Quantitative Finance
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mark leeds's user avatar
mark leeds's user avatar
mark leeds
  • Member for 5 years, 3 months
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About

focus is statistical time series but trying to learn about DSP.

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All Questions Answers
Score Newest
answer
6
Are cumulative returns stationary?
Aug 19, 2020
answer
5
Market-maker's gain variance
Jul 8, 2021
answer
5
Random Walk with normal increments and n time periods why is the increment $\sqrt{(t/n)}$?
Dec 27, 2018
answer
5
Differencing vs Detrending financial time series
Dec 24, 2019
question
4
stochastic programming book recommendations
Feb 11, 2020
answer
4
Why do I need fancy methods to calculate half-life of mean reversion?
Mar 30, 2022
answer
3
What is a cumulative return series?
Jul 30, 2021
answer
3
Equivalence of exponential moving average to simple moving average
Jun 15
question
3
sort of asked before but would be good to get updated sources of tick data
Oct 17, 2019
answer
3
Auto-covariance function of station time series
Dec 8, 2018
Top network posts
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19
Proving that the dual of the $\mathcal{l}_p$ norm is the $\mathcal{l}_q$ norm.
7
Simulating a data generating process
6
Why use parametric based estimation methods - confusion regarding terms
6
Show that $\sum \frac{z^n}{n}$ diverges if $z = 1$ but otherwise converges if $|z|=1$.
6
Order of integration of a time series process

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