amdopt's user avatar
amdopt's user avatar
amdopt's user avatar
amdopt
  • Member for 7 years
  • Last seen this week
  • New York, NY, United States
13 votes
Accepted

How long do algorithmic trading strategies typically remain profitable?

10 votes
Accepted

Convert arithmetic returns to log returns

10 votes
Accepted

Yahoo Calendar - What does TAS mean?

9 votes

What is the point of mental arithmetic tests?

8 votes

What color financial time series are there?

8 votes
Accepted

Automatically get iShares ETF holdings

7 votes
Accepted

Deriving implied volatility programmatically

7 votes
Accepted

How to calculate the net return of each "partner" at different times?

6 votes
Accepted

Oil price model calibration with Kalman Filter and MLE in python

6 votes
Accepted

How to correctly explain the current price action in a trading chart with the Hurst Exponent found?

6 votes
Accepted

Using AlphaVantage For Japan/Shanghai/Hong Kong/Shenzhen stock exchange data?

6 votes

CME gold futures, do expiries follow any rule?

5 votes
Accepted

What makes open-outcry preferable to electronic trading and what are its consequences?

5 votes

How to go about computing RSI?

5 votes
Accepted

Pair trading - short / long the spread

5 votes
Accepted

Implementation of Maximum Drawdown in python working directly with returns

5 votes
Accepted

Interactive Broker API error 321?

5 votes

How to get a Daily Market Cap using Python

5 votes

bank issuing structured products

4 votes
Accepted

Calculating a Covered Call Strike with N% Probability that Shares Won't be Called Away

4 votes

Contango and backwardation in VIX futures

4 votes
Accepted

Backtesting short-selling strategy using pandas dataframe

4 votes
Accepted

Continuous Percentage Profit and Loss calculation

4 votes

Using candlesticks for Stock price direction prediction

4 votes
Accepted

Clarifying Parkinson Python Code

4 votes
Accepted

Alternative relative performance measure to Sharpe ratio for non-IID return

4 votes
Accepted

Aggregating quotes data for different time frames

4 votes

How is market buy order executed when meeting both market sell order and limit sell order?

4 votes
Accepted

TermStructure/Evaluation Dates in Quantlib

4 votes
Accepted

1 day VaR vs 10 day VaR