User Svisstack

306

votes

29

answers

227k

views

What data sources are available online?

Aug 25 at 21:38 CommunityBot 1

26

votes

10

answers

65k

views

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

strategy quant-funds

Nov 14 '19 at 19:29 vonjd 26.2k

32

votes

5

answers

60k

views

How to simulate stock prices with a Geometric Brownian Motion?

equities simulations stochastic-processes brownian-motion

Jun 25 '20 at 20:34 Jan Stuller 4,293

10

votes

6

answers

30k

views

How are HFT systems implemented on FPGA nowadays?

trading high-frequency fpga

Jul 28 '16 at 10:31 Tony 11

28

votes

6

answers

30k

views

Applications of Fourier theory in trading

trading high-frequency

Feb 2 '17 at 19:26 CommunityBot 1

51

votes

8

answers

27k

views

Time-series similarity measures

time-series correlation

Mar 2 '16 at 20:18 CommunityBot 1

101

votes

17

answers

20k

views

Video lectures and presentations on quantitative finance

research finance education big-list

Jun 22 '19 at 19:43 Magic is in the chain 5,894

89

votes

14

answers

20k

views

Innovative ways of visualizing financial data

data derivatives visualization

Jun 9 at 13:35 vonjd 26.2k

27

votes

6

answers

19k

views

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

black-scholes implied-volatility

Sep 12 '19 at 19:58 Saurav 21

33

votes

4

answers

15k

views

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

brownian-motion differential-equations

Jan 21 '18 at 21:14 davidhigh 286

44

votes

8

answers

15k

views

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

soft-question books mathematics

Jun 30 '14 at 13:53 CommunityBot 1

29

votes

8

answers

15k

views

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

quant-trading-strategies research forecasting machine-learning

Aug 1 at 22:13 electronikor 3

11

votes

5

answers

12k

views

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

returns pricing portfolio valuation performance

Nov 20 '20 at 22:39 user189035 238

21

votes

3

answers

10k

views

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

high-frequency limit-order-book

Sep 19 '19 at 19:34 HFFX001 1

42

votes

6

answers

10k

views

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

equities regression machine-learning

Feb 23 '19 at 20:47 CommunityBot 1

23

votes

7

answers

9k

views

When does delta hedging result in more risk?

options risk hedging

Sep 8 '19 at 10:11 Rodrigo de Azevedo 257

24

votes

5

answers

9k

views

Implementing data-structures in a Limit order book

programming limit-order-book market-microstructure

Dec 18 '15 at 11:06 CommunityBot 1

20

votes

3

answers

8k

views

How to combine multiple trading algorithms?

trading automated-trading quant-trading-strategies performance

Apr 13 '15 at 5:43 Brian 1

34

votes

5

answers

6k

views

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

modeling forecasting econometrics models arima

Mar 3 '17 at 12:48 CommunityBot 1

29

votes

5

answers

6k

views

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

modern-portfolio-theory mean-variance expected-return estimation

Dec 13 '13 at 9:51 Felix 836

15

votes

6

answers

6k

views

Self-financing and Black-Scholes-Merton formula

black-scholes stochastic-calculus

Nov 23 '19 at 16:09 emcor 5,569

28

votes

9

answers

6k

views

How good is managed code for algo trading?

programming algorithm

Nov 18 '14 at 19:19 CommunityBot 1

53

votes

7

answers

6k

views

Paradoxes in quantitative finance

black-scholes models

Oct 28 '15 at 22:41 CommunityBot 1

1

vote

1

answer

6k

views

What are DGTW adjusted returns?

returns finance

Jul 12 '20 at 19:08 CommunityBot 1

9

votes

2

answers

5k

views

Fastest news feed APIs targeting high frequency trading?

programming high-frequency news

Feb 23 '15 at 12:22 CommunityBot 1

14

votes

4

answers

5k

views

Equity Risk Model Using PCA

risk pca

Nov 13 '19 at 0:44 demully 4,432

3

votes

2

answers

4k

views

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

quant-trading-strategies limit-order-book algorithmic-trading

Jul 21 at 13:56 Johnny 1

16

votes

2

answers

4k

views

Solution of Merton's Jump-Diffusion SDE

itos-lemma jump merton-model

Apr 4 '16 at 19:46 Quantuple 13.6k

14

votes

3

answers

4k

views

Categories of systematic trading strategies?

strategy mean-reversion

Apr 2 '19 at 12:26 Ishan Shah 73

9

votes

4

answers

4k

views

Is price gaping the major risk that market maker has?

market-making

Jul 31 '20 at 5:31 confused 609

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What data sources are available online?

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

How to simulate stock prices with a Geometric Brownian Motion?

How are HFT systems implemented on FPGA nowadays?

Applications of Fourier theory in trading

Time-series similarity measures

Video lectures and presentations on quantitative finance

Innovative ways of visualizing financial data

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

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

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

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

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

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

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

When does delta hedging result in more risk?

Implementing data-structures in a Limit order book

How to combine multiple trading algorithms?

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

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

Self-financing and Black-Scholes-Merton formula

How good is managed code for algo trading?

Paradoxes in quantitative finance

What are DGTW adjusted returns?

Fastest news feed APIs targeting high frequency trading?

Equity Risk Model Using PCA

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

Solution of Merton's Jump-Diffusion SDE

Categories of systematic trading strategies?

Is price gaping the major risk that market maker has?