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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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- Bias-variance: is it really a "trade-off"?
External answer — Cross Validated Stack Exchange Author: Sextus Empiricus Original post: https://stats.stackexchange.com/a/656600 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed…
- Degrees of freedom in moving average crossover strategies with varying parameters
External answer — Quantitative Finance Stack Exchange Author: Content_Quantinsti Original post: https://quant.stackexchange.com/a/80960 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses r…
- Why is the Empirical Bayes estimator not dominating like it's supposed to?
External answer — Cross Validated Stack Exchange Author: Huy Pham Original post: https://stats.stackexchange.com/a/655883 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. After…
- Best Practices for Imputing Missing Data in Trade Data (Linear Interpolation and Random Volume)
External answer — Cross Validated Stack Exchange Author: Gijs Original post: https://stats.stackexchange.com/a/655755 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 don't t…
- Interpretation of cox.zph Output with Smoothing Splines in R
External answer — Cross Validated Stack Exchange Author: EdM Original post: https://stats.stackexchange.com/a/654451 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 paper …
- Forex data API endpoint that provide last closed candle's HLOC
External answer — Quantitative Finance Stack Exchange Author: babelproofreader Original post: https://quant.stackexchange.com/a/80584 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses rem…
- regex for resume parsing
External answer — Data Science Stack Exchange Author: Oxbowerce Original post: https://datascience.stackexchange.com/a/130147 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. T…
- Do i do a long/long or short/short of the trading pair when they have a negative cointegration coefficient?
External answer — Quantitative Finance Stack Exchange Author: MrLCh Original post: https://quant.stackexchange.com/a/80439 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. In g…
- Verifying if a Function is a Radon-Nikodym Derivative for changing the numeraire
External answer — Quantitative Finance Stack Exchange Author: Wei Original post: https://quant.stackexchange.com/a/80402 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 note…
- Relationship between Beta distribution and its inverse
External answer — Quantitative Finance Stack Exchange Author: Wei Original post: https://quant.stackexchange.com/a/80385 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. So if …
- Time scaling of AR(1) process for modelling financial returns
External answer — Cross Validated Stack Exchange Author: mlofton Original post: https://stats.stackexchange.com/a/653164 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. This i…
- Compute a truncated binomial expectation accurately
External answer — Cross Validated Stack Exchange Author: Glen_b Original post: https://stats.stackexchange.com/a/653102 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. This ex…
- Using options theta and delta for calculating leverage over underlying?
External answer — Quantitative Finance Stack Exchange Author: Hasselhoff Original post: https://quant.stackexchange.com/a/80343 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- When you have negative weights in the context of portfolio construction, what is the correct way normalize them?
External answer — Quantitative Finance Stack Exchange Author: Hasselhoff Original post: https://quant.stackexchange.com/a/80333 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- Finding the expectation of a categorical variable times a random amount
External answer — Cross Validated Stack Exchange Author: JimB Original post: https://stats.stackexchange.com/a/652602 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. If you ar…
- zero-crossing variant of pairs trading
External answer — Quantitative Finance Stack Exchange Author: Sane Original post: https://quant.stackexchange.com/a/80205 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. In th…
- Tradeoff between Prediction Interval Accuracy & Mean Squared Error
External answer — Cross Validated Stack Exchange Author: Stephan Kolassa Original post: https://stats.stackexchange.com/a/651505 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed.…
- Should I deal with missing values first then transform the data or vice versa?
External answer — Data Science Stack Exchange Author: Ching Original post: https://datascience.stackexchange.com/a/129737 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. From …
- How can restricted randomization to achieve covariate balance lead to imbalance in unobserved variables?
External answer — Cross Validated Stack Exchange Author: retodomax Original post: https://stats.stackexchange.com/a/651084 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Afte…
- Monte Carlo simulations with extremely high volatility
External answer — Quantitative Finance Stack Exchange Author: Johnny Iwash Original post: https://quant.stackexchange.com/a/79993 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed…
- Does payment for order flow happen on non-OTC stock markets?
External answer — Quantitative Finance Stack Exchange Author: Brian B Original post: https://quant.stackexchange.com/a/79988 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Wh…
- Is it possible to train a neural network to feed into a Random Forest Classifier or any other type of classifier like XGBoost or Decision Tree?
External answer — Data Science Stack Exchange Author: Christian Geils Original post: https://datascience.stackexchange.com/a/129653 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remov…
- Competitive quote convention for FX swaps
External answer — Quantitative Finance Stack Exchange Author: Attack68 Original post: https://quant.stackexchange.com/a/79632 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. F…
- VAR model variable selection
External answer — Cross Validated Stack Exchange Author: Huang Ching Original post: https://stats.stackexchange.com/a/647114 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Ma…
- Random forest regression model for stock price prediction output has a flat line in the predicted values during the initial values
External answer — Data Science Stack Exchange Author: Oxbowerce Original post: https://datascience.stackexchange.com/a/128960 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…
- Understanding the Impact of Illiquidity on Equivalent Martingale Measures (EMMs) in a Simple Market
External answer — Quantitative Finance Stack Exchange Author: Aubrey Graham Original post: https://quant.stackexchange.com/a/79183 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remove…
- FX Strangle Market Conventions
External answer — Quantitative Finance Stack Exchange Author: river_rat Original post: https://quant.stackexchange.com/a/79168 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- How would one calculate yield to first call for a debt security which is currently and always callable?
External answer — Quantitative Finance Stack Exchange Author: TourEiffel Original post: https://quant.stackexchange.com/a/79114 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 to predict in delta-gamma hedging?
External answer — Quantitative Finance Stack Exchange Author: KaiSqDist Original post: https://quant.stackexchange.com/a/79070 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- Interpolation of term structure of implied volatility
External answer — Quantitative Finance Stack Exchange Author: KaiSqDist Original post: https://quant.stackexchange.com/a/79050 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …