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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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- API-based equity screeners?
External answer — Quantitative Finance Stack Exchange Author: Tradier_J_Barry Original post: https://quant.stackexchange.com/a/16737 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses remo…
- Research methodology of systematic strategies
External answer — Quantitative Finance Stack Exchange Author: Escachator Original post: https://quant.stackexchange.com/a/16479 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- InteractiveBrokers server outage every Saturday
External answer — Quantitative Finance Stack Exchange Author: Castedo Original post: https://quant.stackexchange.com/a/16335 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. An…
- Technical Analysis in FX: literature on effective methods
External answer — Quantitative Finance Stack Exchange Author: Kyle Balkissoon Original post: https://quant.stackexchange.com/a/15879 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses remo…
- What are the technical events that fluctuate quoted asset (e.g. forex) prices? How does it relate to the purchase of currency contracts?
External answer — Quantitative Finance Stack Exchange Author: chjortlund Original post: https://quant.stackexchange.com/a/15826 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- Why asset management firms shouldn't be custodian of its own funds?
External answer — Quantitative Finance Stack Exchange Author: Nikos Original post: https://quant.stackexchange.com/a/15691 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Well…
- How good is managed code for algo trading?
External answer — Quantitative Finance Stack Exchange Author: rdalmeida Original post: https://quant.stackexchange.com/a/15522 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 trading in currency pair works, underlying techniques and mechanisms
External answer — Quantitative Finance Stack Exchange Author: Phil H Original post: https://quant.stackexchange.com/a/15323 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Boo…
- What is meant by "position at a given time" in the context of a series of forex trades?
External answer — Quantitative Finance Stack Exchange Author: Phil H Original post: https://quant.stackexchange.com/a/15070 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Pos…
- Problem when calculating the daily return on a forex trade, what is the best way to do such a calculation?
External answer — Quantitative Finance Stack Exchange Author: g g Original post: https://quant.stackexchange.com/a/15050 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Use yo…
- What software should I use for forex arbitrage?
External answer — Quantitative Finance Stack Exchange Author: rupweb Original post: https://quant.stackexchange.com/a/14537 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. You…
- what is a typical way forex brokerages can provide cheap leverage for their customers?
External answer — Quantitative Finance Stack Exchange Author: rupweb Original post: https://quant.stackexchange.com/a/14436 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. In …
- Calculating short/long order percentages?
External answer — Quantitative Finance Stack Exchange Author: Jason Guevara Original post: https://quant.stackexchange.com/a/14409 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses remove…
- Cost of Carry Bear Flattener
External answer — Quantitative Finance Stack Exchange Author: Helin Original post: https://quant.stackexchange.com/a/14387 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. In t…
- How low can HFT transaction costs go?
External answer — Quantitative Finance Stack Exchange Author: chollida Original post: https://quant.stackexchange.com/a/14223 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…
- Excel to Java for Interactive brokers
External answer — Quantitative Finance Stack Exchange Author: user7056 Original post: https://quant.stackexchange.com/a/14057 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Y…
- Transaction Costs for Currency Pairs
External answer — Quantitative Finance Stack Exchange Author: Phil H Original post: https://quant.stackexchange.com/a/12949 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. You…
- How current prices is formulated in markets?
External answer — Quantitative Finance Stack Exchange Author: emcor Original post: https://quant.stackexchange.com/a/12777 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. On e…
- Forex trades: what time zone are trade and value dates specified in?
External answer — Quantitative Finance Stack Exchange Author: rupweb Original post: https://quant.stackexchange.com/a/11296 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Thi…
- How is historical data for forex collected or computed?
External answer — Quantitative Finance Stack Exchange Author: rupweb Original post: https://quant.stackexchange.com/a/10502 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…
- Why does implied volatility show an inverse relation with strike price when examining option chains?
External answer — Quantitative Finance Stack Exchange Author: prespbj Original post: https://quant.stackexchange.com/a/10262 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…
- Industry convention to track trading performance against market indices?
External answer — Quantitative Finance Stack Exchange Author: RndmSymbl Original post: https://quant.stackexchange.com/a/10184 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 does a cross trade pose a problem to the retail investor
External answer — Quantitative Finance Stack Exchange Author: lehalle Original post: https://quant.stackexchange.com/a/9959 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 g…
- Is there any open-source library, implementing "exchange" to be used for algorithms running on the same computer?
External answer — Quantitative Finance Stack Exchange Author: user1157 Original post: https://quant.stackexchange.com/a/9938 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…
- Arbitraging OANDA continuous rollover vs other brokers' discrete rollover
External answer — Quantitative Finance Stack Exchange Author: Fang Li Original post: https://quant.stackexchange.com/a/9749 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…
- What Forex Services support the ForexConnect API?
External answer — Quantitative Finance Stack Exchange Author: DAC Original post: https://quant.stackexchange.com/a/9435 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. ForexCo…
- interpreting huge jumps
External answer — Quantitative Finance Stack Exchange Author: htrahdis Original post: https://quant.stackexchange.com/a/9421 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…
- Is the risk-reward ratio considered in Quantitative Finance?
External answer — Quantitative Finance Stack Exchange Author: Shane Original post: https://quant.stackexchange.com/a/9384 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Maxim…
- How to Analyze Interbank Lending Market?
External answer — Quantitative Finance Stack Exchange Author: hroptatyr Original post: https://quant.stackexchange.com/a/9294 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. e…
- For a interdays trading backtest system, should I put day open, close, high, low, volume separately into array?
External answer — Quantitative Finance Stack Exchange Author: assylias Original post: https://quant.stackexchange.com/a/8892 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Co…