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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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- Predictive Forecast (Close, 14)
External answer — Quantitative Finance Stack Exchange Author: KaiSqDist Original post: https://quant.stackexchange.com/a/79007 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- Market-Making stocks with random inventory exposure
External answer — Quantitative Finance Stack Exchange Author: acenturyandabit Original post: https://quant.stackexchange.com/a/78813 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remo…
- Using boxplots of previous day’s percentage change in S&P index to predict today's return based on yesterday's movement
External answer — Data Science Stack Exchange Author: Oxbowerce Original post: https://datascience.stackexchange.com/a/128299 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…
- Why does precision decrease with inceasing threshold?
External answer — Data Science Stack Exchange Author: RegressIt Original post: https://datascience.stackexchange.com/a/128027 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 fast is the forex market regenerated?
External answer — Quantitative Finance Stack Exchange Author: AlexVI Original post: https://quant.stackexchange.com/a/78253 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. let…
- Literature on hedging contract for difference (CFDs)
External answer — Quantitative Finance Stack Exchange Author: AlRacoon Original post: https://quant.stackexchange.com/a/78240 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. C…
- Sale Forecasting Problem -- Is it legit to use inventory level as a feature?
External answer — Data Science Stack Exchange Author: J_H Original post: https://datascience.stackexchange.com/a/126694 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Yes, it…
- Synchrony vs Similarity in time series data
External answer — Data Science Stack Exchange Author: Ggjj11 Original post: https://datascience.stackexchange.com/a/126481 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Sync…
- Leakage and bias in XGBoost trading strategy
External answer — Quantitative Finance Stack Exchange Author: mr mr Original post: https://quant.stackexchange.com/a/77965 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. You …
- What is the meaning of Beta of an individual asset in relation to a portfolio, not the market?
External answer — Quantitative Finance Stack Exchange Author: AKdemy Original post: https://quant.stackexchange.com/a/77926 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Not…
- Calculting Strike from Delta on an FX Risk Reversal Component
External answer — Quantitative Finance Stack Exchange Author: AKdemy Original post: https://quant.stackexchange.com/a/77802 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 t…
- Hedging exotic options
External answer — Quantitative Finance Stack Exchange Author: THATS MY QUANT MY QUANTITATIVE Original post: https://quant.stackexchange.com/a/77753 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email…
- Stock Price Prediction Using Random Forests (R-squared problem)
External answer — Data Science Stack Exchange Author: Michael Grogan Original post: https://datascience.stackexchange.com/a/126078 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remove…
- Is it better to use a MinMax or a Log Return normalization to predict stock price movements?
External answer — Data Science Stack Exchange Author: Georg M. Goerg Original post: https://datascience.stackexchange.com/a/124266 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remove…
- Value at Risk for Portfolio of Futures
External answer — Quantitative Finance Stack Exchange Author: SuavestArt Original post: https://quant.stackexchange.com/a/77101 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 it makes sense to train the model on whole data?
External answer — Data Science Stack Exchange Author: fswings Original post: https://datascience.stackexchange.com/a/123543 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Abs…
- Uncertain Volatility Model - Option Pricing R code help
External answer — Quantitative Finance Stack Exchange Author: Alex D Original post: https://quant.stackexchange.com/a/76530 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Loo…
- Reconstructing the CRR model knowing put and call prices
External answer — Quantitative Finance Stack Exchange Author: Ledog Original post: https://quant.stackexchange.com/a/76475 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 su…
- Separating Forex Instruments
External answer — Quantitative Finance Stack Exchange Author: babelproofreader Original post: https://quant.stackexchange.com/a/76408 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses rem…
- Prediction intervals and bias-variance tradeoff
External answer — Cross Validated Stack Exchange Author: Sextus Empiricus Original post: https://stats.stackexchange.com/a/624195 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed…
- Measuring Portfolio Volatility when Risk-Off
External answer — Cross Validated Stack Exchange Author: Dave Original post: https://stats.stackexchange.com/a/622471 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. You get z…
- Credit loss data (discounted)
External answer — Quantitative Finance Stack Exchange Author: user68318 Original post: https://quant.stackexchange.com/a/76234 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 should I approach generating recommendations for fish stock management?
External answer — Data Science Stack Exchange Author: lpounng Original post: https://datascience.stackexchange.com/a/122739 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…
- Which preprocessing is the correct way to forecast time-series data using LSTM?
External answer — Data Science Stack Exchange Author: Nicolas Martin Original post: https://datascience.stackexchange.com/a/122025 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remove…
- Questions on reproducibility of TimeGAN results
External answer — Data Science Stack Exchange Author: Robin van Hoorn Original post: https://datascience.stackexchange.com/a/121531 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remov…
- 2 basic doubts on time series
External answer — Data Science Stack Exchange Author: m13op22 Original post: https://datascience.stackexchange.com/a/121434 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Reg…
- How to pass time series data to SARIMA, ARIMA, SARIMAX, etc
External answer — Data Science Stack Exchange Author: brewmaster321 Original post: https://datascience.stackexchange.com/a/121417 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed…
- Days to settlement for US corporate bonds
External answer — Quantitative Finance Stack Exchange Author: Sharad Original post: https://quant.stackexchange.com/a/75442 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Not…
- Is there a commonly accepted way to leverage the granularity of high frequency data while working within the constraints of lower frequencies?
External answer — Quantitative Finance Stack Exchange Author: autoencoder Original post: https://quant.stackexchange.com/a/75369 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed.…
- Remove Seasonality before applying SARIMA model on weekly data?
External answer — Data Science Stack Exchange Author: pigsalaciarat Original post: https://datascience.stackexchange.com/a/121040 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed…