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Aug
16
comment transaction size and liquidity in simulation of US stocks
thanks. how did you come to these numbers?
Apr
10
comment looking for regulations regarding stock symbol reuse in the US
how about any statistics or examples about minimal recycle times?
Jan
27
comment How much data is needed to validate a short-horizon trading strategy?
how exactly did you get s=1.7% from r=1.5% and SR=3?