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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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- How do you handle order tracking (without unique Lot ID's)
External answer — Quantitative Finance Stack Exchange Author: Matt Wolf Original post: https://quant.stackexchange.com/a/8611 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…
- If the distribution of returns in symmetric, why not use a coin toss, small risk & high reward?
External answer — Quantitative Finance Stack Exchange Author: binjip Original post: https://quant.stackexchange.com/a/8036 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Ther…
- Which brokers offer a Python stock trading API?
External answer — Quantitative Finance Stack Exchange Author: Dan Dunn Original post: https://quant.stackexchange.com/a/8033 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Ch…
- Option trading API other than Interactive Brokers
External answer — Quantitative Finance Stack Exchange Author: John Jelinek Original post: https://quant.stackexchange.com/a/8010 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed.…
- Which brokers offer a .NET stock trading API?
External answer — Quantitative Finance Stack Exchange Author: bill_080 Original post: https://quant.stackexchange.com/a/7490 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'…
- Encyclopedia of Statistical Tests
External answer — Quantitative Finance Stack Exchange Author: abstract Original post: https://quant.stackexchange.com/a/7444 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…
- Multiple (linear) regression
External answer — Quantitative Finance Stack Exchange Author: SRKX Original post: https://quant.stackexchange.com/a/7233 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 pers…
- Can GARCH(1,1) be applied to homoskedastic time series when comparing against heteroskedastic time series?
External answer — Cross Validated Stack Exchange Author: John Original post: https://stats.stackexchange.com/a/34168 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. As StasK's…
- How do I statistically differentiate a series of prices from a series of returns?
External answer — Quantitative Finance Stack Exchange Author: Marc Shivers Original post: https://quant.stackexchange.com/a/3676 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed.…
- What are the steps to perform properly a risk factor analysis on a portfolio?
External answer — Quantitative Finance Stack Exchange Author: Ram Ahluwalia Original post: https://quant.stackexchange.com/a/3554 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses remove…
- Quantitative before/after or financial engineering studies of a bid or ask tax?
External answer — Quantitative Finance Stack Exchange Author: lehalle Original post: https://quant.stackexchange.com/a/3292 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. It …
- One bar look-ahead backtesting
External answer — Quantitative Finance Stack Exchange Author: Phil H Original post: https://quant.stackexchange.com/a/3219 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 be…
- Inferring highest bid and lowest ask from forex trade data
External answer — Quantitative Finance Stack Exchange Author: alpha Original post: https://quant.stackexchange.com/a/3151 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. what …
- How to "uncluster" a set of financial data?
External answer — Quantitative Finance Stack Exchange Author: icequations Original post: https://quant.stackexchange.com/a/2225 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- Best practices for measuring and avoiding overfitting?
External answer — Cross Validated Stack Exchange Author: Dikran Marsupial Original post: https://stats.stackexchange.com/a/15590 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed.…
- Statistical properties of stochastic processes for moving average trading to work
External answer — Quantitative Finance Stack Exchange Author: vonjd Original post: https://quant.stackexchange.com/a/1729 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 fa…
- How do I price OANDA box options?
External answer — Quantitative Finance Stack Exchange Author: quant_dev Original post: https://quant.stackexchange.com/a/322 License: CC BY-SA 2.5 — https://creativecommons.org/licenses/by-sa/2.5/ Adaptation: HTML converted to plain text; contact email addresses removed. Th…