Svisstack
  • Member for 8 years, 4 months
  • Last seen more than 1 year ago
29 answers
308 votes
228k views
530 bookmarks
What data sources are available online?
17 answers
103 votes
20k views
167 bookmarks
Video lectures and presentations on quantitative finance
14 answers
91 votes
20k views
121 bookmarks
Innovative ways of visualizing financial data
7 answers
55 votes
6k views
45 bookmarks
Paradoxes in quantitative finance
8 answers
53 votes
27k views
55 bookmarks
Time-series similarity measures
8 answers
46 votes
15k views
97 bookmarks
Recommendations for books to understand the math in quantitative finance papers?
6 answers
43 votes
10k views
69 bookmarks
Machine Learning vs Regression and/or Why still use the latter?
5 answers
36 votes
6k views
35 bookmarks
Why aren't econometric models used more in Quant Finance?
4 answers
34 votes
15k views
27 bookmarks
Is there an intuitive explanation for the Feynman-Kac-Theorem?
5 answers
32 votes
61k views
21 bookmarks
How to simulate stock prices with a Geometric Brownian Motion?
5 answers
29 votes
6k views
26 bookmarks
What methods do you use to improve expected return estimates when constructing a portfolio in a mean-variance framework?
8 answers
29 votes
15k views
51 bookmarks
How are cryptography and speech recognition technology applied to forecasting financial markets?
9 answers
28 votes
6k views
20 bookmarks
How good is managed code for algo trading?
6 answers
28 votes
31k views
33 bookmarks
Applications of Fourier theory in trading
6 answers
27 votes
4k views
12 bookmarks
Model Validation Criteria
6 answers
27 votes
19k views
20 bookmarks
How do you explain the volatility smile in the Black-Scholes framework?
10 answers
26 votes
66k views
34 bookmarks
Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff?
5 answers
24 votes
9k views
18 bookmarks
Implementing data-structures in a Limit order book
7 answers
24 votes
9k views
9 bookmarks
When does delta hedging result in more risk?
2 answers
23 votes
1k views
11 bookmarks
Diversification, Rebalancing and Different Means
3 answers
21 votes
10k views
18 bookmarks
Control for bid/ask bounce in high-frequency trade data?
3 answers
20 votes
8k views
30 bookmarks
How to combine multiple trading algorithms?
1 answers
19 votes
1k views
8 bookmarks
What techniques are used for testing order book implementations?
2 answers
17 votes
4k views
13 bookmarks
Solution of Merton's Jump-Diffusion SDE
3 answers
16 votes
2k views
15 bookmarks
Optimal execution strategy
6 answers
15 votes
6k views
20 bookmarks
Self-financing and Black-Scholes-Merton formula
1 answers
15 votes
2k views
9 bookmarks
Optimization: Factor model versus asset-by-asset model
3 answers
15 votes
4k views
6 bookmarks
Estimating Parameters - Vasicek
4 answers
14 votes
5k views
9 bookmarks
Equity Risk Model Using PCA
3 answers
14 votes
4k views
18 bookmarks
Categories of systematic trading strategies?