Quantitative Finance
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Ryogi
  • Member for 10 years, 8 months
  • Last seen more than a month ago
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29
answers
3
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74
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3
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9
Posts %
49
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6
Posts
19
Posts %
48
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5
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16
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42
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4
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12
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39
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9
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33
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Posts
19
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Top posts
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All Questions Answers
Score Newest
answer
48
How to annualize Sharpe Ratio?
Oct 27, 2011
answer
25
How are limit orders selected from the order book?
Oct 29, 2011
answer
19
What exactly is meant by "microstructure noise"?
Nov 11, 2011
question
18
What are modern algorithms for trade classification?
Aug 27, 2013
answer
17
Why do some anomalies persist while others fade away?
Oct 14, 2011
answer
15
How does one measure the effect of latency on potential returns?
Jul 22, 2012
answer
14
From a high frequency point of view, with a price prediction and assuming infinite leverage, how do you determine optimal trade size?
Jan 25, 2012
answer
11
How high of a Sharpe ratio is implausibly high for a low-frequency equity strategy?
Aug 1, 2012
answer
11
Alternative liquidity measures
Oct 21, 2012
answer
10
Using variance ratios to test for mean reversion
Apr 5, 2013
Top network posts
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185
Replacing NAs with latest non-NA value
41
Efficient row-wise operations on a data.table
36
Critical t values in R
25
R: Subsetting a data frame using a list of dates as the filter
24
Aggregate (count) rows that match a condition, group by unique values

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