Quantitative Finance
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statquant
  • Member for 10 years, 4 months
  • Last seen more than a month ago
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All Questions Answers
Score Newest
answer
50
Is R being replaced by Python at quant desks?
May 28, 2015
question
16
Are there references about liquidation, transaction, market impact costs in portfolio optimization
Jun 27, 2015
question
12
What good papers of short term (<30 seconds) volatility estimation [duplicate]
Oct 15, 2013
question
9
How do I calculate Sharpe ratio from P&L?
Nov 17, 2013
question
6
How to become a registered market maker on an exchange [closed]
Jan 2, 2014
question
3
Correlation between idiosyncratic residuals and forward returns
Jan 9, 2014
question
3
Why is the VIX computed that way?
Oct 18, 2013
question
3
How to scale $\alpha$, trading costs in a standard portfolio optimization problem
Jul 19, 2015
answer
3
Forcing price to rise or fall by high volume buying and shorting
Dec 2, 2013
question
2
Where can I buy historic raw order by order data for Euronext market?
Jul 11, 2014
Top network posts
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119
Understanding exactly when a data.table is a reference to (vs a copy of) another data.table
107
How can I reattach to tmux process
68
Change timezone in a POSIXct object
57
How can I setup my vim-airline or vim-powerline
49
R not finding package even after package installation

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