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lehalle

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1,703 reputation
417
bio website citeulike.org/user/lehalle/…
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visits member for 1 year, 1 month
seen May 11 at 12:03
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1,703 reputation
 bio website citeulike.org/user/lehalle/… visits member for 1 year, 1 month
417 badges
 location seen May 11 at 12:03
summary answers questions tags badges favorites bounties reputation activity

42 Answers

newest activity votes
2
Is there an open source alternative to Reuters Kondor+?
2
HFT: What is the big differentiator in comparison to other time scales?
1
Geometric Brownian Motion with non-negative random increments
1
normalized accumulation distribution
1
How to normalize different instruments by volatility?
1
Proxy for risk in portfolio theory when return can take only two values
1
cointegration applied to Portfolio Construction & Risk management
1
Quantitative before/after or financial engineering studies of a bid or ask tax?
1
How 'High' is the frequency in HFT?
1
Liquidity estimators: VWAP and IS
0
Strategy Risk and Portfolio Allocation Model (copy from nuclear phynance)
0
How are risk management practices applied to ML/AI-based automated trading systems
prev 1 2
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