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| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 1 year, 3 months |
| seen | May 15 at 20:31 | |
| stats | profile views | 54 |
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Apr 25 |
answered | Does random matrix theory (RMT) for returns' correlation matrices apply if there are high correlations? |
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Apr 24 |
comment |
How to quickly estimate a lower bound on correlation for a large number of stocks? What is the upper bound on that correlation ? |
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Apr 24 |
asked | Does the correlation amongst stocks rise when stock values decline? |
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Apr 24 |
asked | Why in general is the variance of volume changes higher than variance of price changes? |
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Feb 12 |
comment |
Measuring liquidity Do you know any details of making of that chart od Nanex - is each colour a percentage of depth for given price level ? or mayby it's depth measured by quantity of assets ? |
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Feb 12 |
awarded | Editor |
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Feb 12 |
revised |
Is there any measure that is a non-trivial combination of VWAP and TWAP? change of V_i into V_T |
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Feb 12 |
suggested | suggested edit on Is there any measure that is a non-trivial combination of VWAP and TWAP? |
