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LazyCat
  • Member for 10 years, 10 months
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14 votes
Accepted

How to calculate historical intraday volatility?

10 votes
Accepted

What is the impact of high-frequency trading on market depth, liquidity, and volatility?

6 votes

When does an ETF take out expenses?

6 votes

Where are creation unit baskets for ETFs published?

6 votes
Accepted

Ought you study Abstract Algebra in university?

5 votes
Accepted

How can I most efficiently deduce Renaissance Technologies' changes?

5 votes
Accepted

HFT market-making in dark pools?

4 votes
Accepted

Should the strategy shut down period be considered when calculating Sharpe?

3 votes
Accepted

Correlation among different sectors of the market

3 votes
Accepted

Datasource of all scheduled news events for S&P 500 stocks

3 votes

Which interest rate should I use for the discount rate in real-world pricing?

2 votes

What is the minimum history data size to get an accurate EMA/ MACD for latest history point

2 votes

Proxy for a trigonometric angle function

2 votes

Why does [dz(t)]^2 converge to dt over infinitesimally short time periods?

2 votes

Why is Brownian motion merely 'almost surely' continuous?

2 votes

Free source of historical ETF units outstanding data?

2 votes

Impact on bid/offer due to volume/size of trades placed

2 votes

Applying my Machine Learning class (possibly to small markets)

2 votes

How to store tick data for diffferent time frames?

2 votes

How to trade leveraged ETFs

2 votes
Accepted

Pairs Trading Signals and Positioning

2 votes

Why do we assume quadratic utility in portfolio theory?

2 votes

Would it be fair an exchange where priority in the order book is the fee paid per share in the order?

2 votes

Does historical backtest data mean anything?

2 votes

List of all Russell 2000 Stocks

2 votes
Accepted

Where do big data companies get data?

1 vote

Is AAPL on both NYSE and NASDAQ?

1 vote
Accepted

Why does an exchange (IEX) need connection to other exchanges (like information about average prices)?

1 vote
Accepted

Do corporate events happen intraday?

1 vote

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