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seen Dec 5 '12 at 4:25

Feb
11
awarded  Yearling
Jul
23
awarded  Popular Question
Jun
12
awarded  Famous Question
Feb
11
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Dec
10
awarded  Popular Question
Jun
27
awarded  Nice Question
Mar
14
revised age-sensitive correlation measurements in finances
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Mar
14
answered age-sensitive correlation measurements in finances
Feb
11
awarded  Yearling
Feb
9
awarded  Notable Question
Jan
31
accepted Is there a standard method for quantifying mean-reversion for use in directional trading?
Nov
29
comment Alternate money management strategies to Kelly?
I'm pretty sure this is covered in Ralph Vince's book.
Nov
29
comment What is the case for active management?
I don't think this answers the question as it's a bit on the theoretical side but +1 for an interesting read.
Nov
29
answered How to generate a random price series with a specified range and correlation with an actual price?
Oct
13
comment What is the denominator in calculating daily range as a percentage?
Because in the first case you have to subtract then divide. In the second you only have to divide.
Sep
25
answered What is the origin of the words “put” and “call” that characterize derivatives?
Sep
6
awarded  Popular Question
Aug
29
answered HFT: What is the big differentiator in comparison to other time scales?
Aug
21
comment References for developing an automated trading system?
What type of strategies are you interested in trading? How long do you want to hold positions? What products / asset classes will you trade? More details will help
Jul
15
comment Annualzing the log of daily returns riddle
@Quant Guy - I had what I think is a similar problem: how do I compare quarterly earnings growth for stocks whose prior quarter's earnings was negative and this quarter is positive (or vice versa). My solution is ln(absolute(current.earnings))*sign(current.earnings) minus ln(absolute(past.earnings))*sign(past.earnings) --- if either quarter's earnings is zero then obviously substitute zero. That might or might not help but food for thought.