meta user
network profile
| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 1 year, 7 months |
| seen | May 15 at 16:05 | |
| stats | profile views | 166 |
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Nov 18 |
answered | Why is random trading minus transaction costs not zero expected value? |
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Nov 16 |
revised |
Does mean reverting imply mean stationary? edited body |
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Nov 16 |
answered | Does mean reverting imply mean stationary? |
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Nov 16 |
comment |
Does mean reverting imply mean stationary? Mean stationary means that $E(x_t) = E(x_s)$ for all $s$ and $t$. |
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Nov 12 |
comment |
Measuring liquidity Exactly, lack of consensus. |
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Nov 12 |
comment |
Measuring liquidity It sure makes for an interesting read. As to referring to highly respected (which they are) to hint at correct and valuable, you lost me at the 'hi'(gly). Here is a differing viewpoint. |
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Nov 7 |
comment |
Measuring liquidity I'd be cautious about trusting VPIN. There is nothing like a consensus on its validity or robustness. |
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Nov 2 |
reviewed | Approve suggested edit on Coin Toss System |
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Nov 1 |
reviewed | Approve suggested edit on Why do low standard deviation stocks tend to have superior future returns? |
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Oct 30 |
comment |
Sources of Machine Readable News @pyCthon, yep, most answers to the questions on this site can be found on through google or google-scholar. But a good answer doesn't require you to sift through all that info. |
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Oct 29 |
reviewed | Reviewed Sources of Machine Readable News |
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Oct 29 |
comment |
Sources of Machine Readable News Examples of such companies? |
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Oct 29 |
reviewed | Reviewed Using alpha to evaluate trading strategy |
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Oct 29 |
comment |
Using alpha to evaluate trading strategy Whether is matters or not depends on what question are you interested in answering using this model. |
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Oct 29 |
reviewed | Reviewed Probability Density of Returns of Bonus Certificates |
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Oct 29 |
reviewed | Reviewed Why does the minimum variance portfolio provide good returns? |
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Oct 29 |
reviewed | Reviewed Volatility models using Rugarch |
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Oct 29 |
answered | Volatility models using Rugarch |
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Oct 29 |
reviewed | Reviewed forward- and backward adjusting stockprices |
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Oct 29 |
comment |
forward- and backward adjusting stockprices Maybe you should try do describe an example in full detail. In doing so, edit your own question instead of adding a comment. |
