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Dec
29
answered Nasdaq trading under the scenes: market makers, ECNs, brokers. Who buys from and sells to whom?
Dec
18
answered How to trade leveraged ETFs
Nov
19
answered Proving Derivative Property of Moment-Generating Function
Nov
4
answered Why is the value of the VXX ETN always above short-term VIX futures prices?
Sep
21
answered Does Kalman filter always improve over linear regression?
Jun
3
answered Impact on bid/offer due to volume/size of trades placed
May
21
answered Negative high frequency intraday volatility - Zhou estimator
Apr
2
answered Free source of historical ETF units outstanding data?
Feb
25
answered Why is Brownian motion merely 'almost surely' continuous?
Jul
2
answered Why does [dz(t)]^2 converge to dt over infinitesimally short time periods?
Jun
4
asked Do people hedge with leveraged ETFs intraday? How?
Jan
10
answered Book on market microstructure
Oct
3
asked interest rate in cost of carry
Sep
23
answered Trader's identity in a limit book
Mar
6
answered How to distinguish between different types of algorithmic trading
Feb
19
answered Quick way to check what 'tape' a stock belongs to?
Nov
19
answered Proxy for a trigonometric angle function
Apr
3
answered What is the minimum history data size to get an accurate EMA/ MACD for latest history point
Mar
23
answered What is the impact of high-frequency trading on market depth, liquidity, and volatility?
Jan
4
answered How to account for jumps in intraday data when calculating beta?