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awarded  Popular Question
Nov
12
awarded  Popular Question
Oct
12
comment French and Fama Three Factor Model - What is the correct formula?
I would suggest to stick with the last one. That's cleaner and the one usually found in the literature.
Jun
4
answered importing columns of returns data into python from excel/csv
Jun
4
answered Difference between Tick data and NASDAQ ITCH VIEW
May
29
accepted FOMC Unscheduled Meetings
May
28
awarded  Curious
May
27
asked FOMC Unscheduled Meetings
Dec
15
accepted Python code to download historical firm data
Dec
15
asked Python code to download historical firm data
Nov
19
awarded  Critic
Oct
26
answered How is stock data objectively different to this random walk?
Oct
11
awarded  Yearling
Oct
3
answered Time Lag for Market Inefficiency
Sep
24
awarded  Autobiographer
Aug
5
asked News on ETF sector performance
Aug
3
accepted VIX intraday data
Jan
21
comment Disclosure of the liquidity provider identity in ITCH
Thanks! that was very clear. Would you know why the MPID for trades on off-exchange (the ones that are reported to FINRA) are proprietary information?
Jan
21
asked Disclosure of the liquidity provider identity in ITCH
Dec
11
asked VIX intraday data