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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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- When predicting Forex price using HMM what, typically, are the states and what are the observations?
External answer — Quantitative Finance Stack Exchange Author: xav Original post: https://quant.stackexchange.com/a/37389 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Your d…
- What is the difference between the Interactive Brokers demo account and a personal paper trader account?
External answer — Quantitative Finance Stack Exchange Author: GabeBrady Original post: https://quant.stackexchange.com/a/37324 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- Efficient integration of tick data feed with signal generation
External answer — Quantitative Finance Stack Exchange Author: madilyn Original post: https://quant.stackexchange.com/a/37301 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'…
- What are the consequences of violating Hansen-Jagannathan bounds?
External answer — Quantitative Finance Stack Exchange Author: Matthew Gunn Original post: https://quant.stackexchange.com/a/36820 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed…
- Close and Adjusted Close in Interactive Brokers API and Yahoo Finance
External answer — Quantitative Finance Stack Exchange Author: Brian from QuantRocket Original post: https://quant.stackexchange.com/a/36757 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email address…
- Python everywhere but where do they execute orders?
External answer — Quantitative Finance Stack Exchange Author: IBridgePy IBridgePy Original post: https://quant.stackexchange.com/a/36498 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses …
- How to solve for the implied stock lending rate given equity options prices?
External answer — Quantitative Finance Stack Exchange Author: OGC Original post: https://quant.stackexchange.com/a/36470 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. I real…
- Mark Joshi, Quant Interview Question problem 2.34; replicating a digital option on a 4-step symmetric binomial tree
External answer — Quantitative Finance Stack Exchange Author: will Original post: https://quant.stackexchange.com/a/36257 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. The a…
- Calculate price variance caused by denominating currency
External answer — Quantitative Finance Stack Exchange Author: FX_NINJA Original post: https://quant.stackexchange.com/a/36062 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. H…
- How do I get Forex data via FIX
External answer — Quantitative Finance Stack Exchange Author: rupweb Original post: https://quant.stackexchange.com/a/35904 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. The…
- Is my data fittet to be significant?
External answer — Quantitative Finance Stack Exchange Author: lehalle Original post: https://quant.stackexchange.com/a/35508 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Th…
- What are the common trading systems for hedge fund automated trading?
External answer — Quantitative Finance Stack Exchange Author: Bikenfly Original post: https://quant.stackexchange.com/a/35410 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. F…
- What makes open-outcry preferable to electronic trading and what are its consequences?
External answer — Quantitative Finance Stack Exchange Author: amdopt Original post: https://quant.stackexchange.com/a/35392 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. The…
- How to trade the FTSE index long and short
External answer — Quantitative Finance Stack Exchange Author: james Original post: https://quant.stackexchange.com/a/35251 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. I ag…
- What are recommended recovery techniques in arbitrage when one order doesn't fill?
External answer — Quantitative Finance Stack Exchange Author: rupweb Original post: https://quant.stackexchange.com/a/35148 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. If …
- Market making with resting orders?
External answer — Quantitative Finance Stack Exchange Author: lehalle Original post: https://quant.stackexchange.com/a/34821 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Th…
- Liqudity and Blockchains: How does settlement time affect real trading?
External answer — Quantitative Finance Stack Exchange Author: Navroop Sahdev Original post: https://quant.stackexchange.com/a/34794 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses remov…
- Does Yahoo/Google no longer support web-scraping of FOREX data?
External answer — Quantitative Finance Stack Exchange Author: Denis Alaev Original post: https://quant.stackexchange.com/a/34751 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed.…
- Where to get historical IV rank & IV percentile data?
External answer — Quantitative Finance Stack Exchange Author: Kimmo Hintikka Original post: https://quant.stackexchange.com/a/34444 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses remov…
- KNN outperforms CNN
External answer — Cross Validated Stack Exchange Author: imoha Original post: https://stats.stackexchange.com/a/282281 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Indeed, …
- CNN with fixed batch size - repeat to fill or reduce batch size?
External answer — Cross Validated Stack Exchange Author: Bruno Lubascher Original post: https://stats.stackexchange.com/a/279644 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed.…
- Control for non-synchronous trading in correlations
External answer — Quantitative Finance Stack Exchange Author: Mike Haye Original post: https://quant.stackexchange.com/a/33953 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- Understanding the downsides in of trading in smaller exchange
External answer — Quantitative Finance Stack Exchange Author: David Addison Original post: https://quant.stackexchange.com/a/33802 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses remove…
- if you short sell? And Right issue has taken place, so Does Right issue has negative positions in Portfolio or not?
External answer — Quantitative Finance Stack Exchange Author: FinanceGuyThatCantCode Original post: https://quant.stackexchange.com/a/33753 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email address…
- Fees from market order routing in different fee-strucuted exchanges
External answer — Quantitative Finance Stack Exchange Author: amdopt Original post: https://quant.stackexchange.com/a/33580 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Wha…
- Building a personal computer for automated trading/analysis...what bottlenecks could I run into?
External answer — Quantitative Finance Stack Exchange Author: madilyn Original post: https://quant.stackexchange.com/a/32614 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. I …
- What happens when someone makes absurdly high or low bid or ask on a stock?
External answer — Quantitative Finance Stack Exchange Author: nimbus3000 Original post: https://quant.stackexchange.com/a/32438 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- Close prices discrepancy between binary.com, google, yahoo and wsj?
External answer — Quantitative Finance Stack Exchange Author: rupweb Original post: https://quant.stackexchange.com/a/32212 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. The…
- Currency/Forex Hedging using Momemtum Strategy
External answer — Quantitative Finance Stack Exchange Author: rupweb Original post: https://quant.stackexchange.com/a/32162 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. The…
- Reference request: Quantitative approaches to market abuse detection
External answer — Quantitative Finance Stack Exchange Author: andrew.paul.acosta Original post: https://quant.stackexchange.com/a/31992 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses r…