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Good Guy Mike

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visits member for 3 months
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89 reputation
 bio website visits member for 3 months
5 badges
 location seen 5 hours ago
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6 Questions

views newest activity votes
2
6
votes
1
answer
329
views

What different methods of pairs selection exists? (For Pairs trading)

backtesting pair-trading
feb 13 at 1:45 Darren Cook 570
 
5
votes
1
answer
183
views

Profiting from price discrepancies between stock exchanges

arbitrage hft order-handling
may 15 at 1:25 chrisaycock♦ 5,263
 
2
votes
1
answer
115
views

Using cointegration to prove that a long-short strategy is market neutral (in CAPM sense)

cointegration capm
apr 16 at 22:20 restart.localhost.localdomain 321
 
2
votes
1
answer
102
views

t-statistics for the mean return, using Newey-West standard errors

backtesting probability performance-evaluation
apr 12 at 20:08 lemarin 121
 
0
votes
2
answers
245
views

Pairs trading: Question on non-negative profits, size of the positions and trading signals

time-series pair-trading
may 7 at 13:06 Community♦ 1
 
0
votes
0
answers
65
views

Volatility of a rolling window strategy

volatility backtesting returns
apr 27 at 23:51 Good Guy Mike 89
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