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seen Jan 15 at 11:40

Oct
24
comment How to normalize stock data
I suggested this because I thought you said spreads between instruments which I am having trouble imagining between more than two instruments. It would definitely help if you told something about the spreads that you are planning to work on. As with what @statsquant said, you need to be clearer what you mean by 'normalizing'.
Oct
22
comment How to normalize stock data
The entire strategy was being based on mean reversion between prices. We would trade based on whether the ratio of the two prices was mean reverting and when it would breach certain thresholds. It converted two time series to one that we could run our tests on.
Oct
18
answered How to normalize stock data
Jan
23
answered How can I quantitatively test the validity of momentum indicators?
Jan
23
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Jan
10
answered Video lectures and presentations on quantitative finance
Jan
2
awarded  Revival
Jan
2
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Jan
2
answered Where can I find some examples of high frequency or stat arb trading algorithms beyond basic textbook pairs trading?