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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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- A question about the Grossman-Miller Market Making Model
External answer — Quantitative Finance Stack Exchange Author: Mats Lind Original post: https://quant.stackexchange.com/a/75188 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- find non linear dependencies in the model automatically with Lasso
External answer — Cross Validated Stack Exchange Author: Dave Original post: https://stats.stackexchange.com/a/611652 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Sure, I s…
- Any crypto exchanges with one-cancel-others order type?
External answer — Quantitative Finance Stack Exchange Author: Hans-Peter Schrei Original post: https://quant.stackexchange.com/a/75098 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses re…
- If a market maker wanted to avoid filling option orders from a specific account, what information could they use?
External answer — Quantitative Finance Stack Exchange Author: pyCthon Original post: https://quant.stackexchange.com/a/74833 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. As…
- Getting incorrect options data with IB API. Missing real time market data subscription?
External answer — Quantitative Finance Stack Exchange Author: rugobal Original post: https://quant.stackexchange.com/a/74714 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. My…
- Rule based vs predictive maintenance models
External answer — Data Science Stack Exchange Author: Nemo_the_scientist Original post: https://datascience.stackexchange.com/a/118011 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses re…
- Predicting student exam outcome based upon study patterns
External answer — Data Science Stack Exchange Author: brianlmerritt Original post: https://datascience.stackexchange.com/a/117971 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed…
- How were High Frequency Traders able to front-run in this example from Flash Boys?
External answer — Quantitative Finance Stack Exchange Author: Katie Original post: https://quant.stackexchange.com/a/74347 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Mich…
- How to use 5 different datasets to re-train & test your ML Classification models multiple times
External answer — Data Science Stack Exchange Author: Brian Spiering Original post: https://datascience.stackexchange.com/a/117651 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remove…
- Clarification on the Quote Rule and the Limit Order Display Rule
External answer — Quantitative Finance Stack Exchange Author: krkeane Original post: https://quant.stackexchange.com/a/73993 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Fr…
- Training stateful LSTM with different number of sequences
External answer — Data Science Stack Exchange Author: Mohith7548 Original post: https://datascience.stackexchange.com/a/116719 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- How the margining system worked in this situation?
External answer — Quantitative Finance Stack Exchange Author: nbbo2 Original post: https://quant.stackexchange.com/a/73942 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. The …
- MultiVariate Regression with LSTM
External answer — Data Science Stack Exchange Author: Ajinkya Bankar Original post: https://datascience.stackexchange.com/a/116140 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remove…
- Regression Algorithm while passing in future values?
External answer — Data Science Stack Exchange Author: Nicolas Martin Original post: https://datascience.stackexchange.com/a/115643 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remove…
- How to scale a subset of data with respect to the entire dataset
External answer — Data Science Stack Exchange Author: functorial Original post: https://datascience.stackexchange.com/a/115364 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- What is the definition of contract notional value for a futures contract (use futures price or spot price)?
External answer — Quantitative Finance Stack Exchange Author: ThatDataGuy Original post: https://quant.stackexchange.com/a/73492 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed.…
- Is there a way I can double the punishment when model mis-classing to a specific class?
External answer — Data Science Stack Exchange Author: gaspar Original post: https://datascience.stackexchange.com/a/114676 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Yes,…
- Which is the right imputation method for stock data?
External answer — Data Science Stack Exchange Author: Iyar Lin Original post: https://datascience.stackexchange.com/a/114038 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Ju…
- How do I find out the exact publication date/time of a press release (Reuters, PR Newswire)?
External answer — Quantitative Finance Stack Exchange Author: AKdemy Original post: https://quant.stackexchange.com/a/72012 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. A l…
- LSTM for Stock Return Prediction
External answer — Data Science Stack Exchange Author: leviva Original post: https://datascience.stackexchange.com/a/112947 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Firs…
- Should I concat multiple stock timeseries datasets into one?
External answer — Data Science Stack Exchange Author: leviva Original post: https://datascience.stackexchange.com/a/112946 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. The …
- Estimating Zero Coupon Curve using only Fixed-Coupon bonds available
External answer — Quantitative Finance Stack Exchange Author: Chris Edmonton Original post: https://quant.stackexchange.com/a/71649 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remov…
- Yahoo finance forex prices
External answer — Quantitative Finance Stack Exchange Author: AKdemy Original post: https://quant.stackexchange.com/a/71636 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. You…
- Which Model for predicting flight delays is appropriate except Random Forest and Decision Tree? (Monte Carlo?)
External answer — Data Science Stack Exchange Author: Keshav Kumar Original post: https://datascience.stackexchange.com/a/112727 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed.…
- What happens to the perpetual future counterpart when my position is closed? (BINANCE FUTURES)
External answer — Quantitative Finance Stack Exchange Author: SuavestArt Original post: https://quant.stackexchange.com/a/71571 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- What did Sentence-Bert return here?
External answer — Data Science Stack Exchange Author: Pushpam Punjabi Original post: https://datascience.stackexchange.com/a/112405 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remov…
- How do I deal with unbalance classes in a stock market prediction problem?
External answer — Data Science Stack Exchange Author: Dave Original post: https://datascience.stackexchange.com/a/112276 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. There …
- Time series model hardly fitting well
External answer — Data Science Stack Exchange Author: Nicolas Martin Original post: https://datascience.stackexchange.com/a/111935 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remove…
- Is this the only way to handle time series data?
External answer — Data Science Stack Exchange Author: Hetarth Chopra Original post: https://datascience.stackexchange.com/a/111871 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remove…
- Can I use Sentence-Bert to embed event triples?
External answer — Data Science Stack Exchange Author: Nicolas Martin Original post: https://datascience.stackexchange.com/a/111766 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remove…