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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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- Reliable weekend forex source that can act as credible data for Monday APAC morning forex trade
External answer — Quantitative Finance Stack Exchange Author: StackG Original post: https://quant.stackexchange.com/a/60069 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 …
- Cap/Floor on a SpreadOption grid
External answer — Quantitative Finance Stack Exchange Author: AlRacoon Original post: https://quant.stackexchange.com/a/60051 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. N…
- Market data for options
External answer — Quantitative Finance Stack Exchange Author: Amanda Original post: https://quant.stackexchange.com/a/59854 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…
- Applying models with normality assumption on tick data?
External answer — Quantitative Finance Stack Exchange Author: eillasti Original post: https://quant.stackexchange.com/a/59552 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. B…
- DLM package in R to estimate a state space model with drifts
External answer — Cross Validated Stack Exchange Author: F. Tusell Original post: https://stats.stackexchange.com/a/496685 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 f…
- Who influences Forex prices and by how much?
External answer — Quantitative Finance Stack Exchange Author: user42108 Original post: https://quant.stackexchange.com/a/59207 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- Implied Volatility - Historical data
External answer — Quantitative Finance Stack Exchange Author: Stéphane Original post: https://quant.stackexchange.com/a/59019 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. I…
- How is the difference between strike prices in an options chain determined?
External answer — Quantitative Finance Stack Exchange Author: Dimitri Vulis Original post: https://quant.stackexchange.com/a/58715 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remove…
- Replicating the EIOPA equity index for the symmetric adjustment of the equity capital charge in Solvency 2
External answer — Quantitative Finance Stack Exchange Author: p.vitzliputzli Original post: https://quant.stackexchange.com/a/58312 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remov…
- realized/unrealized PnL with leverage
External answer — Quantitative Finance Stack Exchange Author: AlRacoon Original post: https://quant.stackexchange.com/a/58105 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. P…
- Maximize account equity over a historic time series
External answer — Quantitative Finance Stack Exchange Author: Enrico Schumann Original post: https://quant.stackexchange.com/a/57988 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remo…
- Whats the need of Executing brokers if Prime brokers are the protagonist?
External answer — Quantitative Finance Stack Exchange Author: amdopt Original post: https://quant.stackexchange.com/a/57917 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 …
- Looking for non-GAUSS Code for Thiery Roncalli's book on Risk Parity and Budgeting
External answer — Quantitative Finance Stack Exchange Author: Jeweller89 Original post: https://quant.stackexchange.com/a/57741 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- PRIIPs Stress Scenario calculation category 2
External answer — Quantitative Finance Stack Exchange Author: Lahcen Oula Original post: https://quant.stackexchange.com/a/57655 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed.…
- Implied/Realised Vol ratio for negative rates?
External answer — Quantitative Finance Stack Exchange Author: VolGuy Original post: https://quant.stackexchange.com/a/57631 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. rea…
- Is there any way to get a list of all trades that took place for a stock?
External answer — Quantitative Finance Stack Exchange Author: Dave Harris Original post: https://quant.stackexchange.com/a/57579 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed.…
- Market Maker option's pricing with reference spot
External answer — Quantitative Finance Stack Exchange Author: confused Original post: https://quant.stackexchange.com/a/57022 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. I…
- Which Nikkei225 futures contract to take?
External answer — Quantitative Finance Stack Exchange Author: kurtosis Original post: https://quant.stackexchange.com/a/55932 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. C…
- Reconstruction Error: Principal component analysis vs Probabilistic principal component analysis
External answer — Cross Validated Stack Exchange Author: user289381 Original post: https://stats.stackexchange.com/a/478454 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. I'l…
- Using KNN to categorise inventory (physical stock items) - is it the best way?
External answer — Data Science Stack Exchange Author: Dij Original post: https://datascience.stackexchange.com/a/78133 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Training…
- Is there a way to formulate a Martingale series that will never explode?
External answer — Quantitative Finance Stack Exchange Author: Jon Grah Original post: https://quant.stackexchange.com/a/55775 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. P…
- Is this how stock trading works?
External answer — Quantitative Finance Stack Exchange Author: Quantitative Original post: https://quant.stackexchange.com/a/55769 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed…
- Do I use the bid or ask time series to build a model to predict forex and for a backtester
External answer — Quantitative Finance Stack Exchange Author: spar7453 Original post: https://quant.stackexchange.com/a/55442 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…
- Where can someone get free (or very cheap) high frequency tick forex data?
External answer — Quantitative Finance Stack Exchange Author: nbbo2 Original post: https://quant.stackexchange.com/a/55435 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Take…
- Forex brokers with free API compatible with Node.js
External answer — Quantitative Finance Stack Exchange Author: roman Original post: https://quant.stackexchange.com/a/55337 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Chec…
- Is up- or down-sampling imbalanced data actually that effective? Why?
External answer — Cross Validated Stack Exchange Author: Jake Westfall Original post: https://stats.stackexchange.com/a/474431 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 Education of a Speculator - Gambling the Vig
External answer — Quantitative Finance Stack Exchange Author: nbbo2 Original post: https://quant.stackexchange.com/a/54988 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. I tr…
- Building Timeseries models for stock trading having multiple stocks
External answer — Data Science Stack Exchange Author: babelproofreader Original post: https://datascience.stackexchange.com/a/76141 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 to calculate/retrieve the number of sell orders (and buys orders as well) to detect iceberg orders
External answer — Quantitative Finance Stack Exchange Author: Serg Original post: https://quant.stackexchange.com/a/54731 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 sho…
- Custom loss function
External answer — Data Science Stack Exchange Author: 10xAI Original post: https://datascience.stackexchange.com/a/75152 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Loss f…