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visits member for 2 years, 7 months
seen Jul 8 at 18:42

Apr
26
awarded  Supporter
Apr
26
revised Why in general is the variance of volume changes higher than variance of price changes?
added 134 characters in body
Apr
25
awarded  Student
Apr
25
answered Does random matrix theory (RMT) for returns' correlation matrices apply if there are high correlations?
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 ?
Apr
24
asked Does the correlation amongst stocks rise when stock values decline?
Apr
24
asked Why in general is the variance of volume changes higher than variance of price changes?
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 ?
Feb
12
awarded  Editor
Feb
12
revised Is there any measure that is a non-trivial combination of VWAP and TWAP?
change of V_i into V_T
Feb
12
suggested suggested edit on Is there any measure that is a non-trivial combination of VWAP and TWAP?