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- Method for an additive decomposition of hypothetical P&L by risk factor
- How do you implement effective market data quality controls in a risk management environment?
- Has anyone actually built a robust sub-1h trading model?
- Why is Europe still using EURIBOR?
- Backtesting with L3 data in very low-liquidity market
- Does the regulatory feedback loop between PD and Asset Correlation under CRR imply a unique fixed-point MoC?
- Derivative of the Basel Risk-Weight Function with Respect to MoC C
- CDS vs Corps recovery rates
- Market making in prediction markets (Kalshi/Polymarket): what changes in the CLOB stochastic control problem?
- INR OIS CURVE for valuation
- Why couldn’t outside investors arbitrage away the Treasury mispricings during the LTCM crisis?
- Can a bot wallets behavior analysis be done to reverse engineer their strategy on meme coin markets?
- Does an infinite asset universe imply a vanishing equity risk premium even without invoking risk aversion?
- Standardizing non-standard cyclical data (e.g., Luni-Solar / Panchang metrics) as features in execution & signal pipelines
- Treasury futures Net Basis / Implied Repo Rate
- Vega P&L Attribution
- Does FICC pay the seller out of its own pocket before it gets paid by the buyer?
- Mathematical derivation of FRTB SA framework for market risk capital requirements
- Mid price vs micro price for IV calculation
- Pricing curve for corporate bonds from EU, US, and GB?
- Is the older London Call (privilege), different from European Call?
- Fedwire Security Service - where securities are stored?
- Factors use during Portfolio Construction
- How is anything bespoke priced and traded?
- Adjust a quality measure (Sortino Ratio) to account for Autocorrelation in Trade Returns
- Bitcoin Pi Cycle - top and bottom indicator - precise definition
- APIs to get first notice date for relevant commodities / futures?
- Should I re‑run prediction monthly or use single snapshot at MOB3 to avoid customer group movement in N2B banking model?
- How should correlated, regime-dependent return-path forecasts be combined into a trading consensus?
- Sports Betting Q
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- Can the Operating Characteristic for the LRT be derived from minimizing Bayes Risk $ \varphi(f) = \alpha P_F - \beta P_D + \gamma$?
External answer — Cross Validated Stack Exchange Author: Charlie Parker Original post: https://stats.stackexchange.com/a/188917 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- nikkei 225 yen contract on the CME
External answer — Quantitative Finance Stack Exchange Author: FernandoG Original post: https://quant.stackexchange.com/a/22472 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- Is that a good way to work with the ARMA model?
External answer — Quantitative Finance Stack Exchange Author: Malick Original post: https://quant.stackexchange.com/a/22456 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. To …
- performance of historical VaR parameters
External answer — Quantitative Finance Stack Exchange Author: user12348 Original post: https://quant.stackexchange.com/a/21435 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- Can I get Black-Scholes option price from greeks?
External answer — Quantitative Finance Stack Exchange Author: SRKX Original post: https://quant.stackexchange.com/a/21325 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. You'r…
- Sharpe Ratio for strategies with different rebalancing period
External answer — Quantitative Finance Stack Exchange Author: Sergey Bushmanov Original post: https://quant.stackexchange.com/a/21135 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses rem…
- How to compute returns and daily VaR of a currency position?
External answer — Quantitative Finance Stack Exchange Author: Sergey Bushmanov Original post: https://quant.stackexchange.com/a/21065 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses rem…
- Quantitative Finance Programming Language
External answer — Quantitative Finance Stack Exchange Author: madilyn Original post: https://quant.stackexchange.com/a/19594 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. I…
- Market price of volatility risk
External answer — Quantitative Finance Stack Exchange Author: user16891 Original post: https://quant.stackexchange.com/a/19159 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- Impact of big order on price
External answer — Quantitative Finance Stack Exchange Author: siegel Original post: https://quant.stackexchange.com/a/19087 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. You…
- Understanding portfolio weights and purchasing stock in modern portfolio theory
External answer — Quantitative Finance Stack Exchange Author: phdstudent Original post: https://quant.stackexchange.com/a/19062 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- Aggregate interactive brokers data in matlab
External answer — Quantitative Finance Stack Exchange Author: dkhokhlov Original post: https://quant.stackexchange.com/a/18884 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- Latency and Delays across Exchanges
External answer — Quantitative Finance Stack Exchange Author: Louis Marascio Original post: https://quant.stackexchange.com/a/18877 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses remov…
- Applying Time Delay Neural Network to financial events
External answer — Quantitative Finance Stack Exchange Author: Quantopik Original post: https://quant.stackexchange.com/a/18706 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- Fractals indicator (Bill Williams) R Quantstrat
External answer — Quantitative Finance Stack Exchange Author: GeV 126 Original post: https://quant.stackexchange.com/a/18672 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. so…
- How to properly assess the costs of replicating an index via futures contracts?
External answer — Quantitative Finance Stack Exchange Author: Fermion Portal Original post: https://quant.stackexchange.com/a/18388 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses remov…
- Transaction costs on option trades
External answer — Quantitative Finance Stack Exchange Author: baerrus Original post: https://quant.stackexchange.com/a/18138 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Vo…
- Z-Score calculation for a win-loss streak
External answer — Quantitative Finance Stack Exchange Author: John Original post: https://quant.stackexchange.com/a/17855 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Your …
- QQ Plot question related to trading
External answer — Cross Validated Stack Exchange Author: KarthikS Original post: https://stats.stackexchange.com/a/152240 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Doesn…
- Forex trading scenarios - calculating units
External answer — Quantitative Finance Stack Exchange Author: rupweb Original post: https://quant.stackexchange.com/a/17780 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Wha…
- Calculating units in a cross currency short trade
External answer — Quantitative Finance Stack Exchange Author: rupweb Original post: https://quant.stackexchange.com/a/17743 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. For…
- Relationshiop between central bank official currency rates and spot forex
External answer — Quantitative Finance Stack Exchange Author: q.t.f. Original post: https://quant.stackexchange.com/a/17688 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Yes…
- Opensource marketdata reference data for retail market
External answer — Quantitative Finance Stack Exchange Author: Quantopik Original post: https://quant.stackexchange.com/a/17609 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- IbPy download historical price data
External answer — Quantitative Finance Stack Exchange Author: Stas Busygin Original post: https://quant.stackexchange.com/a/17575 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed…
- Order routing: correlation of having same exchange for buy and sell
External answer — Quantitative Finance Stack Exchange Author: madilyn Original post: https://quant.stackexchange.com/a/17430 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. It…
- How to eliminate border effects on Wavelet denoising?
External answer — Quantitative Finance Stack Exchange Author: Barnaby Original post: https://quant.stackexchange.com/a/17416 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Yo…
- Downloading Data from Interactive Brokers using IbPy
External answer — Quantitative Finance Stack Exchange Author: Sagaponack FX Original post: https://quant.stackexchange.com/a/17091 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses remove…
- Intermarket analysis - related time series?
External answer — Quantitative Finance Stack Exchange Author: Roshan Original post: https://quant.stackexchange.com/a/17082 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Act…
- How to write a home task report which is part of the interview process for a quant position in a trading firm
External answer — Quantitative Finance Stack Exchange Author: madilyn Original post: https://quant.stackexchange.com/a/16989 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. I'…
- Are there industry standards form market data server and real time linux kernel?
External answer — Quantitative Finance Stack Exchange Author: chollida Original post: https://quant.stackexchange.com/a/16824 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. N…