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Ryogi

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

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  • Member for 8 years, 7 months
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  • Last seen Nov 1 '19 at 14:14

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42 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
16 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
14 What are modern algorithms for trade classification? Aug 27 '13
11 How high of a Sharpe ratio is implausibly high for a low-frequency equity strategy? Aug 1 '12
9 Using variance ratios to test for mean reversion Apr 5 '13
9 What are the typical “realized latencies” across different products and infrastructures? Oct 16 '11
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