Trading Systems
Forum Directory
Broker Discussion
Community broker experiences; claims are not verified data.
109 Threads 132 Replies Explore brokers
Community / Latest Discussions
Explore trading, quantitative research and market technology discussions. Read questions and their collected replies here.
- 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
Forums / Last Replied
Ranking
Latest visible contribution in each thread.
Settings
- How to deal with different amounts of data every day?
External answer — Data Science Stack Exchange Author: alexmolas Original post: https://datascience.stackexchange.com/a/111744 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. O…
- Complete formula for calculating forex pip value for XAUUSD with account funded in euros
External answer — Quantitative Finance Stack Exchange Author: babelproofreader Original post: https://quant.stackexchange.com/a/71119 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses rem…
- experience replay memory: saving the next state required when state does not depend on action?
External answer — Data Science Stack Exchange Author: Mandias Original post: https://datascience.stackexchange.com/a/110870 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…
- Finding optimal option to maximise gains under given price hypothesis
External answer — Quantitative Finance Stack Exchange Author: Kermittfrog Original post: https://quant.stackexchange.com/a/70807 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 to pad real-valued sequences
External answer — Data Science Stack Exchange Author: Aramakus Original post: https://datascience.stackexchange.com/a/110640 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…
- Interactive Brokers: Is Flex Web Service with Paper Account possible?
External answer — Quantitative Finance Stack Exchange Author: Mikkel Original post: https://quant.stackexchange.com/a/70694 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 a…
- How to prove with put-call parity: return multiplier ratio of ILCD (index linked certificate deposit ) < 1
External answer — Quantitative Finance Stack Exchange Author: jimy Original post: https://quant.stackexchange.com/a/70674 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Sinc…
- Realized GARCH estimation problem
External answer — Cross Validated Stack Exchange Author: Stefan Original post: https://stats.stackexchange.com/a/572915 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 had …
- How to calculate steady/incremental growth?
External answer — Data Science Stack Exchange Author: Nate Original post: https://datascience.stackexchange.com/a/109836 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 co…
- How do I deal with non-IID data in gradient boosted random forest (for stock market)?
External answer — Data Science Stack Exchange Author: Brian Spiering Original post: https://datascience.stackexchange.com/a/109829 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remove…
- Estimation of unknown vector's amplitude with Gaussian noise
External answer — Cross Validated Stack Exchange Author: Robert Bassett Original post: https://stats.stackexchange.com/a/567750 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- Do we need to define model everytime we need to train data in LSTM?
External answer — Data Science Stack Exchange Author: Uday Original post: https://datascience.stackexchange.com/a/108871 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 you…
- Simulating Multiple Time Series with Relationships
External answer — Cross Validated Stack Exchange Author: Hans-Peter Schrei Original post: https://stats.stackexchange.com/a/565361 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remove…
- The LTSM does not predict Apple Stock Close column well
External answer — Data Science Stack Exchange Author: reza karbasi Original post: https://datascience.stackexchange.com/a/108378 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 model should I use to predict a time series like this?
External answer — Data Science Stack Exchange Author: sw52099 Original post: https://datascience.stackexchange.com/a/107346 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…
- Estimating distribution of rate of return
External answer — Quantitative Finance Stack Exchange Author: Deno Original post: https://quant.stackexchange.com/a/69499 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 yo…
- Rare Events in Normal Multivariate distributions
External answer — Quantitative Finance Stack Exchange Author: Dave Original post: https://quant.stackexchange.com/a/69309 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 yo…
- Place to get free live Forex quotes via API?
External answer — Quantitative Finance Stack Exchange Author: silverdr Original post: https://quant.stackexchange.com/a/69262 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. H…
- Random Forest Regression Analysis - Comprehension problem
External answer — Data Science Stack Exchange Author: PlatinumMaths Original post: https://datascience.stackexchange.com/a/104720 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed…
- Usefulness of simultaneously buying triangular and multiple arbitrages on the Forex
External answer — Quantitative Finance Stack Exchange Author: Jordan Original post: https://quant.stackexchange.com/a/68907 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 k…
- Are there any standards for the precision of stocks prices, amount of stocks etc.?
External answer — Quantitative Finance Stack Exchange Author: Christo Original post: https://quant.stackexchange.com/a/68375 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 …
- What kind of return can an average algorithmic trading firm achieve today?
External answer — Quantitative Finance Stack Exchange Author: Charlie Original post: https://quant.stackexchange.com/a/68316 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…
- Fitting a LSTM for stock price prediction using industry sector data
External answer — Cross Validated Stack Exchange Author: Adam Kells Original post: https://stats.stackexchange.com/a/544502 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…
- Can I apply different hyper-parameters for different sliding time windows?
External answer — Data Science Stack Exchange Author: Brian Spiering Original post: https://datascience.stackexchange.com/a/101796 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses remove…
- Additive vs Multiplicative model in Time Series Data
External answer — Data Science Stack Exchange Author: Iqbal Ahmad Original post: https://datascience.stackexchange.com/a/101722 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 Strategy to Interact with IB API
External answer — Quantitative Finance Stack Exchange Author: Charles M Dwight Original post: https://quant.stackexchange.com/a/66673 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses re…
- What optimization algorithms are best at traversing complicated geometries, and what trade-offs exist between different algorithms?
External answer — Cross Validated Stack Exchange Author: Sycorax Original post: https://stats.stackexchange.com/a/541396 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 co…
- Triangle Pattern Recognition on Financial Market with Python
External answer — Data Science Stack Exchange Author: reza karbasi Original post: https://datascience.stackexchange.com/a/100304 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed…
- Interpreting an Order Book (example Kraken.com)
External answer — Quantitative Finance Stack Exchange Author: Bob Jansen Original post: https://quant.stackexchange.com/a/66480 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. …
- Comparing RMSEs of multiple test sets having different sizes
External answer — Data Science Stack Exchange Author: Jayaram Iyer Original post: https://datascience.stackexchange.com/a/100066 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed.…