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Quantitative Finance
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Wisentgenus
  • Member for 10 years, 11 months
  • Last seen more than a week ago
  • Mountain View, CA
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9 Answers

Score Activity Newest
4 votes

Testing Significance of Correlation

  • statistics
  • correlation
answered Apr 7, 2013 at 21:45
3 votes

Aggregate interactive brokers data in matlab

  • matlab
  • interactive-brokers
answered Jul 15, 2015 at 15:22
2 votes
Accepted

Harnessing small correlations for reliable profit

  • correlation
  • arbitrage
answered Apr 10, 2014 at 7:27
1 vote

What is the difference between market equilibrium and market efficiency? equilibrium implies efficiency?

  • market
  • price
  • emh
answered Aug 19, 2015 at 6:13
1 vote
Accepted

Real time stationarity test

  • machine-learning
  • stationarity
  • testing
answered May 14, 2016 at 7:06
1 vote

Cointegration trading: Ignoring pairs that aren't economically related

  • equities
  • quant-trading-strategies
  • cointegration
  • pairs-trading
answered Nov 15, 2012 at 21:25
0 votes

How to get know when CUSIP is changed

  • data
  • statistics
  • trading
  • data-mining
  • classifier
answered Dec 11, 2019 at 6:59
0 votes

Sharpe Ratio vs Net Profit vs max drawdown

  • algorithmic-trading
  • sharpe-ratio
  • maximum-drawdown
answered Mar 15, 2015 at 23:54
0 votes

Latency and Delays across Exchanges

  • equities
  • market-data
  • market-microstructure
  • limit-order-book
  • latency
answered Jul 14, 2015 at 21:43
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