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Top Questions
8
votes
Calculating VaR/CVaR on high frequency data and returns
risk
var
asked Jan 31, 2013 at 6:18
quant.stackexchange.com
5
votes
How do you estimate the capacity of a strategy from historical data?
backtesting
automated-trading
historical
asked Jan 25, 2013 at 19:40
quant.stackexchange.com
Top Answers
35
Building Financial Data Time Series Database from scratch
quant.stackexchange.com
21
How do firms make money from "flow trading"?
quant.stackexchange.com
20
Do quants need to know Accounting?
quant.stackexchange.com
16
Kelly criterion and Sharpe ratio
quant.stackexchange.com
16
Cheatsheet/summary of financial laws and regulations
quant.stackexchange.com
15
Quantitative Math required for Market-making?
quant.stackexchange.com
15
Performance of Open Source Time Series Database for Financial Market Data
quant.stackexchange.com
13
HFT to blame for Flash Crashes?
quant.stackexchange.com
12
What is Advent Software's Geneva?
quant.stackexchange.com
11
Build a customizable trading engine in python
quant.stackexchange.com
11
The future language of quant programming?
quant.stackexchange.com
11
Quantitative Finance Programming Language
quant.stackexchange.com
11
How to calculate Sharpe Ratio from $ returns?
quant.stackexchange.com
10
Why does algorithmic trading account for a significantly higher percentage of trades in the USA than in Europe or Asia?
quant.stackexchange.com
9
Why do institutions backtest?
quant.stackexchange.com
8
Algorithm to detect the aggressor side of a trade
quant.stackexchange.com
8
Practical challenges in storing and managing market data
quant.stackexchange.com
7
Best way to store hourly/daily options data for research purposes
quant.stackexchange.com
7
Which features to include in an algorithmic trading dashboard?
quant.stackexchange.com
7
What is the reasoning behind 'terminal time' in market making literature?
quant.stackexchange.com
6
Do people actually use VaR in professional settings?
quant.stackexchange.com
6
Book recommendation: math toolkit for quantitative finance and statistics
quant.stackexchange.com
6
What are some quantitative trading strategies used by high-frequency trading companies to make a killing on a market crash day on 24Aug2015?
quant.stackexchange.com
6
Why isn't it appropriate to use correlation between prices in a pairs trade strategy?
quant.stackexchange.com
6
Group name for currencies, equities and other financial products
quant.stackexchange.com
5
What are the unfair order execution/routing advantages HFT firms apparently have?
quant.stackexchange.com
5
How do exchanges make money?
quant.stackexchange.com
5
Step by Step Guide to Learn Quantitative Finance
quant.stackexchange.com
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