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visits member for 3 years, 2 months
seen Nov 29 at 17:58

Dec
12
reviewed Reviewed Combining Mulitple Forecasts? Budged Constraints?
Dec
12
reviewed Reviewed hedging two bonds in different currencies with FX forward
Dec
10
reviewed Approve Option pricing before Black-Scholes
Dec
10
reviewed Approve Option pricing before Black-Scholes
Nov
28
answered Treasury Bond Yield Curves in R
Nov
26
comment How do I estimate the parameters of an MA(q) process?
In my opinion, it is too elementary to be on topic. Every textbook on time series analysis covers this.
Nov
18
answered Why is random trading minus transaction costs not zero expected value?
Nov
16
revised Does mean reverting imply mean stationary?
edited body
Nov
16
answered Does mean reverting imply mean stationary?
Nov
16
comment Does mean reverting imply mean stationary?
Mean stationary means that $E(x_t) = E(x_s)$ for all $s$ and $t$.
Nov
12
comment Measuring liquidity
Exactly, lack of consensus.
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.
Nov
7
comment Measuring liquidity
I'd be cautious about trusting VPIN. There is nothing like a consensus on its validity or robustness.
Nov
2
reviewed Approve Coin Toss System
Nov
1
reviewed Approve Why do low standard deviation stocks tend to have superior future returns?
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.
Oct
29
reviewed Reviewed Sources of Machine Readable News
Oct
29
comment Sources of Machine Readable News
Examples of such companies?
Oct
29
reviewed Reviewed Using alpha to evaluate trading strategy
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.