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Apr
11
comment Accessible HTF? (Slippage reduction)
Lots of strategies "work" when slippage is ignored. On the other hand, it requires a lot of capital equipment to execute high frequency trading. Even if you could rent time on a HFT system, you would probably have to pay a higher fee than slippage.
Feb
14
awarded  Yearling
Jan
5
comment Lagged dependent variable, yes or no?
This question probably needs to be moved to CrossValidated. Here's a similar question: stats.stackexchange.com/questions/52458/…
Dec
19
revised Reading recommendation on using statistical analysis in online fraud prevention
added 192 characters in body
Oct
11
revised Reading recommendation on using statistical analysis in online fraud prevention
added 179 characters in body
Jun
30
comment Multi Fractals Models
Here's a paper that is referenced in one of the above links papers.ssrn.com/sol3/papers.cfm?abstract_id=821714
Jun
30
comment Multi Fractals Models
Here are the websites for the authors of the book studies2.hec.fr/jahia/Jahia/calvet and runmycode.org/CompanionSite/site.do?siteId=18 Download the Excel spreadsheet or the Matlab code to see how the model is structured.
May
12
comment Distribution of profit/loss for retail traders in FX
Here's a related post: quant.stackexchange.com/questions/1383/…
Mar
10
answered Which brokers offer a .NET stock trading API?
Mar
6
comment How to distinguish between different types of algorithmic trading
I don't think it's a devaluation of human intuition. It's simply noise. "Intuition" of noise is just more noise (no different than flipping a coin). Are you willing to pay someone to sit around and flip a coin?
Mar
6
comment How to distinguish between different types of algorithmic trading
I'm assuming that you're asking about a non-retail transaction. Unless something special is taking place, there's no need for a human to be involved in the trade. The trade is already "mostly noise", so allowing a human to "decide" something raises the noise level, making things worse.
Feb
14
awarded  Yearling
Jan
31
comment What to do with linear regression or regression splines outside of the training range?
I added an answer/link to your original CrossValidated question.
Jan
21
awarded  Custodian
Jan
21
reviewed Approve suggested edit on Digital Signal Processing in Trading
Dec
18
comment How to build an electricity portfolio for an electricity production company?
There are too many questions. I think you need to narrow it down to one question at a time. Also, you need to be more specific about where this power company is operating. In the U.S.? If so, which state. Is it publicly owned, a co-op, private? If out of the U.S., which country? When you mentioned exporting LNG, is this company buying LNG that was imported, or is the company buying from a company that also exports LNG abroad? I doubt I can answer your final question, but I think you get the idea of how much information is missing.
Nov
13
awarded  Nice Answer
Sep
26
answered Encyclopedia of Statistical Tests
Jul
28
comment How to properly interpret accrued interest of bonds
Here's a worthwhile book on bonds amazon.com/The-Treasury-Bond-Basis-Arbitrageurs/dp/1557384797
May
26
revised How are cryptography and speech recognition technology applied to forecasting financial markets?
added 383 characters in body