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visits member for 3 years, 2 months
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4h
reviewed Close How to lower the cost-per-trade?
8h
reviewed No Action Needed Close price or adjclose price to calculate volatility?
8h
reviewed No Action Needed What happened to Mountain View Analytics?
22h
reviewed Close Expected return
1d
reviewed No Action Needed Distribution of Brownian Bridge
1d
reviewed No Action Needed Expected return
1d
reviewed Reviewed Estimating Beta from unevenly spaced price history
1d
reviewed Close Features for financial prediction
1d
reviewed Looks Good Features for financial prediction
1d
reviewed Leave Open full tick and retail tick data feed difference
1d
reviewed No Action Needed Is there any thing out there as a substitute for KDB?
1d
reviewed Reviewed Does GARCH derived variance explain the auto-correlation in a time series?
1d
reviewed Reviewed Deep bid ask orders
1d
reviewed Looks Good What's the disadvantage of ARMA-GARCH model?
2d
reviewed Approve suggested edit on Estimating Beta from unevenly spaced price history
2d
reviewed Reviewed Estimating Beta from unevenly spaced price history
Apr
20
reviewed No Action Needed What is the role of Credit Valuation Adjustment (CVA) desks in investment banks?
Apr
20
reviewed No Action Needed Should I use an arithmetic or a geometric calculation for the Sharpe Ratio?
Apr
19
reviewed No Action Needed Should Sharpe ratio be computed using log returns or relative returns?
Apr
19
reviewed No Action Needed Real returns vs. inflation as an independent variable