Suminda Sirinath Salpitikorala

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visits member for 3 years, 2 months
seen Jun 27 at 18:25

Jun
22
awarded  Yearling
Jun
22
answered Why can sometimes stock prices rise when interest rates rise?
Jun
22
answered Is there any thing out there as a substitute for KDB?
Feb
15
awarded  Necromancer
Jan
21
awarded  Nice Question
Oct
30
awarded  Popular Question
Jun
30
comment Volatility-Based Envelopes
You can ask the author himself. His email is: Mohamed El Saiid <melsaiid@hc-si.com>
May
16
accepted What are the differences between CFD and SSF?
May
16
asked What are the differences between CFD and SSF?
May
9
awarded  Popular Question
Apr
5
answered What data sources are available online?
Nov
5
accepted How to create a Stochastic Process through pre specified points?
Sep
7
awarded  Nice Question
Jun
11
comment How should I compute the Sharpe Ratio for mid-frequency pair trading strategy?
Calculate SR. The SE is given in Eq (9). To get the t-stat SR / SE(SR). Note the T in the Eq. is sample size. I hope this helps.
Jun
10
answered Why isn't all market data free?
Jun
10
answered How should I compute the Sharpe Ratio for mid-frequency pair trading strategy?
Jun
3
comment What is a good broker for HFT?
Is Genesis closing its business?
May
27
accepted How to annualize intra-day volatility on minute data?
May
23
awarded  Yearling
Feb
25
awarded  Critic