Rich C

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	seen	Mar 24 at 0:10
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14 Favorites

added views newest activity votes

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32

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How can I go about applying machine learning algorithms to stock markets?

machine-learning prediction mathematics

apr 9 at 7:09 GeorgeH 3

69

48

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

16

22

votes

3

answers

4

kviews

How can we reverse engineer a market-making algorithm (HFT)?

trading automated-trading high-frequency hft market-microstructure

may 23 '12 at 18:43 onlyvix.blogspot.com 698

14

19

votes

6

answers

2

kviews

How good is managed code for algo trading?

programming algorithm

jun 10 '12 at 13:05 Community♦ 1

10

11

votes

4

answers

2

kviews

Implementing data-structures in a Limit order book

programming limit-order-book

mar 1 at 21:30 Dmitri Nesteruk 822

23

10

votes

5

answers

2

kviews

References for developing an automated trading system?

automated-trading research trading-systems market-microstructure development

apr 18 '12 at 1:58 lehalle 1,713

14

12

votes

3

answers

2

kviews

What are the best sources for equity quantitative research?

quant-trading-strategies equities research

jun 16 '12 at 19:41 Quant Guy 7,531

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23

votes

6

answers

2

kviews

What are the popular methodologies to minimize data snooping?

backtesting strategy

apr 7 '11 at 2:35 zweiterlinde 103

11

14

votes

2

answers

793

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From a high frequency point of view, with a price prediction and assuming infinite leverage, how do you determine optimal trade size?

quant-trading-strategies high-frequency modeling position-sizing

mar 29 at 20:32 Ryogi 1,827

6

18

votes

3

answers

619

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How can an ETF outperform its benchmark index?

arbitrage performance etf benchmark

sep 26 '11 at 19:44 John Channing 346

5

6

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2

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458

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What quant terms to use to search for papers about “stop-hunting” trading strategies?

strategy liquidity

sep 25 '11 at 19:51 Tal Fishman 6,740

6

9

votes

2

answers

454

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How to compute performance attribution between daily rebalanced strategies?

portfolio-management performance

feb 8 '12 at 21:18 Suminda Sirinath Salpitikorala 369

8

7

votes

3

answers

352

views

better estimator of volatility for small samples

volatility risk

apr 1 '11 at 1:50 RockScience 834

1

4

votes

0

answers

98

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single channel for multiple feeds of news?

data database information

nov 14 '11 at 15:37 Vass 205

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