lehalle

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visits member for 1 year, 1 month
seen May 21 at 8:18
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52 Posts

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Jul
1
 answered What sort of order submission strategy would result in a random walk of trade prices?
Jul
1
 answered Optimal execution strategy
Jul
1
 answered Proxy for risk in portfolio theory when return can take only two values
Jul
1
 answered How to measure a non-normal stochastic process?
Jun
9
 answered Why isn't all market data free?
Jun
9
 answered What are some applications of bioinformatics or genetics to generating alpha in U.S. equities?
Jun
5
 answered What latency should I use for backtesting a high-frequency strategy?
May
29
 answered Optimal execution and reinforcement learning
May
27
 answered How to model the daily return using intraday data?
May
27
 answered How to model time series of illiquid stocks - 400 observations (transactions) per 8 hours?
May
8
 answered cointegration applied to Portfolio Construction & Risk management
Apr
30
 answered definition for “the viscosity” in financial market data series
Apr
21
 answered How can I go about applying machine learning algorithms to stock markets?
Apr
19
 answered Quantitative before/after or financial engineering studies of a bid or ask tax?
Apr
18
 answered Is there an open source alternative to Reuters Kondor+?
Apr
18
 wiki created market-microstructure excerpt
Apr
18
 wiki created market-microstructure description
Apr
18
 answered Order submission strategies of a rational market maker?
Apr
18
 wiki created cointegration description
Apr
18
 wiki created cointegration excerpt
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