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FX_NINJA
  • Member for 8 years, 4 months
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8 votes
1 answer
1k views

Is this a viable method for testing market making strategies?

4 votes
1 answer
523 views

Is This A Viable Alternative Options Pricing Method?

3 votes
0 answers
729 views

Can a stat arb alpha be a global macro alpha?

2 votes
3 answers
153 views

Is this type of currency index a thing already?

1 vote
0 answers
116 views

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

1 vote
1 answer
246 views

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

1 vote
0 answers
80 views

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

1 vote
0 answers
82 views

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

0 votes
1 answer
70 views

What CAPM/Financial ratios involve kurtosis?

0 votes
0 answers
57 views

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

0 votes
1 answer
75 views

Solving for volatility of a portfolio via its components

0 votes
1 answer
68 views

Simulating Co-Integrated Assets

0 votes
1 answer
170 views

I want to publish my research framework for quantitative finance

-1 votes
1 answer
428 views

Does this trade have a name?