Victor P

354 reputation

110

bio	website
	location	Santiago, Chile
	age	31
visits	member for	1 year, 1 month
	seen	May 22 at 14:29
stats	profile views	46

	354 reputation	bio	website		visits	member for	1 year, 1 month
110 badges		location	Santiago, Chile		seen	May 22 at 14:29

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Apr 27	asked	How to measure contango?
Apr 5	awarded	Yearling
Feb 20	accepted	Which brokers offer a Python stock trading API?
Feb 20	awarded	Popular Question
Feb 7	asked	Which brokers offer a Python stock trading API?
Jan 28	awarded	Commentator
Jan 28	comment	Statistical significance of a pair trading strategy Thanks Akavall. My problem in this approach is that the out-of-sample is only one of many possible outcomes, and that is not enough to deny the null hypothesis.
Jan 28	comment	Statistical significance of a pair trading strategy Thanks Freddy. How can I set that hurdle rate, can it just be 0?
Jan 28	asked	Statistical significance of a pair trading strategy
Jan 18	accepted	How to simulate one-minute bars data from one-day bars?
Jan 18	comment	How to simulate one-minute bars data from one-day bars? Thats exactly what I was looking for. Thank you Joshua.
Jan 18	asked	How to simulate one-minute bars data from one-day bars?
Jan 18	accepted	Sharpe ratio in days with no open positions
Jan 18	comment	Sharpe ratio in days with no open positions Thank you Chris. Then how should I anualize the Sharpe ratio? Can I still use square_root(250)?
Jan 17	accepted	Trading a synthetic replication of the VVIX (volatility of VIX)
Jan 17	asked	Sharpe ratio in days with no open positions
Oct 22	awarded	Citizen Patrol
Oct 9	comment	Trading a synthetic replication of the VVIX (volatility of VIX) Thanks. The point: the mean reversion of the vvix.
Oct 9	awarded	Excavator
Oct 9	revised	Trading a synthetic replication of the VVIX (volatility of VIX) Changed title so people don't think is repeated question