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Clebson Derivan
  • Member for 10 years, 11 months
  • Last seen more than 8 years ago
32 votes
5 answers
10k views

What exactly is meant by "microstructure noise"?

  • 1,327
29 votes
8 answers
15k views

How are cryptography and speech recognition technology applied to forecasting financial markets?

  • 27k
26 votes
1 answer
3k views

How do different methods and techniques used in pairs trading compare?

  • 1,533
13 votes
3 answers
5k views

Can the J language be used as an effective alternative to Q/Kdb+?

11 votes
5 answers
12k views

Calculate Average Price, Cost, (Un)Realized P&L of a position based on executed trades

9 votes
1 answer
31k views

How to interpret results of Johansen Test?

6 votes
2 answers
858 views

Is HMM of Volatility any different from a simple filter?

3 votes
2 answers
217 views

Mitigating gateway delay

3 votes
1 answer
750 views

How can I calculate the margin requirements for a Bitcoin futures contract?

  • 905