User Jase - Quantitative Finance Stack Exchange

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	428 reputation	bio	website		visits	member for	7 months
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Where can I find some examples of high frequency or stat arb trading algorithms beyond basic textbook pairs trading?

high-frequency hft

jan 2 at 11:38 Nissim Nabar 41

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Mean reverting strategies

arma strategy

feb 3 '11 at 19:47 pteetor 1,262

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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 1,847

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SPX options vs VIX futures trading

volatility vix arbitrage

apr 8 '11 at 17:04 chrisaycock♦ 5,211

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How to forecast volatility using high-frequency data?

volatility forecasting high-frequency

mar 31 '11 at 23:22 Adal 718

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

risk risk-management

mar 6 at 12:01 chrisaycock♦ 5,211

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How does pair trading work?

pair-trading

feb 24 '12 at 7:08 Neil McGuigan 276

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How do you mix quantitative asset allocation with qualitative views?

asset-allocation

dec 14 at 1:06 Community♦ 1

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What are some good technical and non-technical books for a math lover to get in to quantitative analysis? [closed]

learning finance books quantitative analysis

jan 31 '11 at 21:39 Jason 101

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How to design a custom equity backtester?

trading backtesting quant-trading-strategies equities

feb 1 at 11:00 pat 331

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How to build a mean reverting basket?

mean-reversion pair-trading

may 12 '12 at 7:20 chrisaycock♦ 5,211

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What methods do you use to improve expected return estimates when constructing a portfolio in a mean-variance framework?

modern-portfolio-theory mean-variance expected-return estimation

may 30 at 1:46 chrisaycock♦ 5,211

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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 7,554

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statistical arbitrage option overlay strategies / volatility trading

volatility quant-trading-strategies trading option-strategies

may 29 '12 at 14:51 John 1,684

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How do I calculate the skewness of a portfolio of assets?

time-series statistics portfolio-management skewness

jun 17 '12 at 18:06 Community♦ 1

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How much data is needed to validate a short-horizon trading strategy?

data time-series backtesting quant-trading-strategies arbitrage

sep 14 '11 at 23:47 chrisaycock♦ 5,211

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C++ training from scratch to quantitative trading? [closed]

trading programming quantitative

apr 5 '12 at 5:19 Community♦ 1

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Categories of systematic trading strategies?

strategy mean-reversion

feb 8 '11 at 20:57 Adal 718

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Is there a standard method for quantifying mean-reversion for use in directional trading?

trading mean-reversion

feb 17 '11 at 18:35 ZAxisMapping 829

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How random are financial data series?

time-series statistics mathematics random-walk

dec 18 '11 at 8:10 dizzy 126

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Formal proof for risk-neutral pricing formula

option-pricing pricing-formulae risk-neutral-measure

apr 9 '12 at 14:42 SRKX♦ 4,788

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How are risk management practices applied to ML/AI-based automated trading systems

risk automated-trading risk-management best-practices trading

apr 17 '12 at 12:02 lehalle 1,723

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Statistical learning libraries

machine-learning programming

sep 8 '11 at 13:39 Louis Marascio 1,682

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How many explanatory variables is too many?

statistics quant-trading-strategies modeling prediction

oct 25 '11 at 1:49 Tal Fishman 6,765

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How do I reproduce the cross-sectional regression in “Intraday Patterns in the Cross-section of Stock Returns”?

equities research statistics regression theory

sep 26 '11 at 21:08 Tal Fishman 6,765

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Kalman Filter Equity Example

statistics r quants kalman

dec 15 at 0:55 Andrew 395

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Is my trading strategy search methodology sound?

trading automated-trading machine-learning

oct 12 '11 at 14:17 Tal Fishman 6,765

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How can I learn about the quantitative aspects of market making in illiquid single stock options?

equities quant-trading-strategies option-strategies market-making

aug 10 '11 at 18:19 Tal Fishman 6,765

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Most successful investors using academic-based framework?

quant-trading-strategies research factor-models academia big-list

jan 3 '12 at 13:20 olaker♦ 2,313

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

quant-trading-strategies arbitrage cointegration

jun 4 at 1:45 chrisaycock♦ 5,211

Jase

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