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seen Nov 29 at 17:58

Feb
5
reviewed No Action Needed NYSE binary data, convert to ASCII
Feb
5
reviewed Reviewed What's the algorithm behind Excel's ACCRINT?
Feb
5
reviewed Reviewed What are the options for a mathematician to break into QF without working for a fund?
Feb
5
reviewed Excellent price of a “Cash-or-nothing binary call option”
Feb
5
reviewed Satisfactory Understanding Passive Rebate Arbitrage
Feb
5
reviewed Needs Improvement what is the implied volatility on a basket of options
Feb
5
awarded  Custodian
Feb
5
reviewed Needs Improvement Limits analysis
Feb
5
reviewed Excellent Determining portfolio risk return in R given historical data for individual holdings?
Feb
5
reviewed Needs Improvement Most natural generalization of covariance/correlation to model dependence of extreme events
Feb
5
reviewed Satisfactory How to attribute income that incurs a double liability in a P&L?
Feb
5
reviewed Needs Improvement Why might a manager consider using an interest-rate in which the notional principal amount declines over time?
Feb
5
reviewed Satisfactory Basket option pricing: step by step tutorial for beginners
Feb
5
comment Testing for stationarity in large sample sizes
All you need is to spend more time getting familiar with the definition of stationary process with some examples and counterexamples. It is standard material in any time series analysis book.
Feb
5
comment Testing for stationarity in large sample sizes
On splitted data the tests will not reject the hypothesis, as long as the sample size is not too small.
Feb
5
revised Testing for stationarity in large sample sizes
deleted 5 characters in body
Feb
4
answered Testing for stationarity in large sample sizes
Feb
4
revised Testing for stationarity in large sample sizes
edited title
Feb
2
comment How do you estimate the capacity of a strategy from historical data?
+1, good question. Can you expand on why standard market impact modeling (such as that described here) is not adequate? It seems to me that the modeling tools would be the same, and what would change is instead the maximization problem implied by the strategy (in contrast with the simpler "execute a large block").
Jan
3
revised How can I go about applying machine learning algorithms to stock markets?
fixed typos