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Is MATLAB-generated Code Good Enough for Use in Live Trading?

Covariance for Arbitrarily Large Portfolios

For a Interdays Trading Backtest System, Should I Put Day Open, Close, High, Low, Volume Separately into Array?

Is F# Used in Trading Systems?

Fastest Solver Possible for Portfolio Optimization

What Is a Good Broker for HFT?

Treasury Bond Yield Curves in R

GJR-GARCH Model In R

Library of Basic Indicators

Using Quantlib Function in My C++ Program