488 reputation
318
bio website
location United States
age
visits member for 2 years, 11 months
seen 15 hours ago

Feb
20
asked How to use financial ratios in a factor model?
Dec
12
comment What data sources are available online?
I have used eoddata (premium member) and the data quality is horrible. I would suggest you remove it from the list.
Nov
23
awarded  Yearling
Oct
16
accepted Analyzing tick data
Oct
11
awarded  Popular Question
Oct
10
comment Analyzing tick data
I am not sure I understand step 2,3 &4. Could you illustrate with a simple example.
Oct
5
asked Analyzing tick data
Jul
5
asked How to better understand trading signals?
Jun
29
comment Any known bugs with Yahoo Finance adjusted close data ?
@nicolas I agree
Jun
29
accepted Optimal execution strategy
Jun
29
comment Optimal execution strategy
Is there a known method to compute the "noise" around spread or the "outer spread" ?
Jun
27
asked Optimal execution strategy
Apr
22
awarded  Critic
Apr
22
accepted Is “eoddata” a good data source?
Apr
19
comment Is “eoddata” a good data source?
Is the data availablatom a timely manner at 5 pm? I am planning to go with the platinum package.
Apr
17
revised Is “eoddata” a good data source?
added 83 characters in body
Apr
17
asked Is “eoddata” a good data source?
Apr
17
comment How to manage equity portfolio risk intraday?
Looking forward to your link
Feb
3
awarded  Commentator
Feb
3
comment How to manage equity portfolio risk intraday?
@QuantGuy .. Might be a very stupid question but can you explain to me how I can use marginal contribution to risk in my case?