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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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- Method for an additive decomposition of hypothetical P&L by risk factor
External answer — Quantitative Finance Stack Exchange Author: Dimitri Vulis Original post: https://quant.stackexchange.com/a/85878 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remove…
- Backtesting with L3 data in very low-liquidity market
External answer — Quantitative Finance Stack Exchange Author: Deniz Kara Original post: https://quant.stackexchange.com/a/85876 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- Flexible horizon in Triple Barrier Method
External answer — Quantitative Finance Stack Exchange Author: Gabriel Original post: https://quant.stackexchange.com/a/85873 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Ho…
- Combining Mulitple Forecasts? Budged Constraints?
External answer — Quantitative Finance Stack Exchange Author: Russlan Ramdowar Original post: https://quant.stackexchange.com/a/85871 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses rem…
- combining forecasts at different time horizons
External answer — Quantitative Finance Stack Exchange Author: Russlan Ramdowar Original post: https://quant.stackexchange.com/a/85870 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses rem…
- Why is Europe still using EURIBOR?
External answer — Quantitative Finance Stack Exchange Author: Dimitri Vulis Original post: https://quant.stackexchange.com/a/85869 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remove…
- Classifying stocks by industry (free)
External answer — Quantitative Finance Stack Exchange Author: Chris Original post: https://quant.stackexchange.com/a/85864 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Just…
- Presuming a Market Maker must delta-hedge, how can it still earn money?
External answer — Quantitative Finance Stack Exchange Author: RF OptionsManagement Original post: https://quant.stackexchange.com/a/85860 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses…
- CDS vs Corps recovery rates
External answer — Quantitative Finance Stack Exchange Author: Dimitri Vulis Original post: https://quant.stackexchange.com/a/85859 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remove…
- Why couldn’t outside investors arbitrage away the Treasury mispricings during the LTCM crisis?
External answer — Quantitative Finance Stack Exchange Author: dm63 Original post: https://quant.stackexchange.com/a/85857 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 rem…
- Looking for free historical EOD prices of stocks from S&P 500
External answer — Quantitative Finance Stack Exchange Author: s teve Original post: https://quant.stackexchange.com/a/85856 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Upd…
- How to obtain yahoo finance ticker data for stocks that are no longer listed (etc. merge, bankruptcy, etc.)?
External answer — Quantitative Finance Stack Exchange Author: s teve Original post: https://quant.stackexchange.com/a/85855 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Yah…
- Market making in prediction markets (Kalshi/Polymarket): what changes in the CLOB stochastic control problem?
External answer — Quantitative Finance Stack Exchange Author: QuantCalc.net Original post: https://quant.stackexchange.com/a/85854 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remove…
- SPX Volatility Surface: Sticky Moneyness vs. Constant Delta
External answer — Quantitative Finance Stack Exchange Author: QuantCalc.net Original post: https://quant.stackexchange.com/a/85853 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remov…
- Fourier transform for stock price forecasting
External answer — Quantitative Finance Stack Exchange Author: qwertydotplus Original post: https://quant.stackexchange.com/a/85850 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remove…
- Treasury futures Net Basis / Implied Repo Rate
External answer — Quantitative Finance Stack Exchange Author: Vish Original post: https://quant.stackexchange.com/a/85847 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 tri…
- Does using volatility surfaces instead of constant vol dismisses you from scaling your vol terms in d1/2?
External answer — Quantitative Finance Stack Exchange Author: Michael Hastings Original post: https://quant.stackexchange.com/a/85842 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses rem…
- Is the older London Call (privilege), different from European Call?
External answer — Quantitative Finance Stack Exchange Author: D Stanley Original post: https://quant.stackexchange.com/a/85836 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- not understanding ATR calculation
External answer — Quantitative Finance Stack Exchange Author: Pedro Groppo Original post: https://quant.stackexchange.com/a/85833 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 is anything bespoke priced and traded?
External answer — Quantitative Finance Stack Exchange Author: Misha Fomytskyi Original post: https://quant.stackexchange.com/a/85831 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remo…
- Where to download Earnings Conference Call transcripts?
External answer — Quantitative Finance Stack Exchange Author: inve money Original post: https://quant.stackexchange.com/a/85827 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 should correlated, regime-dependent return-path forecasts be combined into a trading consensus?
External answer — Quantitative Finance Stack Exchange Author: dikovaxi Original post: https://quant.stackexchange.com/a/85820 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. T…
- Hawkes process MLE calibration diverges (β → bound) on tick data with millisecond-tied timestamps. Is timestamp jittering the standard fix?
External answer — Quantitative Finance Stack Exchange Author: dikovaxi Original post: https://quant.stackexchange.com/a/85819 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. S…
- Is there a way to derive a fair price from cryptocurrency trade (no quote) data that is free of bid-ask bounce?
External answer — Quantitative Finance Stack Exchange Author: dikovaxi Original post: https://quant.stackexchange.com/a/85818 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. S…
- Explaining the Risk Neutral Measure
External answer — Quantitative Finance Stack Exchange Author: SSK Original post: https://quant.stackexchange.com/a/85817 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 und…
- Analysis of proportions over time
External answer — Cross Validated Stack Exchange Author: AdamO Original post: https://stats.stackexchange.com/a/676913 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 data…
- Does delta-hedging change the transaction cost picture for option momentum strategies?
External answer — Quantitative Finance Stack Exchange Author: Russlan Ramdowar Original post: https://quant.stackexchange.com/a/85787 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses rem…
- Syntethic short vs short position for a hard to borrow stock
External answer — Quantitative Finance Stack Exchange Author: user93883 Original post: https://quant.stackexchange.com/a/85782 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 a deterministic linkage gate the honest choice when no labelled data exists, and can its false negative rate be bounded at all?
External answer — Cross Validated Stack Exchange Author: Jak Potvin Original post: https://stats.stackexchange.com/a/676890 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…
- Application of risk-free rate in sharpe ratio over long time periods
External answer — Quantitative Finance Stack Exchange Author: Russlan Ramdowar Original post: https://quant.stackexchange.com/a/85773 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses rem…