Quantitative Finance
Ryogi's user avatar
Ryogi's user avatar
Ryogi's user avatar
Ryogi
  • Member for 11 years, 5 months
  • Last seen more than a month ago
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3,340
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249k
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29
answers
3
questions
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73
Score
3
Posts
9
Posts %
53
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6
Posts
19
Posts %
52
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5
Posts
16
Posts %
42
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4
Posts
12
Posts %
39
Score
3
Posts
9
Posts %
33
Score
6
Posts
19
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Top posts
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All Questions Answers
Score Newest
answer
47
How to annualize Sharpe Ratio?
Oct 27, 2011
answer
26
How are limit orders selected from the order book?
Oct 29, 2011
answer
21
Why do some anomalies persist while others fade away?
Oct 14, 2011
question
20
What are modern algorithms for trade classification?
Aug 27, 2013
answer
19
What exactly is meant by "microstructure noise"?
Nov 11, 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
question
11
What are the typical "realized latencies" across different products and infrastructures?
Oct 16, 2011
Top network posts
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199
Replacing NAs with latest non-NA value
42
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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