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visits member for 2 years, 10 months
seen Aug 5 at 22:18

Apr
28
revised Deep bid ask orders
fixed typos
Apr
19
revised Were can I find Historical Interest Rate Data?
edited title
Sep
3
revised Using variance ratios to test for mean reversion
deleted 2 characters in body
Apr
5
revised Using variance ratios to test for mean reversion
added 1 characters in body
Apr
5
revised Using variance ratios to test for mean reversion
extented to clarify and address comments
Mar
29
revised From a high frequency point of view, with a price prediction and assuming infinite leverage, how do you determine optimal trade size?
added 1 characters in body
Feb
5
revised Testing for stationarity in large sample sizes
deleted 5 characters in body
Feb
4
revised Testing for stationarity in large sample sizes
edited title
Jan
3
revised How can I go about applying machine learning algorithms to stock markets?
fixed typos
Nov
16
revised Does mean reverting imply mean stationary?
edited body
Oct
29
revised Where can I find exercises on building a project finance spreadsheet?
changed URL to a link
Oct
16
revised Are two identical time series cointegrated?
clarified relevance to the question posed by OP
Aug
2
revised Real-time & Fast S&P 500 E-Mini Futures (ES) Data
probably -> maybe
Aug
1
revised How high of a Sharpe ratio is implausibly high for a low-frequency equity strategy?
added 91 characters in body
Aug
1
revised How high of a Sharpe ratio is implausibly high for a low-frequency equity strategy?
edited tags
Jul
23
revised How does one measure the effect of latency on potential returns?
deleted 1 characters in body
Jul
23
revised How does one measure the effect of latency on potential returns?
added 2 characters in body
Jul
22
revised How does one measure the effect of latency on potential returns?
edited body
Jun
30
revised Usefulness of simultaneously buying triangular and multiple arbitrages on the Forex
deleted 33 characters in body
Apr
19
revised Analytical relationship between a covariance matrix and cross-sectional dispersion
added 1 characters in body