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Svisstack
  • Member for 8 years, 10 months
  • Last seen more than 2 years ago
312 votes
29 answers
231k views

What data sources are available online?

26 votes
10 answers
68k views

Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff?

  • 27k
32 votes
5 answers
62k views

How to simulate stock prices with a Geometric Brownian Motion?

28 votes
6 answers
32k views

Applications of Fourier theory in trading

  • 13.3k
11 votes
6 answers
31k views

How are HFT systems implemented on FPGA nowadays?

  • 233
53 votes
8 answers
27k views

Time-series similarity measures

  • 781
106 votes
17 answers
21k views

Video lectures and presentations on quantitative finance

  • 4,910
92 votes
14 answers
20k views

Innovative ways of visualizing financial data

  • 27k
27 votes
6 answers
19k views

How do you explain the volatility smile in the Black-Scholes framework?

34 votes
4 answers
16k views

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

46 votes
8 answers
16k views

Recommendations for books to understand the math in quantitative finance papers?

  • 1,490
29 votes
8 answers
15k views

How are cryptography and speech recognition technology applied to forecasting financial markets?

  • 27k
11 votes
5 answers
12k views

Calculate Average Price, Cost, (Un)Realized P&L of a position based on executed trades

21 votes
3 answers
10k views

Control for bid/ask bounce in high-frequency trade data?

  • 9,115
43 votes
6 answers
10k views

Machine Learning vs Regression and/or Why still use the latter?

25 votes
7 answers
10k views

When does delta hedging result in more risk?

  • 351
24 votes
5 answers
10k views

Implementing data-structures in a Limit order book

21 votes
3 answers
8k views

How to combine multiple trading algorithms?

  • 747
15 votes
6 answers
7k views

Self-financing and Black-Scholes-Merton formula

  • 2,107
37 votes
5 answers
7k views

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

  • 27k
1 vote
1 answer
7k views

What are DGTW adjusted returns?

  • 321
55 votes
7 answers
6k views

Paradoxes in quantitative finance

  • 4,910
30 votes
5 answers
6k views

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

28 votes
9 answers
6k views

How good is managed code for algo trading?

  • 613
9 votes
2 answers
5k views

Fastest news feed APIs targeting high frequency trading?

  • 14.1k
3 votes
2 answers
5k views

Calculating true value of a stock given the order-book and recent trades

  • 607
14 votes
4 answers
5k views

Equity Risk Model Using PCA

  • 1,058
16 votes
2 answers
5k views

Solution of Merton's Jump-Diffusion SDE

8 votes
1 answer
4k views

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

  • 891
10 votes
4 answers
4k views

Is price gaping the major risk that market maker has?

  • 101