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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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- Variance Futures Trading
External answer — Quantitative Finance Stack Exchange Author: nbbo2 Original post: https://quant.stackexchange.com/a/31882 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 …
- Pegged orders vs Cancel/Replace
External answer — Quantitative Finance Stack Exchange Author: rupweb Original post: https://quant.stackexchange.com/a/31769 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 w…
- Economics of spoofing
External answer — Quantitative Finance Stack Exchange Author: rrg Original post: https://quant.stackexchange.com/a/31620 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Layeri…
- How to get positions of your portfolio from Interactive Brokers with python IBPy?
External answer — Quantitative Finance Stack Exchange Author: hui Original post: https://quant.stackexchange.com/a/31588 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Intera…
- Equivalents of E-minis in markets outside the US
External answer — Quantitative Finance Stack Exchange Author: Lliane Original post: https://quant.stackexchange.com/a/31139 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Act…
- Pricing the European counterpart from American Options
External answer — Quantitative Finance Stack Exchange Author: Quantuple Original post: https://quant.stackexchange.com/a/30951 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- Central Bank intervention in forex market
External answer — Quantitative Finance Stack Exchange Author: dm63 Original post: https://quant.stackexchange.com/a/30848 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. They …
- How large are transaction costs in practice?
External answer — Quantitative Finance Stack Exchange Author: user18489 Original post: https://quant.stackexchange.com/a/30819 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- How could I become a market maker in forex/equity market?
External answer — Quantitative Finance Stack Exchange Author: pyCthon Original post: https://quant.stackexchange.com/a/30775 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Si…
- Why would a principal 'insist on a name' at the original price
External answer — Quantitative Finance Stack Exchange Author: Alex C Original post: https://quant.stackexchange.com/a/30694 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 a…
- Inverse Mills ratio in system of equations
External answer — Cross Validated Stack Exchange Author: asdir Original post: https://stats.stackexchange.com/a/231321 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. To answe…
- How to generate synthetic FX data for backtesting?
External answer — Quantitative Finance Stack Exchange Author: Peter Cotton Original post: https://quant.stackexchange.com/a/29668 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed…
- Forex Market Timezones
External answer — Quantitative Finance Stack Exchange Author: Nonefaster Original post: https://quant.stackexchange.com/a/28275 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- Binary Options hedge Forex position
External answer — Quantitative Finance Stack Exchange Author: rupweb Original post: https://quant.stackexchange.com/a/28206 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 …
- How FOK or IOC order types are executed
External answer — Quantitative Finance Stack Exchange Author: rupweb Original post: https://quant.stackexchange.com/a/28042 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 d…
- Cross Bid and Ask prices for Forex trading
External answer — Quantitative Finance Stack Exchange Author: Ariel Silahian Original post: https://quant.stackexchange.com/a/27826 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses remov…
- How to get all securities in an asset class from IBPy (Interactive Brokers python API)
External answer — Quantitative Finance Stack Exchange Author: pyCthon Original post: https://quant.stackexchange.com/a/27640 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Yo…
- What does a negative stock amount mean in a single-period, binomial market model?
External answer — Quantitative Finance Stack Exchange Author: user29970 Original post: https://quant.stackexchange.com/a/26335 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- Is it possible to find / estimate the volatility surface of non-listed index options?
External answer — Quantitative Finance Stack Exchange Author: onlyvix.blogspot.com Original post: https://quant.stackexchange.com/a/26086 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses…
- Real time stationarity test
External answer — Quantitative Finance Stack Exchange Author: dkhokhlov Original post: https://quant.stackexchange.com/a/26000 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- Cross Currency Swap
External answer — Quantitative Finance Stack Exchange Author: Phil H Original post: https://quant.stackexchange.com/a/25935 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Fir…
- Solving for r in the Black Scholes equation
External answer — Quantitative Finance Stack Exchange Author: e.mal Original post: https://quant.stackexchange.com/a/25860 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. To m…
- Real-time Tick Data API for the Italian Stock Market
External answer — Quantitative Finance Stack Exchange Author: Atul Agarawal Original post: https://quant.stackexchange.com/a/25410 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses remove…
- How to predict daily range of forex?
External answer — Quantitative Finance Stack Exchange Author: RA334 Original post: https://quant.stackexchange.com/a/25270 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. As y…
- Pricing of swaps
External answer — Quantitative Finance Stack Exchange Author: rupweb Original post: https://quant.stackexchange.com/a/24903 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Fro…
- Is the Interactive Brokers API suitable for hft?
External answer — Quantitative Finance Stack Exchange Author: user19102 Original post: https://quant.stackexchange.com/a/22860 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- High frequency trading and trading costs
External answer — Quantitative Finance Stack Exchange Author: chollida Original post: https://quant.stackexchange.com/a/22721 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. W…
- Fx Firm market making
External answer — Quantitative Finance Stack Exchange Author: Nonefaster Original post: https://quant.stackexchange.com/a/22684 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- Forex P&l Attribution on Physical Forward position
External answer — Quantitative Finance Stack Exchange Author: Nicholas Original post: https://quant.stackexchange.com/a/22607 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…
- Nasdaq trading under the scenes: market makers, ECNs, brokers. Who buys from and sells to whom?
External answer — Quantitative Finance Stack Exchange Author: lehalle Original post: https://quant.stackexchange.com/a/22562 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Fi…