Malick's user avatar
Malick's user avatar
Malick's user avatar
Malick
  • Member for 8 years, 8 months
  • Last seen more than a month ago
  • France
92 votes
14 answers
20k views

Innovative ways of visualizing financial data

  • 27k
72 votes
8 answers
32k views

Is R being replaced by Python at quant desks?

  • 14.1k
53 votes
8 answers
27k views

Time-series similarity measures

  • 781
44 votes
15 answers
85k views

What open source trading platform are available

  • 511
18 votes
4 answers
8k views

What are modern algorithms for trade classification?

  • 3,310
17 votes
2 answers
6k views

Is there a website that lists replication code of financial papers?

  • 2,534
13 votes
2 answers
685 views

Realized variance in SVJJ (Heston with jumps) model

  • 131
12 votes
4 answers
13k views

How to create charts in WPF finance applications?

11 votes
3 answers
7k views

Where can I find a list of VaR and CVaR formulas for continuous distributions?

  • 5,669
11 votes
1 answer
578 views

Alternative liquidity measures

10 votes
2 answers
3k views

How to forecast high-frequency data?

8 votes
1 answer
1k views

Density forecast of a GARCH model

  • 491
7 votes
1 answer
322 views

Why should long-term investors care about flash crashes/ intra-daily volatility/HFT?

  • 1,436
6 votes
2 answers
1k views

Mark Joshi, C++ Design Patterns and Derivatives Pricing : Bridge Pattern vs More Simple Inheritance

5 votes
4 answers
8k views

List of Intraday stock prices API

4 votes
1 answer
662 views

Simulation of a DCC-GARCH

4 votes
1 answer
133 views

Sum of two GARCH(1,1) Models

  • 1,561
3 votes
1 answer
1k views

High frequency price forecast model ARMA GARCH or another?

  • 131
3 votes
3 answers
5k views

Computing Pooled IRR from the IRRs of parts

  • 75
3 votes
2 answers
238 views

Monte Carlo Methods for Pricing Derivatives

  • 353
2 votes
3 answers
3k views

Robust standard errors in GARCH modelling (rugarch)

  • 491
2 votes
1 answer
298 views

distribution of AR, MA coefficients estimation in ARMA-GARCH models

  • 221
2 votes
1 answer
305 views

Which studies should be replicated?

1 vote
1 answer
636 views

Use of ACD to model transaction durations

  • 281