User LazyCat

13 votes

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How to calculate historical intraday volatility?

answered Dec 15, 2011 at 19:35

10 votes

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

answered Mar 23, 2012 at 21:27

6 votes

When does an ETF take out expenses?

answered Oct 26, 2011 at 17:39

6 votes

Where are creation unit baskets for ETFs published?

answered Oct 30, 2011 at 16:45

5 votes

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HFT market-making in dark pools?

answered Nov 29, 2016 at 14:50

5 votes

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Ought you study Abstract Algebra in university?

answered May 4, 2020 at 2:00

4 votes

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How can I most efficiently deduce Renaissance Technologies' changes?

answered Feb 10, 2020 at 21:45

4 votes

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

answered Sep 9, 2020 at 13:14

3 votes

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Correlation among different sectors of the market

answered Aug 6, 2018 at 13:55

3 votes

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

answered Dec 6, 2018 at 14:58

3 votes

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

answered Dec 28, 2011 at 16:10

2 votes

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

answered Apr 3, 2012 at 16:43

2 votes

Proxy for a trigonometric angle function

answered Nov 19, 2012 at 14:47

2 votes

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

answered Jul 2, 2014 at 13:48

2 votes

Why is Brownian motion merely 'almost surely' continuous?

answered Feb 25, 2015 at 16:05

2 votes

Free source of historical ETF units outstanding data?

answered Apr 2, 2015 at 19:02

2 votes

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

answered Jun 3, 2015 at 13:48

2 votes

Applying my Machine Learning class (possibly to small markets)

answered Aug 1, 2017 at 15:04

2 votes

How to store tick data for diffferent time frames?

answered Oct 6, 2017 at 16:01

2 votes

How to trade leveraged ETFs

answered Dec 18, 2015 at 15:08

2 votes

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Pairs Trading Signals and Positioning

answered Mar 11, 2016 at 16:28

2 votes

Why do we assume quadratic utility in portfolio theory?

answered May 31, 2016 at 19:14

2 votes

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

answered May 6, 2019 at 2:48

2 votes

Does historical backtest data mean anything?

answered Sep 25, 2018 at 15:16

2 votes

List of all Russell 2000 Stocks

answered Nov 11, 2019 at 22:17

2 votes

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Where do big data companies get data?

answered Oct 6, 2021 at 14:36

1 vote

Is AAPL on both NYSE and NASDAQ?

answered Jun 19, 2021 at 2:41

1 vote

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

answered Jul 23, 2019 at 18:57

1 vote

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Do corporate events happen intraday?

answered Jul 25, 2020 at 1:29

1 vote

ITCH feed, price executed at different to original order?

answered Jun 18, 2017 at 19:11

Stack Exchange Network

56 Answers

How to calculate historical intraday volatility?

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

When does an ETF take out expenses?

Where are creation unit baskets for ETFs published?

HFT market-making in dark pools?

Ought you study Abstract Algebra in university?

How can I most efficiently deduce Renaissance Technologies' changes?

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

Correlation among different sectors of the market

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

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

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

Proxy for a trigonometric angle function

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

Why is Brownian motion merely 'almost surely' continuous?

Free source of historical ETF units outstanding data?

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

Applying my Machine Learning class (possibly to small markets)

How to store tick data for diffferent time frames?

How to trade leveraged ETFs

Pairs Trading Signals and Positioning

Why do we assume quadratic utility in portfolio theory?

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

Does historical backtest data mean anything?

List of all Russell 2000 Stocks

Where do big data companies get data?

Is AAPL on both NYSE and NASDAQ?

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

Do corporate events happen intraday?

ITCH feed, price executed at different to original order?