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user2763361
  • Member for 10 years, 8 months
  • Last seen more than 8 years ago
50 votes
Accepted

Machine Learning vs Regression and/or Why still use the latter?

37 votes
Accepted

What is the necessary level of Econometrics-Know-How for a quant

16 votes
Accepted

Quantitative Math required for Market-making?

9 votes
Accepted

Deep bid ask orders

8 votes
Accepted

Has spectrum analysis ever been used successfully to analyse historical price data?

6 votes
Accepted

Why does it "say" portfolio diversification not suitable during market turmoil?

6 votes
Accepted

Estimate reasonable trade sizing based on daily volume

6 votes
Accepted

Why do I have a statistically significant slope regressing R(t) on R(t-1)

4 votes
Accepted

What return equation is Engle referring to in his Nobel lecture?

3 votes

Time Series or Regression

3 votes

What is the motivation for index benchmark?

3 votes

When do trades actually execute on an exchange?

2 votes
Accepted

Regression of TAQ half-hourly stock volume data against news volume

2 votes
Accepted

Market-Maker existence impact to short-term informed directional trading

2 votes

Standard way to represent trend in an a-dimensional way

2 votes

How to normalize technical indicators for machine learning?

2 votes

What nonparametric methods exist for estimating intraday seasonalities?

2 votes

How to eliminate border effects on Wavelet denoising?

2 votes

Usage of Random forests in Quantitative analysis of stocks

1 vote
Accepted

Penny jumping in the direction of the price

1 vote

Single Most Important Fact about a Fund - Interview Question

1 vote

Issues when considering a quantitative trading/finance firm

1 vote

Is the number of outstanding shares a stationary series?

1 vote

how to back out levels from a forecast of differenced series

1 vote

Accessible HTF? (Slippage reduction)

1 vote

Backtesting Period