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visits member for 2 years, 9 months
seen Jul 18 at 6:27

Oct
13
answered Physical Option Implied Distribuition
Aug
27
asked What are modern algorithms for trade classification?
Apr
5
answered Using variance ratios to test for mean reversion
Feb
4
answered Testing for stationarity in large sample sizes
Nov
28
answered Treasury Bond Yield Curves in R
Nov
18
answered Why is random trading minus transaction costs not zero expected value?
Nov
16
answered Does mean reverting imply mean stationary?
Oct
29
answered Volatility models using Rugarch
Oct
21
answered Alternative liquidity measures
Aug
1
answered How high of a Sharpe ratio is implausibly high for a low-frequency equity strategy?
Jul
22
answered How does one measure the effect of latency on potential returns?
Jun
28
answered Usefulness of simultaneously buying triangular and multiple arbitrages on the Forex
May
1
answered Good reference on sample autocorrelation?
Apr
13
answered Are two identical time series cointegrated?
Mar
29
asked what are the most common explanations of the January effect?
Jan
25
answered From a high frequency point of view, with a price prediction and assuming infinite leverage, how do you determine optimal trade size?
Jan
25
answered Has spectrum analysis ever been used successfully to analyse historical price data?
Dec
3
answered How to define and measure liquidity or funding premium in credit markets?
Nov
14
answered How to check if a timeseries is stationary?
Nov
12
answered What close price to assume for thinly traded stocks?