User Jase - Quantitative Finance Stack Exchange

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	428 reputation	bio	website		visits	member for	7 months
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124

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19

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What data sources are available online?

jun 4 at 0:26 user508 869

30

28

votes

17

answers

24

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What programming languages are most commonly used in quantitative finance?

programming

jun 12 at 10:13 Andy Flury 31

27

26

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12

answers

23

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

programming

feb 15 at 13:01 Quartz 449

64

33

votes

10

answers

13

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

25

31

votes

10

answers

11

kviews

Switching from C++ to R - limitations/applications

r development

jan 31 at 20:12 arielf 121

23

17

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8

answers

6

kviews

How should I store tick data?

data interactive-brokers

jun 13 at 8:38 Andy Flury 31

25

26

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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 6,765

69

49

votes

15

answers

6

kviews

Video lectures and presentations on quantitative finance

research finance education big-list

jan 12 at 22:23 André Christoffer Andersen 141

9

10

votes

7

answers

6

kviews

Is the Interactive Brokers API suitable for hft?

hft api interactive-brokers

apr 9 at 7:52 asianskills 1

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

14

13

votes

7

answers

5

kviews

Switching from Matlab to Python for Quant Trading and Research

quant-trading-strategies

dec 29 at 10:15 Joern 9

17

20

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 '12 at 8:31 Community♦ 1

47

37

votes

7

answers

5

kviews

Innovative ways of visualizing financial data

data derivatives visualization

jun 27 '12 at 10:06 Mark Boulder 101

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

3

6

votes

3

answers

4

kviews

Trading C++ Libraries

backtesting automated-trading programming

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

9

13

votes

7

answers

4

kviews

Which brokers offer a .NET stock trading API?

automated-trading equities api broker

may 17 at 20:55 John Jelinek 31

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

1

2

votes

1

answer

3

kviews

How to interpret results of Johansen Test?

r cointegration

may 24 '12 at 14:44 Zarbouzou 1,140

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 6,765

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

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 6,765

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 568

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

2

8

votes

3

answers

3

kviews

What is Ito's lemma used for in quantitative finance?

itos-lemma

jul 15 '11 at 6:46 SRKX♦ 4,788

10

11

votes

2

answers

3

kviews

Are there any good tools for back testing options strategies?

backtesting option-strategies software

nov 28 at 0:32 Vtech 41

12

15

votes

5

answers

3

kviews

Training set of tick-by-tick data?

data

may 27 at 22:09 Jared Broad 11

12

votes

6

answers

3

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What is the best data structure/implementation for representing a time series?

data time-series market-data

apr 3 '12 at 0:11 alpha 308

Jase

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