5,872 reputation
12744
bio website statalgo.com
location New York, NY
age 34
visits member for 3 years, 2 months
seen Mar 26 at 1:55

Quantitative researcher focusing on statistics and machine learning methods in finance. Primarily use R, C++, Python, various databases (including OneTick and KDB), and LaTeX on a daily basis.


Nov
7
answered Is the risk-reward ratio considered in Quantitative Finance?
Oct
31
answered Price functions based on order book events
Oct
30
answered How to compare volatility models?
Oct
25
answered Does HFT make sense in a pro-rata market?
Oct
25
answered Market making: buy on bid/sell on ask
Aug
26
answered Increasing Market Depth
Nov
14
answered What are the common trading systems for hedge fund automated trading?
Oct
14
answered Analyzing tick data
Oct
10
answered How to account for bid/ask spread when backtesting?
Feb
3
answered Why does the minimum variance portfolio provide good returns?
Jan
5
answered How do you remove expected returns from asset allocation strategies?
Jan
3
answered What quantitative strategies were successful through the 2008 crisis?
Nov
20
answered optimal re-balancing strategy with asynchronous alpha signal
Nov
17
answered Which algorithm should I look into to kick off my research in algorithmic trading?
Nov
14
answered How to check if a timeseries is stationary?
Nov
1
answered How can I compare distributions using only mean and standard deviation?
Oct
29
answered Evaluating automated trading strategies: accepted practice
Oct
28
answered How to normalize Futures data(different leverage) for cointegration test?
Oct
27
answered What strategy would benefit most from having the fastest connection to the exchange?
Aug
2
answered Historical Hedge Fund Index Data