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| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 1 year, 8 months |
| seen | 2 days ago | |
| stats | profile views | 167 |
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Oct 29 |
awarded | Suffrage |
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Oct 29 |
comment |
Empirical or theoretical quant insights that have shaped your thinking? +1. “There is beta you understand and there is beta you do not understand.”. Reminds me of a quote from one of his papers: "Exotic betas are my alpha". |
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Oct 29 |
comment |
Probability distributions in quantitative finance @Shane, I agree it is border line off topic as phrased. But many questions of the "most popular" kind turned out to be really good wikis on SO/SE sites, no? |
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Oct 29 |
revised |
How are limit orders selected from the order book? added blurb on NBBO |
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Oct 29 |
comment |
Probability distributions in quantitative finance Why close? If anything it could be community wiki. |
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Oct 29 |
revised |
How are limit orders selected from the order book? added 217 characters in body |
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Oct 29 |
answered | How are limit orders selected from the order book? |
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Oct 29 |
awarded | Nice Answer |
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Oct 29 |
comment |
How to annualize Sharpe Ratio? How about some Latex? ;) |
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Oct 28 |
revised |
How to annualize Sharpe Ratio? edited body |
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Oct 27 |
comment |
How to cluster stocks and construct an affinity matrix? @Alchemist: you can't down vote comments, but you can flag them. See the FAQ. |
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Oct 27 |
comment |
How to normalize Futures data(different leverage) for cointegration test? A "normalization" can be a useful nonlinear transformation quite different from differencing (which should be generally avoided, as you suggest - unless one is dealing with higher order cointegration). |
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Oct 27 |
answered | How to annualize Sharpe Ratio? |
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Oct 27 |
revised |
What strategy would benefit most from having the fastest connection to the exchange? fixed link |
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Oct 27 |
comment |
What strategy would benefit most from having the fastest connection to the exchange? It isn't an established terminology. The gist of the idea is in "negative spreads". In this answer on quant.SE there is a link to a great animation of the LOB. Somewhere there you can see that at times in the consolidated LOB spreads are negative. |
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Oct 27 |
answered | What strategy would benefit most from having the fastest connection to the exchange? |
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Oct 24 |
comment |
Is there a quantitative finance ranking system for universities? Andy, thanks for fixing that. It is obvious to me, but most people don't check profiles. Also, from the FAQ: Be careful, because the community frowns on overt self-promotion and tends to vote it down and flag it as spam. Post good, relevant answers, and if some (but not all) happen to be about your product or website, so be it. However, you must disclose your affiliation in your answers. |
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Oct 24 |
comment |
Is there a quantitative finance ranking system for universities? Andy, since you run quantnet, you should put a disclaimer in your answer. |
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Oct 21 |
revised |
What are the typical “realized latencies” across different products and infrastructures? Added picture and answer format |
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Oct 20 |
awarded | Critic |
