2018
Jul
12
answered Can someone please share examples of machine learning in quantitative finance?
May
20
awarded  Tumbleweed
Mar
1
answered Hourly historical data for US stocks: how to download for free in Python
Feb
27
comment Higher Order Greeks
you should do a search for vanna and volga
Jan
22
answered Data on Options on US-Treasury Futes
Jan
18
comment Why doesn't the candlestick bodies align to open/close?
if there is a gap it means there is no overlap! gaps can happen in microstructure environment as well. for example, if today's low if lower than yesterday's high, than there is no gap!
Jan
18
answered Why doesn't the candlestick bodies align to open/close?
Jan
11
comment Ways to calculate daily returns
b/c every day you have a different base of capital and you are trying to calculate the daily change (or return). daily.
Jan
11
answered Ways to calculate daily returns
2017
Nov
20
awarded  Teacher
Sep
24
answered Given only Bid Ask and quantity Data, how do I determine whether the security price has gone up or down?
Aug
16
answered Identify Iceberg Orders
Jul
21
awarded  Supporter