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Feb
23
comment What are some of the best quantitative finance websites?
I'm voting to close this because it's too broad and opinion-based. The moderators have previously closed threads asking what's the best quantitative finance conferences - a considerably more specific question, so a fortiori, this question would be too broad if our moderators are fair.
Feb
6
comment Brokers offering low-cost / free accounts
There are certain economic quanta in the values of financial instruments, so you are effectively limited to micro-transactions in FX or Bitcoin, both of which I wouldn't recommend as a starting point for a serious academic inquiry.
Feb
2
comment Quantitative Derivatives Trading vs. Time
"Additionally, how could I apply formulas such as a moving average to all of these different prices?" --> Again, I find it hard to believe that someone with preliminary math background needs help with "applying formula[e]" and would phrase this better.
Feb
2
comment Quantitative Derivatives Trading vs. Time
"Derivatives, however, make this more complicated... I feel like most quantitative strategies I have read about are in an equity context." --> The author does not make it clear why this is the case. In fact, this statement is likely false, since there are orders of magnitude more liquid equity products and metadata fields for equities (splits, dividends, symbol-specific trading halts, mergers, acquisitions, listings and delistings, associated options chains, traded exchanges etc. to name a few), clearly because he is not coming from a quant professional background.
Feb
2
comment Quantitative Derivatives Trading vs. Time
"How can I apply quantitative strategies to something that is not a single product with a single price, but rather separate products for each month (each with their own price and volatility)?" --> again, basically asking for assistance with developing a trading strategy.
Feb
2
comment Quantitative Derivatives Trading vs. Time
"How should I know whether I should be buying an orange futures contract for July 2011 rather than July 2012?" --> too broad, opinion-based and basically asking for assistance with developing a trading strategy.
Feb
2
comment Quantitative Derivatives Trading vs. Time
Can't believe questions like this are still around while interesting (though controversial) ones such as quant.stackexchange.com/questions/10093/… were closed. This SE has serious moderation issues.
Jul
19
comment How to most optimally perform currency conversions when backtesting on portfolio level?
This question appears to be off-topic because it is about software development, which belongs to another site in the Stack Exchange network.
Jul
19
comment corporate action data
This is a site for professional quants, and in accordance to the criteria for what is on-topic, questions asking for sources of data are discouraged.
Jul
19
comment What is the smart way to reallocate money?
I voted to close this as it asks for a "smart way". The adjective "smart" points to something open-ended and subjective, all of which, with agreement from @Quantlbex, validates removal.
Jul
19
comment Definition of risk factors for market risk scenario testing
I voted to close this as it asks for interpretation of scenarios - something open-ended and subjective, all of which, with agreement from @Quantlbex, validates removal.
Jul
19
comment different amount of information on return correlations from shorter and longer periods?
The question seems to be asking about what is "standard practice", which is open-ended and subjective.
Jul
19
comment Total number of currency transactions
This question appears to be off-topic because it suggests that the user is not a working quant.
Jul
19
comment fetch from yahoo! finance database - varying number of ticks
Fetching data should be the work of a database administrator, not quant professionals.
May
9
comment Best way to store hourly/daily options data for research purposes
@Freddy: Thanks, Freddy. Please read point (2). It's expensive to colocate your persistence server and the trade-off is unnecessary for the OP since his latency/bandwidth objectives are not just smaller by several orders of magnitude, it's smaller by astronomical orders of magnitude (28 per second vs 30,000,000 per second).
Apr
17
comment Best tool to generate cashflow diagrams
Yes I could, but it appears from his question that he asked for a good tool, not specific commands.
Mar
8
comment Predict Market Direction, What is forecastable/unforecastable?
Just adding my opinion that this sounds like a homework question so you might not get your desired answer. I'd consider giving some intuition behind your question.
Feb
3
comment Kelly criterion and Sharpe ratio
Thanks, Freddy.
Feb
3
comment Kelly criterion and Sharpe ratio
(1) I agree that the Kelly formula has no place in standard practice, but this is off-topic. (2) However, with regards to the jessica's question, there is an intuitive relationship and it is well-defined in the original literature (edwardothorp.com/sitebuildercontent/sitebuilderfiles/…, equation 7.3) though glossed over because it is akin to redundant substitution. I should point out to you that the Sharpe ratio is defined as the excess return over the standard deviation of return.
Feb
3
comment Kelly criterion and Sharpe ratio
Few comments. (1) Excess returns, volatility and position sizing should not be looked at separately. (2) There is logical intuition that drives the relationship between the Sharpe ratio and the Kelly leverage; you want to increase your allocation to a strategy that you believe to have better risk-adjusted returns (Sharpe ratio). (3) In mathematics, when you derive a theorem or equation, then it holds. You cannot ignore the relationship between its variables on the basis of emotion, opinion or religion as suggested. You can, however, challenge the assumptions and steps of your derivation.