1. Automated trading based on visually identified trend lines
  2. Why there is a Deviation on my RSI indicator in comparison from one of the other Trading Markets

  3. Trouble calculating the Dow Jones Industrial Average
  4. How to get Financial Information of Stocks in R
  5. Heston parameter estimation using maximum likelihood
  6. Getting data of sub-sector indexes of an S&P 500 index sector using QuantMod in R
  7. Backtest with rolling volatility in R

  8. Collect all stock returns in one single matrix using quantmod in R
  9. Modelling interest rate

  10. Calculating Discount Margin on a floating rate bond using QuantLib
  11. How to backtest strategy in portfolio of stocks using SIT R?
  12. ARMA+GARCH prediction with package rugarch (R)
  13. time step choice impact in Vasicek model simulations
  14. How to download bloomberg intraday data efficiently with API

  15. Implementation of one-factor Hull-White short interest rate model
  16. How to programmatically find hump like candle series?

  17. Can you give some codes (matlab or R)of the affine jump-Diffusion Stochastic Volatility (SVCJ ) parameter estimation by option data

  18. Fitting an explicit copula in R
  19. Trader Workstation on Ubuntu cannot be connected to via the API

  20. API for fundementals for NSE and BSE

  21. PortfolioAnalytics: What is the training_period and rolling_window "type" in optimize.portfolio.rebalancing?

  22. SVCJ (SVJJ) Duffie et. al Model implementation in Matlab
  23. How to debug Example_1 of the Open Risk Engine (ORE) library?

  24. VAR-aDCC full ARCH and GARCH parameter matrices in R

  25. How to get list of all symbols in fred database?

  26. Issue with OLS Regression for Nelson Siegel Svensson parameters

  27. Please advice free Java library for classical timeseries forecastiong

  28. Volatility Forecasting of VIX

  29. EGARCH fitting in R

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

  31. Portfolio Optmization With Risk Aversion Parameter R
  32. talib.ATR or other ATR calculation
  33. Initial values for Heston Model calibration
  34. How to simulate a path through its solution and conditional expectation / variance
  35. Unlabelled mid-price stock data
  36. R script for Leasts Square Monte Carlo. How to explain vol and mean?
  37. Javascript calculating IRR using Newton method
  38. Coding Forecast using Sarima in Matlab

  39. Calculating log returns using R

  40. PortfolioAnalytics R package - Error with the function "create.EfficientFrontier"
  41. bds with field in R returning error
  42. Open Source library for calculating exposures?

  43. Combining Quantitative data with fundamental data

  44. how to obtain longer than ~650 ticks of historical data on Google Finance?
  45. Cause of difference in theoretical vs observed value of a (call) option under the Black-Scholes model?
  46. Rest API to retrieve ISIN

  47. Symbols for DAX from Alpha Vantage

  48. Estimate intraday trading and $ volume

  49. Portfolio Optimization using Parametric Portfolio Policy Method in MATLAB

  50. Dividing H in the Hurst power law function to get the Hurst exponent?

  51. Quasi Monte Carlo method and Heston model

  52. How to build an execution trading system with CQG API?
  53. Calibration of Heston version of CIR
  54. What is the best/most reliable trading brokerage for data and trading via API in R?

  55. Creating a portfolio in R : good practices
  56. How to compute modified-CVaR in the PerformanceAnalytics package?

  57. What would be a concise way to understand Dynamic Conditional Correlation
  58. Determining Hurst exponent of a Brownian motion

  59. Calculating intraday returns from imperfect data in R

  60. Choosing the DoF for a t-copula when copulafit doesn't work
  61. 3rd party API like IBPy for Interactive Brokers python API?
  62. Pricing a double barrier option using Monte Carlo (C++ & Python code included)

  63. How to detect stock split in price data using adjusted close price
  64. Using the n-ahead function in R?
  65. Methods to generate multiple yield curves

  66. What's a good book to learn computational finance topics?

  67. How can I do a dynamic GARCH model using extended Kalman filter in R?

  68. How to sample from a copula in matlab

  69. calculating greeks using binomial tree c++ quantlib

  70. Google Finance on MATLAB

  71. using database to scan trading signals as fast as possible
  72. Is F# used in trading systems?

  73. bloomberg api: how to handle the max 1000 requests limit

  74. Constructing a portfolio of stocks in Matlab with a specific constraint on weights

  75. Seeking data source for index constituents and changes

  76. Tools/R-code to create gain/loss-asymmetry plots

  77. Place to get free live Forex quotes via API?
  78. Trying to replicate the Beta of Yahoo in R but am getting an answer that is way off

  79. Market Profiling open source packages or tools

  80. Force Index EMA calculation for stock indicator

  81. What is the difference between the Interactive Brokers demo account and a personal paper trader account?

  82. Calculate day-to-day change in value of open position

  83. How to find a probability of VIX moving from one price to another
  84. R code for Ornstein-Uhlenbeck process

  85. How to plot efficient frontiers per time period in one graph in R (or Excel or Matlab)?
  86. (C++) Monte Carlo pricer for SABR model to test Hagan / Paulot formulas
  87. Are CUSIP case sensitive
  88. Are ISIN case sensitive?

  89. Simple Compounding vs Continuous Compounding in return series

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

  91. How to add controls (regressors) to GARCH model in R?

  92. Interact with FX Connect
  93. R Calculate future price range and plot the result
  94. Modified duration and convexity of a bond in R
  95. Sharpe Ratio of ETFs in R
  96. How to construct stock portfolios in R

  97. R Mean Reversion Estimate on Funds

  98. Getting monthly return using quantmod, if input ticker is a variable

  99. Drawdown PnL results

  100. Histogram on R Studio