FX_NINJA

Member for 5 years, 9 months

Reputation

500

2018
2019
2020
2021

Top tag

options

Next privilege

750 Rep.

See votes

Badges

Newest

Yearling

Next badge

0/1

Impact

0 posts edited

2 helpful flags

58 votes cast

14 Questions

Votes Activity Newest Views

votes

answer

914

views

Is this a viable method for testing market making strategies?

Jun 25 '18 at 5:41 CommunityBot 1

votes

answer

369

views

Is This A Viable Alternative Options Pricing Method?

options monte-carlo asset-pricing

May 26 '16 at 17:07 Quantuple 13.6k

votes

answers

544

views

Can a stat arb alpha be a global macro alpha?

quant-trading-strategies econometrics

May 14 '17 at 19:20 FX_NINJA 500

votes

answers

148

views

Is this type of currency index a thing already?

Jul 20 '16 at 21:09 user37317 239

vote

answers

views

Any papers on use of convolution neural network for predicting price and hedagability when market making

research papers

Mar 24 '19 at 0:52 FX_NINJA 500

vote

answers

views

Why does an increase in eviction court filings result in an increase in REIT returns?

regression econometrics data-mining real-estate

Nov 29 '18 at 22:02 FX_NINJA 500

vote

answer

159

views

would multiplying a co-variance matrix by the inverse of a variance matrix generate a beta matrix?

portfolio-management

Mar 28 '17 at 14:16 msitt 741

vote

answers

views

BLS v2 API took 20+ minutes to publish data where is immediate data available?

data programming

Dec 7 '15 at 18:12 chollida 1,309

votes

answers

views

Multi-Variate linear modeling: how to calculate mathematically vs brute force genetic optimization

modeling econometrics statistical-finance

Aug 9 '17 at 18:14 FX_NINJA 500

votes

answer

views

What CAPM/Financial ratios involve kurtosis?

statistics modern-portfolio-theory capm

Jun 10 '17 at 23:40 Dave Harris 3,540

votes

answer

views

Solving for volatility of a portfolio via its components

risk-management var

Sep 19 '16 at 15:09 Ric 13k

votes

answer

149

views

I want to publish my research framework for quantitative finance

fx backtesting research

Sep 19 '16 at 4:43 Sandeep S. Sandhu 166

votes

answer

views

Simulating Co-Integrated Assets

monte-carlo correlation econometrics cointegration random-walk

Sep 9 '16 at 20:05 FX_NINJA 500

-1

votes

answer

340

views

Does this trade have a name?

fixed-income bond swaps libor

Mar 25 '17 at 20:34 dm63 12.5k

Stack Exchange Network

current community

your communities

more stack exchange communities

Next privilege

Next badge

14 Questions

Is this a viable method for testing market making strategies?

Is This A Viable Alternative Options Pricing Method?

Can a stat arb alpha be a global macro alpha?

Is this type of currency index a thing already?

Any papers on use of convolution neural network for predicting price and hedagability when market making

Why does an increase in eviction court filings result in an increase in REIT returns?

would multiplying a co-variance matrix by the inverse of a variance matrix generate a beta matrix?

BLS v2 API took 20+ minutes to publish data where is immediate data available?

Multi-Variate linear modeling: how to calculate mathematically vs brute force genetic optimization

What CAPM/Financial ratios involve kurtosis?

Solving for volatility of a portfolio via its components

I want to publish my research framework for quantitative finance

Simulating Co-Integrated Assets

Does this trade have a name?