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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…
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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. …
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Explore trading, quantitative research and market technology discussions. Read questions and their collected replies here.
- 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
Metals Forums / Last Replied
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Latest visible contribution in threads whose titles mention metal, metals, gold, silver, XAU or XAG. XAU/USD and XAG/USD are included. These are title matches within Forex.com.bd.
- Complete formula for calculating forex pip value for XAUUSD with account funded in euros
External answer — Quantitative Finance Stack Exchange Author: babelproofreader Original post: https://quant.stackexchange.com/a/71119 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses rem…
Crypto Forums / Last Replied
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Latest visible contribution in threads whose titles mention crypto, cryptocurrency, cryptocurrencies, Bitcoin, Ethereum, BTC or ETH. BTC/USD and ETH/USD are included. These are title matches within Forex.com.bd.
- Bitcoin Pi Cycle - top and bottom indicator - precise definition
External question — Quantitative Finance Stack Exchange Author: user2338823 Original post: https://quant.stackexchange.com/questions/85821 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email address…