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Aug
28
comment What are some quantitative trading strategies used by high-frequency trading companies to make a killing on a market crash day on 24Aug2015?
quant.stackexchange.com/q/3041/1764
Aug
18
awarded  Fanatic
Aug
10
answered what are database for downloading Spatial Data?
Jul
28
revised To currency hedge or not to currency hedge (ETFs)?
added 67 characters in body
Jul
27
asked To currency hedge or not to currency hedge (ETFs)?
Jul
24
comment Why is Indian rupee is stable against the USD even though most other currencies weakening?
Check what the central banks are doing?
Jul
16
comment what is a typical way forex brokerages can provide cheap leverage for their customers?
@Adal this is not true. As an instructional investor you can get much higher leverage with FX.
Jul
11
comment Why are Quantquote historical trades different vom ActiveTick historical trades
@user670186 an yes that's a good one too!! Time zones! Also if the vendor is in Chicago and taking quotes from New York need too account for that as well! I'm sure there are more possible explanations we both missed as well.
Jul
11
revised Why are Quantquote historical trades different vom ActiveTick historical trades
added 8 characters in body
Jul
11
answered Why are Quantquote historical trades different vom ActiveTick historical trades
Jul
10
comment French Data from daily to monthly returns
@Rime that is correct as well.
Jul
8
revised What are Barra style factors useful for?
added factor model tag
Jul
8
suggested approved edit on What are Barra style factors useful for?
Jul
8
revised What are Barra style factors useful for?
added 10 characters in body
Jul
8
answered What are Barra style factors useful for?
Jul
7
answered Getting ETF data from google finance
Jul
6
comment Definition of risk factors for market risk scenario testing
Link to paper, www-users.york.ac.uk/~pns2/forex.pdf
Jul
5
comment Bond in relation to US T-Bill/Risk-Free rate
The overnight rate is also used in some cases.
Jul
3
comment Historical Daily NAV for Closed End Funds
I couldn't find the corresponding NAV for CH or FT, so I am not sure.
Jul
2
comment According to Lo and MacKinlay (1990), momentum profits can be divided in 3 parts. What do they represent exactly?
the formulas copied incorrectly