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Svisstack
  • Member for 8 years, 10 months
  • Last seen more than 2 years ago
2 votes
2 answers
1k views

What is Toxic FX Flow debate?

37 votes
5 answers
7k views

Why aren't econometric models used more in Quant Finance?

  • 27k
5 votes
1 answer
517 views

Simple question on jump-diffusion

11 votes
6 answers
31k views

How are HFT systems implemented on FPGA nowadays?

  • 233
12 votes
4 answers
3k views

Are these steps correct to calculate Value-at-Risk with a Monte Carlo simulation?

  • 121
16 votes
2 answers
5k views

Solution of Merton's Jump-Diffusion SDE

14 votes
4 answers
5k views

Equity Risk Model Using PCA

  • 1,058
11 votes
5 answers
2k views

When to shut down a trend following strategy?

  • 2,273
4 votes
2 answers
3k views

Stopping Monte Carlo simulation once certain convergence level is reached

  • 199
34 votes
4 answers
16k views

Is there an intuitive explanation for the Feynman-Kac-Theorem?

53 votes
8 answers
27k views

Time-series similarity measures

  • 781
9 votes
1 answer
2k views

Is trading mean reversion of small principal components of prices profitable?

  • 1,080
1 vote
1 answer
575 views

Geometric Brownian Motion: d(S) vs. d(ln(S))

  • 11
92 votes
14 answers
20k views

Innovative ways of visualizing financial data

  • 27k
2 votes
1 answer
601 views

Methods of SDE Calibration

  • 490
15 votes
3 answers
4k views

Estimating Parameters - Vasicek

  • 2,748
8 votes
1 answer
4k views

how do we estimate position of our order in order book?

  • 891
9 votes
2 answers
5k views

Fastest news feed APIs targeting high frequency trading?

  • 14.1k
1 vote
3 answers
2k views

What is the fastest way to decode the FAST protocol for market data?

4 votes
2 answers
167 views

Longer term average probabilities of fills at fx ECNs?

  • 14.1k
3 votes
2 answers
434 views

Cross-sectional volatility vs temporal volatility

  • 339
28 votes
6 answers
32k views

Applications of Fourier theory in trading

  • 13.3k
8 votes
1 answer
955 views

How to better understand trading signals?

  • 1,533
7 votes
1 answer
1k views

Why maximize expected growth rate?

  • 537
15 votes
6 answers
7k views

Self-financing and Black-Scholes-Merton formula

  • 2,107
55 votes
7 answers
6k views

Paradoxes in quantitative finance

  • 4,910
27 votes
6 answers
4k views

Model Validation Criteria

  • 4,453
16 votes
3 answers
2k views

Optimal execution strategy

  • 1,533
28 votes
9 answers
6k views

How good is managed code for algo trading?

  • 613
25 votes
7 answers
10k views

When does delta hedging result in more risk?

  • 351