meta user
network profile
| bio | website | |
|---|---|---|
| location | United States | |
| age | ||
| visits | member for | 1 year, 7 months |
| seen | 18 hours ago | |
| stats | profile views | 57 |
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Apr 17 |
asked | Is “eoddata” a good data source? |
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Apr 17 |
comment |
How to manage equity portfolio risk intraday? Looking forward to your link |
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Feb 3 |
awarded | Commentator |
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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? |
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Feb 2 |
asked | How to manage equity portfolio risk intraday? |
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Jan 8 |
comment |
Is equity market making a game of speed? @chrisaycock ... I am not asking for a market making strategy. I just want to judge how important of a factor speed is. |
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Jan 8 |
revised |
Is equity market making a game of speed? added 116 characters in body |
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Jan 8 |
awarded | Promoter |
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Jan 8 |
revised |
How do different methods and techniques used in pairs trading compare? added a wiki link to the johansen's cointegration test. |
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Jan 8 |
accepted | How to account for jumps in intraday data when calculating beta? |
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Jan 8 |
accepted | Can momentum strategies be quantitative in nature? |
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Jan 8 |
awarded | Scholar |
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Jan 8 |
accepted | How to properly evaluate backtest returns? |
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Jan 8 |
accepted | How to vet an intraday strategy |
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Jan 6 |
comment |
How to account for jumps in intraday data when calculating beta? Fitting a model. And no I dont hold positions overnight, |
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Jan 6 |
asked | How do different methods and techniques used in pairs trading compare? |
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Jan 5 |
asked | Is equity market making a game of speed? |
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Jan 4 |
comment |
How to account for jumps in intraday data when calculating beta? Did you mean smooth the price via moving average ? If not, not really sure how taking a moving average of returns would give more meaningful results. Can you explain |
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Jan 4 |
awarded | Supporter |
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Jan 4 |
asked | How to account for jumps in intraday data when calculating beta? |
