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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
Oct
11
answered Order book size limit
Oct
10
comment Execution quality for illiquid securities
Could you give examples of securities you have in mind?
Sep
14
reviewed No Action Needed Any idea of compound Poisson processes in betting?
Sep
14
reviewed No Action Needed Relationship between yield spread and stock returns
Sep
10
reviewed No Action Needed Get institutional holdings of stocks programmatically
Sep
10
reviewed No Action Needed How can I use Thomson Reuters Eikon to get a list of large historical companies?