Quantitative Finance
Mark Horvath's user avatar
Mark Horvath's user avatar
Mark Horvath's user avatar
Mark Horvath
  • Member for 7 years, 4 months
  • Last seen more than a month ago
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All Questions Answers
Score Newest
answer
4
Is there a standard model for market impact?
Jul 19, 2015
answer
3
Bayesian estimation of asset pricing models
Jul 19, 2015
question
3
What are examples of boosting, bagging, stacking or subspace method in quantitative finance?
Dec 17, 2016
question
2
Impact / slippage model for open and closing crossing auctions?
Oct 19, 2015
answer
2
What is some book that is complete and easy but hard enough to serve as prerequisite for asset pricing and portfolio choice theory?
Jul 19, 2015
question
1
What are commercial impact models and transaction cost analysis models out there for simulation?
Jul 19, 2015
question
1
How do I estimate opening call auction order book for equities?
Jun 19, 2017
answer
1
Typical coefficients uses in square-root model for market impact
Jul 18, 2015
answer
1
How to scale $\alpha$, trading costs in a standard portfolio optimization problem
Jul 19, 2015
answer
1
How to simulate slippage
Jul 19, 2015
Top network posts
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57
Why sigmoid function instead of anything else?
13
What is the recommended compression for HDF5 for fast read/write performance (in Python/pandas)?
13
Comparison between Modin | Dask | Data.table | Pandas for parallel processing and out of memory csv files
12
Can python doctest ignore some output lines?
9
Pandas: rolling mean by time interval

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