Ryogi

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1,817 reputation

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visits	member for	1 year, 7 months
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28 Answers

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16	How to annualize Sharpe Ratio?
15	How are limit orders selected from the order book?
14	From a high frequency point of view, with a price prediction and assuming infinite leverage, how do you determine optimal trade size?
10	How does one measure the effect of latency on potential returns?
7	What exactly is meant by “microstructure noise”?

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1,817 Reputation

+45	Using variance ratios to test for mean reversion
+10	How to annualize Sharpe Ratio?
+10	Why is random trading minus transaction costs not zero expected value?
+10	Testing for stationarity in large sample sizes

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2 Questions

votes activity newest

7	What are the typical “realized latencies” across different products and infrastructures?
5	what are the most common explanations of the January effect?

48 Tags

39 quant-trading-strategies × 5	15 time-series × 6
30 sharpe-ratio × 3	15 latency × 3
27 equities × 5	15 limit-order-book
26 high-frequency × 3	14 automated-trading × 3
24 research × 5	14 modeling

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	English Language & Usage	124 rep	3
	Cross Validated	111 rep	3

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