Quantitative Finance Stack Exchange
Quantitative Finance Stack Exchange

Questions tagged [trading]

Attempting to profit from short-term fluctuations in a security's price as opposed to investing in the security for use or income.

487 questions
44
votes
15 answers

What open source trading platform are available

I would like to compile a list of open source trading platforms. Something that would give an overview and comparison of different architectures and approaches.
Datageek
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17
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5 answers

What is the point of mental arithmetic tests?

For example, in this post, it is asked where one can practice for trader's mental math tests. I can understand why as a trader you'd practice mental health test, but, in this day and age, can someone please explain to me what the use is of being…
Frido
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14
votes
3 answers

Deciding how many trades to make

I recently sat a technical interview with a prop trading and market making firm. I didn't pass the interview, and I was wondering about answering one of the questions they asked me. So the interviewer had a deck of cards and said that each card is…
IAlreadyHaveAKey
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13
votes
8 answers

Does anyone know of an equivalent to trader test?

I've been looking at forums that provide links to prep for trading interviews and TraderTest.org always pops up however, the website is down. Does anyone know what happened to the website or what are alternatives? I don't just want the mental math…
user130306
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10
votes
2 answers

Trading interview gambling question

You're invited to a one-on-one coin-flip gambling game. Your opponent has 1 million USD on hand (the max you can bet is 1 million USD). The payouts for flipping heads and tails are as follows: Tails: You win 2x your bet. Heads: You lose your entire…
Jojo
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9
votes
8 answers

Alternative to tradertest.org for mental math practice

The most recommended resource for preparation for Optiver's math test is tradertest.org. But the website is down. What are the closest alternatives to it? Although this question has been asked on this forum before the answers were unsatisfactory…
Shreyans
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8
votes
1 answer

Are special condition identifiers (e.g. AIG+) standardized?

Suffixes indicating class, preferred, new, etc., are well defined for NASDAQ and NYSE, but I can't find anything documenting the meanings of the trailing punctuation. For example, here's some that I saw in today's feed from…
Kevin Peterson
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3
votes
2 answers

What is the difference between "disposition effect" and "contrarian trading strategy"?

It is not a good comparison when I compare an effect and a trading strategy. However, I see the meaning fo these two concepts are quite similar. Disposition effect is that "the tendency of investors to sell assets that have increased in value, while…
Phil Nguyen
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3
votes
2 answers

Which Pivot Point Algorithm Does TradingView Use?

TradingView has an indicator in their standard/built-in library called "Pivot Points High Low." When combined with Renko, it gives a really clean signal and I'd like to use it in code. The problem is, this indicator wasn't coded in Pine script.…
xendi
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3
votes
1 answer

Analyzing an incomplete set of trades

Say I have access to logs of all trades executed on an ECN with the price maker and taker named. These traders are only executing some of their flow on this ECN (anywhere from 5%-80% of their volume). I do not have any information about their trades…
user2303
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2
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0 answers

Soft question - To a mathematician, can someone please explain quantitative trading?

I'm sorry if this question is too vague or too simple. I'm actually finishing my masters in Pure Mathematics this year and I was looking into the field of quantitative trading. I am pursuing my PhD in Pure Mathematics first, however my boyfriend is…
user477465
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1
vote
2 answers

Calculating win-ratio

I want to quantify the performance of a trader and as I see in the books, there's a performance measurement called win ratio for this. In a book, it is defined as: Win ratio explains what portion of the trades, trading days or trading months…
xyzt
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1
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3 answers

Is there any way to get a list of all trades that took place for a stock?

Let's say there's a sample stock, XYZ, that trades on NYSE (or maybe NASDAQ). I can look at the historical data for it (from any number of websites) to see its volume and OHLC data for any given time period, down to the individual minute. But what…
dirtside
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1
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0 answers

Finding the selling price of FTR (energy trading)

I have been reading the forum here for a while but this is my first question. I am trying to figure out (for an assignment) the price some FTRs (Financial Transmission Rights) were sold. Here is an example of the data I have. I am supposed to figure…
David
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1 answer

Market Making in Long Only Dealer Markets/Odd Lots

How do you adjust market making models from the equity space to the dealer space. For example, a bond dealer that cannot go short to make a market will naturally have a different quoting mechanism than a two sided equity market maker. How do you…
Kch
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