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Ryogi

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

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  • Member for 9 years, 10 months
  • 311 profile views
  • Last seen Jul 28 at 19:31

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45 How to annualize Sharpe Ratio? Oct 27 '11
23 How are limit orders selected from the order book? Oct 29 '11
19 What exactly is meant by “microstructure noise”? Nov 11 '11
17 What are modern algorithms for trade classification? Aug 27 '13
17 Why do some anomalies persist while others fade away? Oct 14 '11
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
11 Alternative liquidity measures Oct 21 '12
10 Using variance ratios to test for mean reversion Apr 5 '13
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