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Shane's user avatar
Shane's user avatar
Shane
  • Member for 11 years, 8 months
  • Last seen more than a month ago
160 votes
Accepted

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

61 votes
Accepted

Innovative ways of visualizing financial data

54 votes

What concepts are the most dangerous ones in quantitative finance work?

35 votes
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What is the intuition behind cointegration?

26 votes
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What is a stationary process?

24 votes
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What is the role of stochastic calculus in day-to-day trading?

24 votes
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Lévy alpha-stable distribution and modelling of stock prices.

21 votes
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Any research on how natural language processing can be used to forecast stocks?

19 votes
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Trading a synthetic replication of the VIX index

18 votes

What are the popular methodologies to minimize data snooping?

17 votes

How 'High' is the frequency in HFT?

17 votes
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Analyzing tick data

16 votes

How to check if a timeseries is stationary?

16 votes
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Are there any good tools for back testing options strategies?

14 votes

Is Scala used in trading systems

14 votes
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Evaluating automated trading strategies: accepted practice

13 votes
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How can I compare distributions using only mean and standard deviation?

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

12 votes

Option pricing before Black-Scholes

12 votes
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Transparent quant products with real track record

12 votes

Video lectures and presentations on quantitative finance

11 votes
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How do you remove expected returns from asset allocation strategies?

10 votes
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Market making: buy on bid/sell on ask

10 votes
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Statistical learning libraries

10 votes

is beta of a portfolio always meaningful?

10 votes

Is there a standard model for market impact?

9 votes

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

9 votes
Accepted

FX Tick Data question

9 votes
Accepted

Price functions based on order book events

8 votes

What is a Quant