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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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- Constructing Factor Mimicking Portfolios
External answer — Quantitative Finance Stack Exchange Author: Viat Original post: https://quant.stackexchange.com/a/83910 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 thi…
- Should I log-transform individual timepoint measurements or the absolute change score when my outcome is volume (cm³)?
External answer — Cross Validated Stack Exchange Author: EdM Original post: https://stats.stackexchange.com/a/669438 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Summarizin…
- Markov ordinal longitudinal model or discrete time multistate model for analysing recurrent event
External answer — Cross Validated Stack Exchange Author: Frank Harrell Original post: https://stats.stackexchange.com/a/669220 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- What does it mean when validation loss increases over several epochs?
External answer — Data Science Stack Exchange Author: Robert Long Original post: https://datascience.stackexchange.com/a/134204 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- Multivariate, multistep forecasting with LSTM
External answer — Data Science Stack Exchange Author: petr Original post: https://datascience.stackexchange.com/a/134076 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. One ca…
- How do I get a good mid-price?
External answer — Quantitative Finance Stack Exchange Author: Arnoldik Original post: https://quant.stackexchange.com/a/83641 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 to use "Edge" bid-ask estimator correctly for daily bid-ask spreads?
External answer — Quantitative Finance Stack Exchange Author: lehalle Original post: https://quant.stackexchange.com/a/83628 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Yo…
- Choosing a Bayesian Likelihood Model for Baseline Noise
External answer — Cross Validated Stack Exchange Author: cbeleites Original post: https://stats.stackexchange.com/a/667777 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Some…
- What are the benefits of consistency loss in consistency model distillation?
External answer — Cross Validated Stack Exchange Author: Andrea Allais Original post: https://stats.stackexchange.com/a/667634 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- Request: critique my framing of the statistics inference "pipeline" versus ML
External answer — Cross Validated Stack Exchange Author: civilstat Original post: https://stats.stackexchange.com/a/665137 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 ag…
- Similar PCA but I want every element of the first eigenvector to be positive / non-negative matrix factorization?
External answer — Cross Validated Stack Exchange Author: Cryo Original post: https://stats.stackexchange.com/a/665029 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Sounds to…
- Do instrumental variables introduce problematic multicollinearity? If not, why not? If so, how is it deal with?
External answer — Cross Validated Stack Exchange Author: Jonathan Original post: https://stats.stackexchange.com/a/665004 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Befor…
- Rigorous statement of expectations for the bias-variance trade-off
External answer — Cross Validated Stack Exchange Author: Gabriel Romon Original post: https://stats.stackexchange.com/a/664944 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- Can a biased hypothesis test be preferred over an unbiased one?
External answer — Cross Validated Stack Exchange Author: Christian Hennig Original post: https://stats.stackexchange.com/a/664829 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed…
- Extend basket analytic solution (equal weighted) to a various weight basket, also put formula
External answer — Quantitative Finance Stack Exchange Author: danp Original post: https://quant.stackexchange.com/a/82251 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. The w…
- Simultaneous increase in 'Individual Strike' implied volatility (IV) for both call and put options, despite one selling off and and the other rising?
External answer — Quantitative Finance Stack Exchange Author: KaiSqDist Original post: https://quant.stackexchange.com/a/82221 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- PFOF how it works
External answer — Quantitative Finance Stack Exchange Author: Chris Taylor Original post: https://quant.stackexchange.com/a/82026 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed…
- Is there a way to make the window in df.rolling dynamic depending on which row it is calculating for?
External answer — Data Science Stack Exchange Author: Mario Original post: https://datascience.stackexchange.com/a/131429 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. IIRC,…
- Is it possible to create an API for trading completely from scratch
External answer — Quantitative Finance Stack Exchange Author: Satoshi Ido Original post: https://quant.stackexchange.com/a/81907 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed.…
- Poor performance of least squares when $\mathbf{X}'\mathbf{X}$ is "not nearly a unit correlation matrix", Hoerl and Kennard (1970)
External answer — Cross Validated Stack Exchange Author: Ben Original post: https://stats.stackexchange.com/a/661260 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. To underst…
- Why isn’t this dynamic number formatting approach used more often for regression outputs?
External answer — Cross Validated Stack Exchange Author: Michael Lew Original post: https://stats.stackexchange.com/a/659426 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 …
- Clarification of the method in topological data analysis
External answer — Data Science Stack Exchange Author: M. M. Original post: https://datascience.stackexchange.com/a/131032 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. The g…
- Derive historical price of a corporate bond using current market quotes
External answer — Quantitative Finance Stack Exchange Author: Dimitri Vulis Original post: https://quant.stackexchange.com/a/81472 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remove…
- what is the best academic dataset for returns of European stocks?
External answer — Quantitative Finance Stack Exchange Author: user84893 Original post: https://quant.stackexchange.com/a/81407 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- Analytical formula for discounted exposure of a European Put on a stock in Real-World measure
External answer — Quantitative Finance Stack Exchange Author: Parag Biswas Original post: https://quant.stackexchange.com/a/81394 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 in python continue build or buy available software
External answer — Quantitative Finance Stack Exchange Author: RndmSymbl Original post: https://quant.stackexchange.com/a/81376 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- Caplet stripping in the bwd-looking RFR world with/without maturity adjustment
External answer — Quantitative Finance Stack Exchange Author: Yanyi Yuan Original post: https://quant.stackexchange.com/a/81371 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- Is there a API to obtain real-time forex data in seconds?
External answer — Quantitative Finance Stack Exchange Author: Austin Original post: https://quant.stackexchange.com/a/81215 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. For…
- Gamma exposure assumption
External answer — Quantitative Finance Stack Exchange Author: Teddy C Original post: https://quant.stackexchange.com/a/81212 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Sq…
- How to determine the optimal exploitation-exploration trade off for a fixed number of objective function evaluations
External answer — Cross Validated Stack Exchange Author: cinch Original post: https://stats.stackexchange.com/a/656977 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Srinivas…