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Kch

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Answers (15)

Votes Activity Newest

4	How do bond traders get all the different moving parts?
3	Why worry about fat tails, if you can use stoploss?
3	How does the securities lending market work?
3	Why bond (individual or their benchmark index) graphs predominantly display yield rather than price?
2	Step-up bonds should be more, not less sensitive to market interest rates, shouldn't they?

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Reputation (776)

+10	How does one calibrate lambda in a Avellaneda-Stoikov market making problem?
+10	Step-up bonds should be more, not less sensitive to market interest rates, shouldn't they?
+10	Where bonds are marked v.s.where bonds are traded
+10	Backtesting Market Making Strategy or Microstructure Strategy

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Questions (8)

Votes Activity Newest

10	Backtesting Market Making Strategy or Microstructure Strategy
9	How does one calibrate lambda in a Avellaneda-Stoikov market making problem?
7	Is there a compilation of old Lehman research out there?
3	How frequently do market makers cancel orders?
2	How do orders outside of the market clearing level affect price?

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Bookmarks (17)

Votes Activity Newest Views Added

53	What are the quantitative finance books that we should all have in our shelves?
31	How to calculate historical intraday volatility?
27	What are the quantitative finance papers that we should all have in our shelves?
23	What is the necessary level of Econometrics-Know-How for a quant
20	Book on market microstructure

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	Quantitative Finance	776 rep	3 silver badges14 bronze badges
	Cross Validated	101 rep

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Yearling × 3	Curious
Nice Question	Scholar
Popular Question × 2	Commentator
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Votes cast (274)

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90	up		218	question
184	down		56	answer

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