101 reputation
1
bio website
location Latvia, Jurmala
age 30
visits member for 8 months
seen 6 hours ago

Quantitative Trader and Programmer (Java, C#, VBA, C++).


Apr
10
comment Avoiding negative spread in pairs trading
but if spread sometimes is positive, sometimes is negative?
Apr
10
comment Avoiding negative spread in pairs trading
My backtesting program accepts only data with positive quotes. I want to backtest this spread like standalone instrument.
Apr
9
asked Avoiding negative spread in pairs trading
Aug
27
asked Rank financial instruments by price movement stability and outliers
Aug
23
awarded  Tumbleweed
Aug
16
asked Penalize outlier values in time-series (Squaring, CoV)