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Quantitative Finance
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meh
  • Member for 11 years, 4 months
  • Last seen more than 5 years ago
  • Chicago, IL
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About

Algorithmic Trader and researcher focusing on Futures/Cash Markets.

Python, C++

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Top posts
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answer
24
What market making strategies are often used nowadays ？
Aug 3, 2015
answer
5
U.S. Rate Hike Prediction
Aug 15, 2015
question
3
Calculating the Hedge Ratio
May 2, 2014
question
3
Weights Blowing up in PCA
Aug 17, 2015
answer
3
Is this arbitrage?
Aug 7, 2014
answer
3
Applicability of PCA to get historical volatilities to calibrate interest rates trees
Jun 25, 2015
answer
3
Garch models and assumption of stationarity ?
Jul 30, 2015
answer
2
what are the criteria to select pairs?
Aug 17, 2015
answer
2
Drift irrelevance on high frequency data
Jun 22, 2016
answer
2
What‘s the definition of static arbitrage?
Jul 27, 2015