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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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- Why does an exchange (IEX) need connection to other exchanges (like information about average prices)?
External answer — Quantitative Finance Stack Exchange Author: LazyCat Original post: https://quant.stackexchange.com/a/46774 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Th…
- Is there any funds that do market making?
External answer — Quantitative Finance Stack Exchange Author: Chris Original post: https://quant.stackexchange.com/a/46614 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Of c…
- np.loadtxt function showing error, could not convert string to float: '"Date"'
External answer — Data Science Stack Exchange Author: Fatemeh Asgarinejad Original post: https://datascience.stackexchange.com/a/54819 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses re…
- Understanding Forex Positions
External answer — Quantitative Finance Stack Exchange Author: AlRacoon Original post: https://quant.stackexchange.com/a/46092 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. 1…
- How to programmatically define financial leverage?
External answer — Quantitative Finance Stack Exchange Author: nbbo2 Original post: https://quant.stackexchange.com/a/46023 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Leve…
- Incorrect Text Classification, But Accurate Model. Do I Perform Manual Text Classification For A Data Set?
External answer — Data Science Stack Exchange Author: Erwan Original post: https://datascience.stackexchange.com/a/53469 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 …
- Why LSTM models do not require labels for each step?
External answer — Data Science Stack Exchange Author: Bram Vanroy Original post: https://datascience.stackexchange.com/a/52390 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-sample volatility measurement
External answer — Quantitative Finance Stack Exchange Author: Dhruv Mahajan Original post: https://quant.stackexchange.com/a/45711 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remove…
- Solving for Implied Volatility Vega gets stuck at 0 (Python)
External answer — Quantitative Finance Stack Exchange Author: Charles Fox Original post: https://quant.stackexchange.com/a/45258 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed.…
- Regression for individuals grouped using fixed effect
External answer — Cross Validated Stack Exchange Author: Matt P Original post: https://stats.stackexchange.com/a/404423 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. However…
- What algorithms are good to predict next numbers?
External answer — Data Science Stack Exchange Author: Juan Esteban de la Calle Original post: https://datascience.stackexchange.com/a/49500 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email address…
- Achieving desired fx exposure with using minimum pairs possible
External answer — Quantitative Finance Stack Exchange Author: XYQ Original post: https://quant.stackexchange.com/a/44946 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. if you…
- How quants use ML models for stock market prediction
External answer — Quantitative Finance Stack Exchange Author: Jacques Joubert Original post: https://quant.stackexchange.com/a/44878 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remo…
- Forex ECN for Algorithmic Trading
External answer — Quantitative Finance Stack Exchange Author: james gwyther Original post: https://quant.stackexchange.com/a/44849 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remov…
- Measuring concentration in trading activity
External answer — Cross Validated Stack Exchange Author: Matt P Original post: https://stats.stackexchange.com/a/399698 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 sho…
- How to optimize a series of equations whose outputs are a variable of the subsequent equatinos
External answer — Quantitative Finance Stack Exchange Author: Attack68 Original post: https://quant.stackexchange.com/a/44719 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…
- Sources of Machine Readable News
External answer — Quantitative Finance Stack Exchange Author: Carrie Farram Original post: https://quant.stackexchange.com/a/44551 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remov…
- Interactive Brokers - Tracking High Relative Trading Volume
External answer — Quantitative Finance Stack Exchange Author: Andrei Ciuca Original post: https://quant.stackexchange.com/a/44515 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed…
- Multicolinearity & accurate weights of predictors
External answer — Data Science Stack Exchange Author: nan hu Original post: https://datascience.stackexchange.com/a/46871 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. One w…
- Principles of time series analysis by neural network models
External answer — Data Science Stack Exchange Author: Georg Unterholzner Original post: https://datascience.stackexchange.com/a/46788 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses rem…
- Mean Absolute Error increasing with more correlated factors
External answer — Data Science Stack Exchange Author: Sunil Original post: https://datascience.stackexchange.com/a/46764 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Any re…
- Option order imbalance
External answer — Quantitative Finance Stack Exchange Author: python_enthusiast Original post: https://quant.stackexchange.com/a/44427 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses re…
- Column header in XTS and Data frame in R
External answer — Data Science Stack Exchange Author: knb Original post: https://datascience.stackexchange.com/a/46381 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Because …
- Are leveraged ETFs cheaper than using leverage?
External answer — Quantitative Finance Stack Exchange Author: Ezy Original post: https://quant.stackexchange.com/a/44276 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Levera…
- After hours data - Interactive Brokers
External answer — Quantitative Finance Stack Exchange Author: Enrico Schumann Original post: https://quant.stackexchange.com/a/44016 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remo…
- Interactive brokers historical data availability
External answer — Quantitative Finance Stack Exchange Author: Serhii Kushchenko Original post: https://quant.stackexchange.com/a/43889 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses re…
- How do I change the time zone in the interactive brokers API?
External answer — Quantitative Finance Stack Exchange Author: amdopt Original post: https://quant.stackexchange.com/a/43819 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…
- Trading against a loser flow
External answer — Quantitative Finance Stack Exchange Author: Lliane Original post: https://quant.stackexchange.com/a/43701 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…
- Are there any software libraries for backtesting FX algorithms against tick data?
External answer — Quantitative Finance Stack Exchange Author: K3---rnc Original post: https://quant.stackexchange.com/a/43568 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…
- What do I call the combination of two or more prices when doing arbitrage?
External answer — Quantitative Finance Stack Exchange Author: madilyn Original post: https://quant.stackexchange.com/a/43525 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. It…