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pyCthon
  • Member for 12 years, 4 months
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6 votes

Is R being replaced by Python at quant desks?

6 votes

Do MarketOnClose orders cross a bid-ask spread?

5 votes
Accepted

R: Fast and efficient way of running a multivariate regression across a (really) large panel (First pass of Fama MacBeth)

5 votes
Accepted

How is this financial product called?

4 votes
Accepted

Getting ETF data from google finance

4 votes

What are Barra style factors useful for?

4 votes
Accepted

S&P 500 total return since 1956

4 votes
Accepted

Problems with dealing with GARCH models and intra-day data

3 votes

When hiring a quant, how can I protect my IP?

3 votes

Why are Quantquote historical trades different vom ActiveTick historical trades

3 votes

How much profit do HFT firms generate?

3 votes

Predicting Implied Volatility from current and historical volatility

2 votes

How to avoid having negative volatility when applying Heston model?

2 votes

systematic trading reading fixed income

2 votes

What are the impacts of the discontinuation of benchmark Interest Rates?

2 votes

Industry or academic standard frequency to report the return, standard deviation, and Sharpe ratio?

2 votes

Is it compulsory to use seemingly unrelated regression method while running the Fama French style 25 portfolios on the independent risk factors?

2 votes

What are Sell Imbalance-Only Orders?

2 votes

How are ETF fees deducted? What happens if you short an ETF?

2 votes

Diversification investment metric for a FI portfolio

2 votes

What stock market indicators to model based on twitter feed?

2 votes

How high of a Sharpe ratio is implausibly high for a low-frequency equity strategy?

2 votes

Backtesting VaR model violation independence

2 votes

List competitors for a given stock?

1 vote

How google finance calculates beta of a stock

1 vote

Online database of ETF & Mutual Fund Fees?

1 vote

Variable Selection in factor models

1 vote

What is the legal difference between ETFs, ETNs and ETCs

1 vote

Why do I still see large orders?

1 vote

Innovative ways of visualizing financial data