Quantitative Finance
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kurtosis's user avatar
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kurtosis
  • Member for 3 years, 4 months
  • Last seen more than 1 year ago
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About

PhD statistician with significant optimization and computational game theory exposure. Published researcher on financial econometrics and market microstructure. Algorithmic trader and recovering academic. Analyzing difficult data and forecasting for over 25 years.

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Top posts
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All Questions Answers
Score Newest
answer
18
What are modern algorithms for trade classification?
Jul 31, 2020
answer
12
Theoretical justification for technical analysis
Aug 5, 2020
answer
8
Difference between a warrant and an option?
Aug 20, 2020
answer
7
How can we estimate new stock price after a large purchase?
Jul 24, 2020
answer
6
Why is asset volatility easier to estimate than the asset mean if it contains the mean?
Aug 21, 2020
answer
6
What does it mean that model can reflect the ”volatility smile”
Aug 18, 2020
answer
5
What would be the point of Roll (1984) on measuring the effective bid-ask spread?
Aug 25, 2020
answer
5
Double objective in portfolio optimization
Aug 28, 2020
answer
5
Textbooks on algorithmic trading
Jul 24, 2020
answer
4
Volatility differences
Jul 24, 2020
Top network posts
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34
How is it possible that these deep ITM stock options on DISH went from 52,000 volume, 550 open bids, 550 open asks to being completely dead overnight?
18
Given one ISIN, how can I get the list of all the stock exchanges on which it is traded, along with its ticker symbols if any?
10
Examples of Simpson's Paradox being resolved by choosing the aggregate data
8
R-squared is equal to 81% means what?
8
How can I determine whether a conference is reputable?

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