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chrisaycock
  • Member for 13 years, 2 months
  • Last seen more than a month ago
52 votes
Accepted

Efficiently storing real-time intraday data in an application agnostic way

50 votes
Accepted

How much data is needed to validate a short-horizon trading strategy?

38 votes
Accepted

How useful is the genetic algorithm for financial market forecasting?

30 votes
Accepted

Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones?

29 votes

Time-series similarity measures

29 votes

What programming languages are most commonly used in quantitative finance?

23 votes

Is the Interactive Brokers API suitable for hft?

20 votes

Why does the adjusted closing price take into account dividends?

18 votes

How should I store tick data?

17 votes

How good is managed code for algo trading?

17 votes

Is there any thing out there as a substitute for KDB?

16 votes

How are limit orders selected from the order book?

15 votes

Exercising an American call option early

14 votes

Trading a stock (or other asset) based on Bollinger Bands.

14 votes
Accepted

How to update an exponential moving average with missing values?

14 votes

How fast is QuickFix ?

14 votes

How did you become a quant?

13 votes

What is the benefit of holding a short option?

12 votes

Why do expected return models and risk models use different factors?

12 votes

Is F# used in trading systems?

12 votes

What are the key risks to the quantitative strategy development process?

12 votes
Accepted

HFT: What is the big differentiator in comparison to other time scales?

11 votes
Accepted

Order submission strategies of a rational market maker?

11 votes
Accepted

What approaches are there to order handling in automated trading?

11 votes
Accepted

FIX- what exactly do repeating groups represent?

10 votes
Accepted

Profiting from price discrepancies between stock exchanges

9 votes
Accepted

Daily returns using adjusted close

9 votes

Categories of systematic trading strategies?

9 votes

When to shut down a trend following strategy?

9 votes
Accepted

Using Black-Scholes equations to "buy" stocks

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