quantitative finance

black-scholes models

apr 4 at 14:15 Bill the Lizard 127

16

19

votes

8

answers

5

kviews

Digital Signal Processing in Trading

trading digital-signal-processing

mar 22 at 20:47 Eric Kigathi 1

8

11

votes

4

answers

2

kviews

Volatility pumping in practice

volatility trading kelly-criterion

mar 11 at 11:21 chrisaycock♦ 5,250

1

3

votes

0

answers

106

views

Fitting a non linear AR + GARCH(1,1)-M model

volatility time-series statistics

mar 8 at 13:45 Richard 1,344

5

13

votes

6

answers

1

kviews

How does the “risk-neutral pricing framework” work?

risk risk-management

mar 6 at 12:01 chrisaycock♦ 5,250

14

16

votes

5

answers

2

kviews

How to identify technical analysis chart patterns algorithmically?

algorithm technicals indicator

mar 5 at 9:48 Robert Jakubowski 11

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♦ 5,250

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

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

11

votes

3

answers

538

views

What are some research articles on using principle components to generate alpha?

statistics modeling random-matrix-theory

feb 25 at 12:31 Andre P. 11

5

14

votes

3

answers

949

views

Is there a way to estimate (predict) the half life of a quantitative trading system?

automated-trading

feb 22 at 22:02 stevegt 354

2

votes

3

answers

275

views

Is there an Australian Interbank Rate?

interest-rates libor interbank-rates

feb 22 at 9:20 Phil H 768

1

5

votes

1

answer

248

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Problems with dealing with GARCH models and intra-day data

volatility modeling high-frequency hft garch

feb 16 at 20:34 pyCthon 450

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

4

5

votes

5

answers

2

kviews

How do you explain the volatility smile in the Black-Scholes framework?

black-scholes implied-volatility

feb 16 at 1:47 Community♦ 1

27

26

votes

12

answers

23

kviews

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

programming

feb 15 at 13:01 Quartz 326

8

17

votes

2

answers

706

views

Tools in R for estimating time-varying copulas?

r estimation covariance distribution joint-probability

feb 3 at 14:22 vonjd 6,299

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

29

28

votes

16

answers

23

kviews

What programming languages are most commonly used in quantitative finance?

programming

jan 27 at 23:10 Community♦ 1

Jase

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