Malick
  • Member for 8 years
  • Last seen more than a week ago
  • France
14 answers
91 votes
20k views
121 bookmarks
Innovative ways of visualizing financial data
8 answers
72 votes
31k views
62 bookmarks
Is R being replaced by Python at quant desks?
8 answers
53 votes
27k views
55 bookmarks
Time-series similarity measures
15 answers
43 votes
83k views
51 bookmarks
What open source trading platform are available
4 answers
18 votes
7k views
16 bookmarks
What are modern algorithms for trade classification?
2 answers
17 votes
6k views
18 bookmarks
Is there a website that lists replication code of financial papers?
2 answers
13 votes
653 views
5 bookmarks
Realized variance in SVJJ (Heston with jumps) model
4 answers
12 votes
13k views
12 bookmarks
How to create charts in WPF finance applications?
3 answers
11 votes
7k views
11 bookmarks
Where can I find a list of VaR and CVaR formulas for continuous distributions?
1 answers
11 votes
566 views
7 bookmarks
Alternative liquidity measures
2 answers
10 votes
3k views
3 bookmarks
How to forecast high-frequency data?
1 answers
8 votes
1k views
2 bookmarks
Density forecast of a GARCH model
1 answers
7 votes
307 views
3 bookmarks
Why should long-term investors care about flash crashes/ intra-daily volatility/HFT?
1 answers
5 votes
948 views
3 bookmarks
Mark Joshi, C++ Design Patterns and Derivatives Pricing : Bridge Pattern vs More Simple Inheritance
4 answers
5 votes
8k views
4 bookmarks
List of Intraday stock prices API
1 answers
4 votes
455 views
3 bookmarks
Simulation of a DCC-GARCH
1 answers
4 votes
130 views
2 bookmarks
Sum of two GARCH(1,1) Models
1 answers
3 votes
993 views
3 bookmarks
High frequency price forecast model ARMA GARCH or another?
3 answers
3 votes
5k views
1 bookmarks
Computing Pooled IRR from the IRRs of parts
2 answers
3 votes
221 views
1 bookmarks
Monte Carlo Methods for Pricing Derivatives
3 answers
2 votes
2k views
2 bookmarks
Robust standard errors in GARCH modelling (rugarch)
1 answers
2 votes
291 views
1 bookmarks
distribution of AR, MA coefficients estimation in ARMA-GARCH models
1 answers
2 votes
288 views
4 bookmarks
Which studies should be replicated?
1 answers
1 votes
575 views
2 bookmarks
Use of ACD to model transaction durations