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Quantitative Finance
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statquant
  • Member for 11 years, 4 months
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50
Is R being replaced by Python at quant desks?
May 28, 2015
question
17
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
4
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
3
Correlation between idiosyncratic residuals and forward returns
Jan 9, 2014
question
3
Why is the VIX computed that way?
Oct 18, 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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131
How can I reattach to tmux process
121
Understanding exactly when a data.table is a reference to (vs a copy of) another data.table
71
Change timezone in a POSIXct object
58
How can I setup my vim-airline or vim-powerline
49
data.table and parallel computing