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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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- finding winning strategy
External answer — Data Science Stack Exchange Author: Nicolas Martin Original post: https://datascience.stackexchange.com/a/98309 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 to deal with missing data for Bernoulli Naive Bayes?
External answer — Data Science Stack Exchange Author: Brian Spiering Original post: https://datascience.stackexchange.com/a/98271 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed…
- predictive modelling using Random Forest
External answer — Data Science Stack Exchange Author: Malo Original post: https://datascience.stackexchange.com/a/97902 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. In your…
- Structuring and Customization
External answer — Quantitative Finance Stack Exchange Author: AKdemy Original post: https://quant.stackexchange.com/a/65683 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Thi…
- stacking features vs concatenating layers
External answer — Data Science Stack Exchange Author: Brian Spiering Original post: https://datascience.stackexchange.com/a/96625 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed…
- Change feature importance in a trained model
External answer — Data Science Stack Exchange Author: NaiveBayesian Original post: https://datascience.stackexchange.com/a/96303 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed.…
- Determine market and ice-berg order types from live trade and quote data
External answer — Quantitative Finance Stack Exchange Author: Sergei Rodionov Original post: https://quant.stackexchange.com/a/64371 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remo…
- How is forex market Quote-Driven?
External answer — Quantitative Finance Stack Exchange Author: river_rat Original post: https://quant.stackexchange.com/a/64362 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- Seeking data source for index constituents and changes
External answer — Quantitative Finance Stack Exchange Author: Maria Mikhaella Beltran Original post: https://quant.stackexchange.com/a/63940 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addres…
- Non IID variables and SVM Classifier
External answer — Data Science Stack Exchange Author: Abhishek Verma Original post: https://datascience.stackexchange.com/a/94351 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed…
- Pairs trading/Cointegration confusion
External answer — Quantitative Finance Stack Exchange Author: Dhruv Mahajan Original post: https://quant.stackexchange.com/a/63933 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 is forex price precision (of the actual floating point number) determined?
External answer — Quantitative Finance Stack Exchange Author: Dimitri Vulis Original post: https://quant.stackexchange.com/a/63785 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remove…
- SABR Question: Why does the market take the beta parameter as a constant?
External answer — Quantitative Finance Stack Exchange Author: AKdemy Original post: https://quant.stackexchange.com/a/63749 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Man…
- FX Options price vs implied vol
External answer — Quantitative Finance Stack Exchange Author: AKdemy Original post: https://quant.stackexchange.com/a/63662 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. No …
- compute time from FX forward, how use DEPO rates?
External answer — Quantitative Finance Stack Exchange Author: AKdemy Original post: https://quant.stackexchange.com/a/63557 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Ver…
- Sending order to Forex or Stocks from Python strategy
External answer — Quantitative Finance Stack Exchange Author: roman Original post: https://quant.stackexchange.com/a/63332 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. We s…
- decomposition of yields into global and local components
External answer — Quantitative Finance Stack Exchange Author: demully Original post: https://quant.stackexchange.com/a/63290 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Ye…
- long position on futures
External answer — Quantitative Finance Stack Exchange Author: dm63 Original post: https://quant.stackexchange.com/a/63188 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. This …
- Stock borrow cost timeseries
External answer — Quantitative Finance Stack Exchange Author: Helin Original post: https://quant.stackexchange.com/a/61962 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. This…
- Bond's price expressed as a % of par
External answer — Quantitative Finance Stack Exchange Author: Dimitri Vulis Original post: https://quant.stackexchange.com/a/61808 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remove…
- Dupire (Local Vol with Imp Vol)
External answer — Quantitative Finance Stack Exchange Author: Animesh Saxena Original post: https://quant.stackexchange.com/a/61703 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remov…
- Errors only in variables model, and polynomial fitting
External answer — Cross Validated Stack Exchange Author: NoVariation Original post: https://stats.stackexchange.com/a/510782 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Yo…
- Calculation of market price for option at underlying strike price at some point in future
External answer — Quantitative Finance Stack Exchange Author: justasking Original post: https://quant.stackexchange.com/a/61295 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 prevents market-makers to do speculative trades with much better conditions than other traders?
External answer — Quantitative Finance Stack Exchange Author: Chris Taylor Original post: https://quant.stackexchange.com/a/61263 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed…
- Factor alignment problem in portfolio optimization
External answer — Quantitative Finance Stack Exchange Author: Dhruv Mahajan Original post: https://quant.stackexchange.com/a/61244 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remove…
- What are good examples of using Big Data for a trading strategy?
External answer — Quantitative Finance Stack Exchange Author: user42108 Original post: https://quant.stackexchange.com/a/61200 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 ever a case where there are multiple ticks (different prices) at the same tick timestamp in Forex?
External answer — Quantitative Finance Stack Exchange Author: Sergei Rodionov Original post: https://quant.stackexchange.com/a/61172 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remo…
- Enforcement method of short contract
External answer — Quantitative Finance Stack Exchange Author: Bob Baerker Original post: https://quant.stackexchange.com/a/60855 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed.…
- Without Bloomberg, how can retail investors know how many shares have been shorted daily?
External answer — Quantitative Finance Stack Exchange Author: Sergei Rodionov Original post: https://quant.stackexchange.com/a/60814 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remo…
- US Equity Real-time Market Data Feed Pricing
External answer — Quantitative Finance Stack Exchange Author: JoshK Original post: https://quant.stackexchange.com/a/60681 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 …