network profile
| bio | website | |
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| location | ||
| age | ||
| visits | member for | 11 months |
| seen | May 11 at 17:56 | |
| stats | profile views | 23 |
I like programming, statistics, econometrics, finance, and I play chess.
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Mar 18 |
revised |
Kolmogorov-Smirnov test deleted 34 characters in body |
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Mar 18 |
answered | Kolmogorov-Smirnov test |
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Mar 15 |
awarded | Student |
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Mar 15 |
comment |
Scanning a stock database for errors/flaws You could check for duplicate entries, you could make sure that your dates are all unique. |
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Mar 11 |
comment |
What is the proper way to calculate returns for Pair Trading? @GoodGuyMike, I got it. Thanks a lot! |
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Mar 11 |
awarded | Scholar |
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Mar 11 |
accepted | What is the proper way to calculate returns for Pair Trading? |
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Mar 10 |
comment |
What is the proper way to calculate returns for Pair Trading? @chrisaycock, thanks for the pointer, I think thinking about margin account explicitly actually makes things easier. I updated my a question, I think I am calculating the return correctly now, is that right? |
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Mar 10 |
revised |
What is the proper way to calculate returns for Pair Trading? added 1134 characters in body |
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Mar 10 |
asked | What is the proper way to calculate returns for Pair Trading? |
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Feb 3 |
answered | Implications of the Riemann hypothesis in finance? |
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Feb 2 |
answered | How to use mean-variance weights in practice (when going short is allowed)? |
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Jan 29 |
comment |
Statistical significance of a pair trading strategy @VictorP, why is it only one outcome? Even if you only have two periods, you can record profit from each pair, so if your strategy selected 50 pairs to trade, you will have profits from each pair, that is you would have to test if the mean of 50 observations is different from zero. |
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Jan 28 |
answered | Statistical significance of a pair trading strategy |
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Dec 14 |
awarded | Editor |
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Dec 14 |
revised |
Annualized Covariance added 2 characters in body |
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Dec 14 |
answered | Annualized Covariance |
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Oct 11 |
comment |
Searching for pairs-trading in sub O(n^2 t) time As @John points out, you can break your data into clusters. If you are working with stocks, you can make those clusters industries. |
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Sep 30 |
comment |
Economic contagion to individual stocks (ideas for analysis) Strangers on the internet helped me far more than my advisor. |
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Sep 18 |
answered | Fastest algorithm for extracting 25% and 75% marks |
