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Nov
11
comment How difficult/easy it is to migrate from CME FAST to CME MDP3.0?
I'm voting to close this question as off-topic because it is not related to quant finance but to IT
Nov
11
comment Order ID or Broker information from TAQ or Limit Order book?
no, you have to implement an algorithm assuming for instance that as far as the timestamps are "close enough" and prices compatibles, it is part of a large marketable order consuming several resting orders in the book. It the market is fragmented it is more difficult...
Nov
11
reviewed No Action Needed 2-step estimation of DCC GARCH model in Python
Nov
11
reviewed No Action Needed Modified or Macauley Duration in python
Nov
11
reviewed No Action Needed Basic Metrics for Option Trading Limits
Nov
11
reviewed No Action Needed Listed companies on NASDAQ
Nov
11
reviewed No Action Needed Testing a Monte Carlo simulation independently
Nov
11
revised Shannon's entropy for financial times-series (return)
added 240 characters in body
Nov
11
answered Shannon's entropy for financial times-series (return)
Oct
24
revised What are common methods for modeling intraday trading volume?
deleted 59 characters in body
Oct
23
awarded  Necromancer
Oct
18
reviewed No Action Needed What's the intuition behind DTS(duration times spread) in fixed income?
Oct
18
comment How are we underestimating liquidity risk?
Fully agreed @bushmanov, I wanted to make sure there is not in the discussion an implicit view like "liquidity cannot be modelled". It is not true at all. Of course (as usual with models) you have stationarity issues.
Oct
17
answered How are we underestimating liquidity risk?
Oct
12
reviewed No Action Needed Given (past) stock values for N assets, how to find the maximum - theoretical - profit?
Oct
12
reviewed Reviewed Cost of revenue vs SG&A
Oct
12
comment Cost of revenue vs SG&A
I'm voting to close this question as off-topic because it is not quant finance
Oct
12
reviewed No Action Needed Basic question on Portfolio Theory
Oct
12
revised Order book size limit
added 832 characters in body
Oct
11
revised Order book size limit
edited tags