User Greg - Quantitative Finance Stack Exchange

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visits	member for	2 years, 3 months
	seen	Mar 9 at 17:17
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	513 reputation	bio	website		visits	member for	2 years, 3 months
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120

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What data sources are available online?

apr 24 at 9:44 haki 101

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48

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Video lectures and presentations on quantitative finance

research finance education big-list

jan 12 at 22:23 André Christoffer Andersen 141

14

29

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5

answers

1

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Lévy alpha-stable distribution and modelling of stock prices.

risk equities variance probability

apr 10 '11 at 3:59 Community♦ 1

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7

answers

6

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How useful is the genetic algorithm for financial market forecasting?

quant-trading-strategies forecasting algorithm

sep 11 '11 at 21:32 Tal Fishman 6,740

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6

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4

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What broker/feed/APIsetup allows for recording the most accurate data (cheaply)?

backtesting data high-frequency

apr 4 at 14:16 Bill the Lizard 127

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3

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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 7,531

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answer

1

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Is my trading strategy search methodology sound?

trading automated-trading machine-learning

oct 12 '11 at 14:17 Tal Fishman 6,740

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3

answers

4

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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

18

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5

answers

3

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What is a good broker for HFT?

data futures hft broker programming

feb 10 '12 at 18:45 Robert Kubrick 254

17

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2

answers

3

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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 6,740

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2

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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♦ 5,250

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7

answers

1

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How to design a custom equity backtester?

trading backtesting quant-trading-strategies equities

feb 1 at 11:00 pat 321

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4

answers

1

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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 1,827

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15

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4

answers

2

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The Application of Quantitative Finance in Sports Betting

application

feb 7 '11 at 23:40 Adal 708

9

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answers

2

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Main backtesting & trading solutions: QuantFactory, Deltix, etc.

backtesting automated-trading software trading-systems

nov 19 at 21:07 Vazgen 172

5

14

votes

3

answers

949

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Is there a way to estimate (predict) the half life of a quantitative trading system?

automated-trading

feb 22 at 22:02 stevegt 354

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14

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5

answers

3

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Training set of tick-by-tick data?

data

may 23 '11 at 23:33 Gravitas 627

12

14

votes

1

answer

671

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Portfolio optimization with monte carlo sampling from predictive distribution

risk monte-carlo optimization modern-portfolio-theory portfolio-selection

aug 26 '11 at 0:13 Quant Guy 7,531

11

12

votes

7

answers

1

kviews

Why is there no “meta-model”?

strategy

mar 25 '12 at 20:44 stevegt 354

11

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4

answers

3

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Is statistical arbitrage on FX possible?

fx research arbitrage pair-trading

aug 30 '11 at 14:03 Tal Fishman 6,740

9

11

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3

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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 570

3

10

votes

1

answer

259

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What approaches are there for stress testing a portfolio?

risk var stress

feb 4 '11 at 17:23 TheBridge 2,225

3

10

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2

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907

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What are some computational bottlenecks that quants face?

performance gpgpu hardware

aug 8 at 12:22 lehalle 1,713

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2

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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 1,713

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10

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4

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785

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What books should any quantitative portfolio manager or risk manager have as reference?

risk-management portfolio-management reference-request

nov 17 '11 at 17:34 Heavywood 31

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10

votes

4

answers

623

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Measuring liquidity

liquidity

jul 26 '11 at 20:13 Tal Fishman 6,740

2

9

votes

1

answer

248

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Currency Hedged ETFs

equities fx etf

jul 22 '11 at 19:59 Tal Fishman 6,740

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9

votes

2

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599

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How to simulate slippage

trading backtesting slippage friction

jun 5 '11 at 14:20 mccarren 41

5

8

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2

answers

457

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Minimizing Correlation

risk

may 10 '11 at 21:59 bill_080 2,682

8

7

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2

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909

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Algorithm for the choice of stocks for a equity scalper/market maker to engage in?

high-frequency algorithm market-making

may 21 '11 at 2:43 Quant Guy 7,531

Greg

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