Quantitative Finance
Profile Activity
Meta user
Network profile
3,126
reputation
18
28

Ryogi

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

29
answers
3
questions
~203k
people reached
  • Member for 8 years, 9 months
  • 293 profile views
  • Last seen 2 days ago

Communities (23)

Top network posts

Top tags (51)

Score 69
Posts 3
Posts % 9
Score 49
Posts 6
Score 49
Posts 5
Score 46
Posts 5
Score 38
Posts 3
Score 33
Posts 6
View all tags →

Top posts (32)

All Questions Answers
Votes Newest
43 How to annualize Sharpe Ratio? Oct 27 '11
23 How are limit orders selected from the order book? Oct 29 '11
18 What exactly is meant by “microstructure noise”? Nov 11 '11
17 Why do some anomalies persist while others fade away? Oct 14 '11
15 What are modern algorithms for trade classification? Aug 27 '13
15 How does one measure the effect of latency on potential returns? Jul 22 '12
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 '12
11 How high of a Sharpe ratio is implausibly high for a low-frequency equity strategy? Aug 1 '12
10 Using variance ratios to test for mean reversion Apr 5 '13
9 Alternative liquidity measures Oct 21 '12
View all questions and answers →

Badges (46)

Gold

—

Silver

18

Rarest

Bronze

28

Rarest

View all badges →