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For questions citing or requesting references to academic and/or professional research.

6 votes

Can social media be applied to algorithmic trading?

I assume that by "how much research" you mean "could you provide me with some links".... …
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3 votes

What is the impact of high-frequency trading on market depth, liquidity, and volatility?

I have been coming across a few of these research lately. I don't have access to it anymore but I remember reading the abstract of this article, but it's really outdated now. …
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12 votes

How are cryptography and speech recognition technology applied to forecasting financial mark...

I honestly think that most people who could be able to answer to this question simply won't either because they actually work for Renaissance, or because they work in a top quant hedge fund and they'l …
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1 vote
Accepted

Are there quantitative models which can guide one's choice of target risk?

I do not have any formal research about this, but that's the way I'd go. …
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1 vote

Economic contagion to individual stocks (ideas for analysis)

What could be interesting would be to try and categorize what type of stocks react most to your indicators (small/large cap, country-specific). You can also see across asset classes what the reaction …
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