Thomas Johnson
  • Member for 8 years, 7 months
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2 answers
10 votes
4k views
6 bookmarks
What are common methods for modeling intraday trading volume?
1 answers
8 votes
2k views
3 bookmarks
Why would an exchange choose one matching algorithm over another?
1 answers
8 votes
1k views
3 bookmarks
How do you calibrate a poisson arrival rate process?
1 answers
7 votes
907 views
2 bookmarks
How to determine ratios for mean-reverting basket
1 answers
7 votes
1k views
2 bookmarks
Momentum - skipping the most recent month
1 answers
4 votes
728 views
1 bookmarks
What's the practical difference between the Johansen vs Engle-Granger tests for cointegration?
0 answers
3 votes
146 views
Adjusting for your own orders in future backtests
2 answers
2 votes
176 views
2 bookmarks
Where can I find a list of market-moving news announcements for different asset classes?
0 answers
2 votes
80 views
What is the state of the art in Capital Growth Theory?
1 answers
2 votes
136 views
Exactly what data is available in XBRL, and how far back does it go?
1 answers
2 votes
96 views
1 bookmarks
Value measures other than P/B
1 answers
2 votes
233 views
1 bookmarks
Online database of ETF & Mutual Fund Fees?
2 answers
1 votes
8k views
How can I calculate Fama-French betas for a particular stock?
1 answers
1 votes
146 views
1 bookmarks
Why normalize only data for CDSs for PCA?
1 answers
1 votes
556 views
1 bookmarks
Online algorithm for selecting smoothing parameter?
1 answers
1 votes
320 views
How can I forecast future correlation?
0 answers
0 votes
109 views
Units of Risk: Variance vs Standard Deviation
2 answers
0 votes
74 views
1 bookmarks
Definitive way of figuring out companies with multiple classes of stocks