User FX_NINJA - Quantitative Finance Stack Exchange

FX_NINJA

Member for 7 years, 11 months
Last seen more than 4 years ago

14 Questions

Score Activity Newest Views

8 votes

1 answer

1k views

Is this a viable method for testing market making strategies?

asked Aug 11, 2016 at 4:35

4 votes

1 answer

500 views

Is This A Viable Alternative Options Pricing Method?

asked May 24, 2016 at 23:19

3 votes

0 answers

693 views

Can a stat arb alpha be a global macro alpha?

asked May 14, 2017 at 19:20

2 votes

3 answers

152 views

Is this type of currency index a thing already?

asked Jun 30, 2016 at 2:22

1 vote

0 answers

105 views

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

asked Dec 7, 2015 at 14:24

1 vote

1 answer

230 views

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

asked Mar 27, 2017 at 15:49

1 vote

0 answers

76 views

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

asked Nov 29, 2018 at 21:00

1 vote

0 answers

81 views

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

asked Mar 24, 2019 at 0:41

0 votes

1 answer

70 views

What CAPM/Financial ratios involve kurtosis?

asked Jun 9, 2017 at 19:12

0 votes

0 answers

57 views

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

asked Aug 9, 2017 at 18:14

0 votes

1 answer

75 views

Solving for volatility of a portfolio via its components

asked Sep 2, 2016 at 15:56

0 votes

1 answer

67 views

Simulating Co-Integrated Assets

asked Sep 9, 2016 at 19:54

0 votes

1 answer

166 views

I want to publish my research framework for quantitative finance

asked Sep 18, 2016 at 20:53

-1 votes

1 answer

389 views

Does this trade have a name?

asked Mar 23, 2017 at 19:26