User Jase - Quantitative Finance Stack Exchange

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	358 reputation	bio	website		visits	member for	6 months
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What is a medium to low frequency trading strategy and why is it less hyped?

oct 26 '11 at 21:31 Tal Fishman 6,740

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

automated-trading machine-learning

apr 12 '12 at 18:33 rtybase 66

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Using linear regression on (lagged) returns of one stock to predict returns of another

forecasting vix prediction regression

jun 15 '11 at 8:36 Frank_M 31

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How to identify technical analysis chart patterns algorithmically?

algorithm technicals indicator

mar 5 at 9:48 Robert Jakubowski 11

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References for developing an automated trading system?

automated-trading research trading-systems market-microstructure development

apr 18 '12 at 1:58 lehalle 1,703

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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

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What is a martingale?

mathematics martingale emh

sep 15 '11 at 17:32 olaker♦ 2,303

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Total Return measurement paradox w/ Adjusted Close Prices

adjustments total return

apr 23 '11 at 0:13 Rich C 543

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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

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Is the stock price process a martingale or a Markov process?

equities martingale stochastic-processes

jan 20 at 6:31 GAM 76

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How do I graphically represent the evolution of a covariance matrix over time?

time-series correlation covariance

apr 26 '12 at 13:15 Qbik 350

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Random matrix theory (RMT) in finance

probability mathematics random-matrix-theory

feb 26 at 15:23 Quartz 326

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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

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Annualzing the log of daily returns riddle

volatility risk returns statistics lognormal

jul 14 '11 at 5:59 Quant Guy 7,521

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

programming

may 10 at 2:38 Veeken 142

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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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Time-series similarity measures

time-series correlation

mar 30 '11 at 16:29 user672 216

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Skew arbitrage: How can you realize the skewness of the underlying?

options volatility trading hedging option-strategies

dec 7 at 19:14 chrisaycock♦ 5,268

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Do you have historical tick data you want to donate?

data market-data database

mar 20 '12 at 19:29 Jonathan Evans 144

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What type of analysis is appropriate for assessing the performance time-series forecasts?

forecasting

feb 1 '11 at 3:59 richardh♦ 3,015

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Paradoxes in quantitative finance

black-scholes models

apr 4 at 14:15 Bill the Lizard 127

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How to combine multiple trading algorithms?

trading automated-trading quant-trading-strategies performance

nov 11 '11 at 3:35 Tal Fishman 6,740

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Time Series Regression with Overlapping Data

time-series regression auto-correlation

sep 9 '11 at 15:07 Tal Fishman 6,740

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What is the role of stochastic calculus in day-to-day trading?

differential-equations stochastic-calculus

feb 3 '11 at 19:00 Shane 5,098

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Equity Risk Model Using PCA

risk pca

aug 17 '11 at 18:16 Quant Guy 7,521

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

black-scholes implied-volatility

feb 16 at 1:47 Community♦ 1

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Volatility pumping in practice

volatility trading kelly-criterion

mar 11 at 11:21 chrisaycock♦ 5,268

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Mean reverting strategies

arma strategy

feb 3 '11 at 19:47 pteetor 1,252

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SPX options vs VIX futures trading

volatility vix arbitrage

apr 8 '11 at 17:04 chrisaycock♦ 5,268

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Any research on how natural language processing can be used to forecast stocks?

quant-trading-strategies research equities forecasting prediction

oct 16 '11 at 0:38 Ryogi 1,817

Jase

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