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LazyCat's user avatar
LazyCat's user avatar
LazyCat
  • Member for 12 years, 4 months
  • Last seen more than a month ago
2 votes
Accepted

Where do big data companies get data?

1 vote

Is AAPL on both NYSE and NASDAQ?

4 votes
Accepted

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

1 vote
Accepted

Do corporate events happen intraday?

5 votes
Accepted

Ought you study Abstract Algebra in university?

0 votes

How can I use the Radon-Nikodym theorem to show that forward measure is indeed measure?

0 votes

C++ textbook recommendation for quants

4 votes
Accepted

How can I most efficiently deduce Renaissance Technologies' changes?

2 votes

List of all Russell 2000 Stocks

1 vote
Accepted

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

2 votes

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

0 votes

News on ETF sector performance

3 votes
Accepted

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

2 votes

Does historical backtest data mean anything?

1 vote

Determine the right order size with market making strategy

3 votes
Accepted

Correlation among different sectors of the market

1 vote

Find a reasonable h

0 votes

How frequently do market makers cancel orders?

0 votes

If two price series are cointegrated but not correlated, how do I find the hedge ratio?

1 vote

Reference request: hedge fund strategies

2 votes

How to store tick data for diffferent time frames?

2 votes

Applying my Machine Learning class (possibly to small markets)

1 vote

ITCH feed, price executed at different to original order?

-2 votes

What determines trading volumes of the same stock at different trading platforms?

0 votes

Locked/crossed prices in US equities

1 vote

What is currently predictable in the stock and bond markets and what is not

1 vote

Fill prices on limit and market orders

5 votes
Accepted

HFT market-making in dark pools?

-1 votes

Brexit implied probability

2 votes

Why do we assume quadratic utility in portfolio theory?