Quantitative Finance
Profile Activity
Network profile
761
reputation
2
6
11

Freewind

Apparently, this user prefers to keep an air of mystery about them.

0
answers
8
questions
~41k
people reached
  • Member for 8 years, 9 months
  • 57 profile views
  • Last seen Aug 1 '17 at 10:57

Communities (5)

Top network posts

Top tags (15)

Score 0
Posts 4
Posts % 50
Score 0
Posts 2
Score 0
Posts 2
Score 0
Posts 2
Score 0
Posts 1
Score 0
Posts 1
View all tags →

Top posts (8)

All Questions Answers
Votes Newest
24 How to interpret the eigenmatrix from a Johansen cointegration test? Oct 2 '11
9 How to normalize different instruments by volatility? Aug 8 '12
8 Should cointegration be tested using close or adjusted close prices? Oct 24 '11
7 The difference between Close price and Settelment Price for future contracts Nov 2 '11
6 How to normalize Futures data(different leverage) for cointegration test? Oct 27 '11
5 What is the correct procedure to choose the lag when preforming Johansen cointegration test? Jan 22 '12
5 Calculating the right portfolio(position size for each leg) in a Long/Short Strategy Oct 20 '12
1 How to find coefficient that will minimize the distance between few times series Jul 16 '17

Badges (19)

Gold

2

Rarest

Silver

6

Rarest

Bronze

11

Rarest

View all badges →