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Aug
25
awarded  Nice Answer
Aug
24
awarded  Nice Answer
Aug
18
answered Fama French model-small market beta (weird)
Aug
18
reviewed No Action Needed How to measure the volatility of illiquid bond with no historical prices
Aug
18
reviewed No Action Needed Bond price in Ho-Lee Model
Aug
18
reviewed No Action Needed what are the criteria to select pairs?
Aug
18
reviewed Approve Is there any application of power law to predict large returns?
Aug
17
reviewed No Action Needed Why Doesn't my Limit Order Appear in the Order Book?
Aug
17
reviewed Reviewed Analytical solution for a modified Black-Scholes equation
Aug
17
reviewed No Action Needed ROC — Output from Calculating Stock Returns Producing Lower Numbers Than Actual
Aug
5
reviewed No Action Needed Beta Constrained Markowitz Minimum Variance Portfolio - Closed Form Solution
Jul
9
reviewed Looks OK Appropriate method for calculating negative returns on a trading strategy?
Jul
9
reviewed Delete Where to get long time historical intraday data?
Jul
9
comment Where to get long time historical intraday data?
While this link may answer the question, it is better to include the essential parts of the answer here and provide the link for reference. Link-only answers can become invalid if the linked page changes.
Jul
9
comment Where to get long time historical intraday data?
Please post this kind of answer as a comment or be more versatile.
Jul
9
comment Orderbook Arbitrage
@emcor I am not sure gaming has to be over estimated (see the update of my answer)
Jul
9
revised Orderbook Arbitrage
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Jul
8
reviewed Approve market-efficiency tag wiki
Jul
8
comment Orderbook Arbitrage
@emcor : price manipulation is not allowed, regulators are monitoring orderbooks to detect this. If you nevertheless want to protect yourself against it, it is not that hard to monitor the midprices and quantities at first limits to avoid to be gamed.
Jul
8
revised Orderbook Arbitrage
added 1 character in body