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Quantitative Finance
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mark leeds's user avatar
mark leeds's user avatar
mark leeds
  • Member for 6 years, 3 months
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focus is statistical time series but trying to learn about DSP.

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6
Differencing vs Detrending financial time series
Dec 24, 2019
answer
6
Are cumulative returns stationary?
Aug 19, 2020
answer
5
Random Walk with normal increments and n time periods why is the increment $\sqrt{(t/n)}$?
Dec 27, 2018
answer
5
Market-maker's gain variance
Jul 8, 2021
answer
4
Why do I need fancy methods to calculate half-life of mean reversion?
Mar 30, 2022
question
4
stochastic programming book recommendations
Feb 11, 2020
question
4
Intution behind buying the option when implied vol seems low
Jul 10, 2020
question
3
question regarding sharpe ratio calculation
Aug 26, 2020
question
3
sort of asked before but would be good to get updated sources of tick data
Oct 17, 2019
answer
3
What should basic statistical analysis of different price forecasts contain
Apr 17, 2020
Top network posts
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22
Proving that the dual of the $\mathcal{l}_p$ norm is the $\mathcal{l}_q$ norm.
11
getting an error when starting up emacs related to global-linum-mode
8
Simulating a data generating process
6
Why is bootstrapping p-values not just finding the null in the bootstrap samples?
6
Order of integration of a time series process