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visits member for 3 years, 2 months
seen 9 mins ago

Mar
3
reviewed Satisfactory Lagged dependent variable, yes or no?
Mar
3
reviewed Excellent Book on market microstructure
Mar
3
reviewed Satisfactory Derivation of the Nelson-Siegel model and proof of arbitrage
Mar
3
reviewed Satisfactory probablity expiring in the money ..basic question
Mar
3
reviewed Excellent What nonparametric methods exist for estimating intraday seasonalities?
Mar
3
reviewed Excellent Is Cubic spline Interpolation on swaption Volatility arbitrage free?
Mar
3
reviewed Excellent Portfolio Optimization : Shrinkage of Covariance Matrix when data is available
Mar
3
reviewed Satisfactory Is there a difference between crossing network and ECN
Mar
3
reviewed Reviewed How come the existence of ARCH effect is not a violation of Random Walk Hypothesis 3?
Mar
3
reviewed Reviewed Fitting a sigmoid function to incomplete, structured, data
Mar
2
reviewed Reviewed Free and tested optimization, statistical and visualization packages for C#
Mar
2
reviewed Reject suggested edit on Free and tested optimization, statistical and visualization packages for C#
Mar
2
reviewed Approve suggested edit on Free and tested optimization, statistical and visualization packages for C#
Mar
2
reviewed No Action Needed How to use a realized kernel?
Mar
1
reviewed No Action Needed Sharpe Ratio, annualized monthly returns vs annual returns vs annual rolling returns?
Mar
1
reviewed No Action Needed Given monthly returns of 10-Year Govt Bond, how to get monthly risk free rate of return
Mar
1
reviewed Approve suggested edit on Pre-trade evaluation and risk assessment of option trading strategies (in market practice)
Mar
1
reviewed Leave Open where can i get data for foreign exchange order flow
Mar
1
reviewed No Action Needed Pre-trade evaluation and risk assessment of option trading strategies (in market practice)
Mar
1
reviewed No Action Needed Beta and the Assumption of IID Returns