Suminda Sirinath Salpitikorala

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307 reputation

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visits	member for	11 months
	seen	May 13 at 8:54
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12 Answers

votes activity newest

2	Can social media be applied to algorithmic trading?
2	What is a good broker for HFT?
2	How to account for jumps in intraday data when calculating beta?
1	How to compute performance attribution between daily rebalanced strategies?
0	How to calculate cumulative loss from two factors that have negative correlation?

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307 Reputation

+5	How to annualize intra-day volatility on minute data?
-2	How to model the daily return using intraday data?
-2	How does an option's time value depend on moneyness?
+10	How to calculate cumulative loss from two factors that have negative correlation?

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4 Questions

votes activity newest

9	How can higher co-moments be applied to portfolio optimization in an asset allocation context?
9	How to generate a random price series with a specified range and correlation with an actual price?
4	How to annualize intra-day volatility on minute data?
3	How to create a Stochastic Process through pre specified points?

36 Tags

2 high-frequency × 2	2 equities
2 automated-trading × 2	2 modeling
2 programming × 2	2 market-data
2 quant-trading-strategies	2 futures
2 beta	2 hft

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34 Accounts

	Stack Overflow	435 rep	211
	Quantitative Finance	307 rep	7
	Area 51	166 rep	2
	Signal Processing	114 rep	3
	Statistical Analysis	111 rep	1

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30 Votes Cast

all time			by type
29	up		14	question
1	down		16	answer

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