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Oct
22
reviewed No Action Needed Is equity market making a game of speed?
Oct
22
reviewed Reviewed What are the best Journals & Conferences in Quantitative Finance?
Oct
21
revised How to check if a timeseries is stationary?
I have removed what I guess is this user's name.
Oct
21
comment Semi-strong efficiency and HFT
My favorite story of news readers gone wrong is the UAL sell-off in 2008 based on an old bankruptcy story that got republished without the original date.
Oct
21
reviewed Reject How good is managed code for algo trading?
Oct
20
comment Are two stocks with the same beta have a correlation of 1?
Your definition of beta is wrong.
Oct
17
revised What are the best Journals & Conferences in Quantitative Finance?
inlined link
Oct
17
revised What is most reasonable approach to determine side of a multi-leg options order?
Markdown formatting
Oct
17
revised Is Vasicek risk neutral?
Added LaTeX and removed signature
Oct
17
revised Correlated Wiener processes of different factors
Removed signature and uppercased the "i" pronoun.
Oct
14
revised Volatility Scaling
LaTeX
Oct
14
revised Volatility Scaling
LaTeX
Oct
14
revised Plain vanilla risk parity with trends forecasting power
Removed signature
Oct
11
awarded  Proofreader
Oct
11
reviewed Approve Modelling interest rate: AR(2) modelling
Oct
11
revised Modelling interest rate: AR(2) modelling
Removed signature and fixed typos
Oct
8
revised Effective anti-gaming controls in dark pools
Inlined link
Oct
8
revised Easier references to understand “The Asset Pricing and Portfolio Choice Theory” of Back Kerry
Removed signature. Fixed typos.
Oct
8
comment Effective anti-gaming controls in dark pools
I know some dark pools won't allow HFTs on them; they require that the firm be known for long-term investments. It would also be easy to require every trade to be larger than a fixed size (like 10000 shares), but I don't know of any pool that actually does that.
Oct
7
comment Obtaining the default probability and recovery rate for each credit rating?
Why do all of your question titles start with "Question about ..."? No one else writes like that. Just ask your question in the title.