programming

  1. talib.ATR or other ATR calculation

  2. Getting data of sub-sector indexes of an S&P 500 index sector using QuantMod in R

  3. IS there a service to create bank accounts via API?

  4. Market Profiling open source packages or tools
  5. Force Index EMA calculation for stock indicator
  6. What is the difference between the Interactive Brokers demo account and a personal paper trader account?

  7. Calculate day-to-day change in value of open position
  8. How to backtest strategy in portfolio of stocks using SIT R?

  9. How to find a probability of VIX moving from one price to another
  10. ARMA+GARCH prediction with package rugarch (R)

  11. Volatility Forecasting of VIX
  12. time step choice impact in Vasicek model simulations

  13. R code for Ornstein-Uhlenbeck process
  14. Implementation of one-factor Hull-White short interest rate model

  15. How to plot efficient frontiers per time period in one graph in R (or Excel or Matlab)?

  16. Data source for Ubuntu server running Rstudio

  17. Trader Workstation on Ubuntu cannot be connected to via the API

  18. (C++) Monte Carlo pricer for SABR model to test Hagan / Paulot formulas
  19. Are CUSIP case sensitive
  20. Are ISIN case sensitive?

  21. Simple Compounding vs Continuous Compounding in return series

  22. When people say that C++ is overly complicated, does that also hold for its application in Quant finance?

  23. VAR-aDCC full ARCH and GARCH parameter matrices in R
  24. How to add controls (regressors) to GARCH model in R?

  25. Interact with FX Connect

  26. R Calculate future price range and plot the result
  27. Issue with OLS Regression for Nelson Siegel Svensson parameters

  28. Modified duration and convexity of a bond in R

  29. Sharpe Ratio of ETFs in R
  30. EGARCH fitting in R

  31. How to perform batch-trading using Interactive Broker API?

  32. How to construct stock portfolios in R

  33. R Mean Reversion Estimate on Funds
  34. Getting monthly return using quantmod, if input ticker is a variable

  35. Drawdown PnL results

  36. Histogram on R Studio

  37. Vasicek yield curve
  38. optimize.portfolio.rebalancing for R package PortfolioAnalytics version 1.0.3636
  39. Types of programming languages used for optimization in finance

  40. R RSI Calculation (TTR package)

  41. how do I loop through all the stocks with quantmod and ttr?

  42. Does Yahoo/Google no longer support web-scraping of FOREX data?

  43. Refer some most recent books of derivatives pricing by C++
  44. Should I interpolate before or after to find option price using Vanna-Volga method?

  45. ARMA-GARCH Forecasting
  46. Portfolio Optimization using Parametric Portfolio Policy Method in MATLAB

  47. Loading HF stock data into excel

  48. What is the best solution to use QuantLib within Excel?

  49. Calculate Annualized Return / Annualized Sharpe From Portfolio
  50. What is the best alternative of Quantlib library

  51. Probability integral transforms of risk-neutral densities
  52. VaR : Student-t GARCH

  53. Long Term investment in leveraged ETFs not necessarily bad?

  54. Projecting a Thiele differential equation with Black Scholes returns

  55. quantstrat for backtesting vs. writing one's own code in R

  56. Technical approach to Key Rate Duration Hedging
  57. Setting up the cash flow for each bond in R

  58. Maximal Diversified Portfolios out of Time Series in R
  59. Data sources to get past news articles
  60. Downloading S&P historical data from Google
  61. Making an IB contract: Directory for IBpY exchanges and commodity codes?

  62. Calculating the Single Month Mortality Rate with late/Missed payments

  63. GARCH(1,1) good fit found, how to predict one day volatility ahead?

  64. Starting values for constrOptim() in R
  65. GJR-GARCH Model In R

  66. Imposing Restrictions on Cointegrating Vectors, R example

  67. Mark Joshi Quantitative finance numerical techiniques, writting an algorithm that produces a random variable

  68. Estimating parameters of the Cox-Ingersoll-Ross model using CLS in R

  69. Goodness of fit of NIG distribution in R
  70. Which library shall I use for time series analysis in Java?
  71. How to calculate mean reversion values for Hull White tree calibration on MATLAB?
  72. Calculating the ideal initial capital value to optimize a growth model

  73. Obtaining intra-day values of the EUR-USD exchange
  74. Tools in R for estimating time-varying copulas?
  75. Choosing broker to run with Zipline

  76. Portfolio optimisation - Non brute force solutions to optimisation problems

  77. How to find coefficient that will minimize the distance between few times series
  78. Generating random yields
  79. Why is this utility function not picking up its penalty?

  80. Is there any thing out there as a substitute for KDB?

  81. Optimizing in Matlab to receive multivariate maximum likelihood solution

  82. Importance Sampling for Least Square Monte Carlo

  83. Mark Joshi Chapter 5 Problem 9

  84. How to derive the implied probability distribution from B-S volatilities?
  85. Testing whether a process is a Wiener process
  86. Counterintuitive time varying Beta with Kalman filter
  87. QuantLib: Black / BSM processes and pricing via volatility surface. Different results?

  88. Calculating the VaR from a GARCH(1,1) with Student-t innovations

  89. Portfolio risk budgeting using CVaR function from PerformanceAnalytics in R

  90. API to perform queries on stocks and financial derivatives

  91. MATLAB exercise on an European call option with time-varying volatility
  92. Poker and Options Trading
  93. R fGARCH fitted Values

  94. How can I export intraday stock data into CSV from Interactive Broker or Yahoo Finance?
  95. How can I fix both the open and close data using quantmod's periodReturns?

  96. Forecasting monthly realized volatility using ugarchroll
  97. API for option contract tickers

  98. Realtime Exchange Rate Data API
  99. Place to get free live Forex quotes via API?