Walter
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Mitigating gateway delay
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3 votes

If I understand correctly the TCP roundtrip time can be used as a posteriori proxi for the order entry gateway delay. So assuming the roundtrip time is composed of gate delay and independent other ...

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Portfolio risk decreased by increasing share of riskiest asset?
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2 votes

This can for example be seen in modern portfolio theory (Harry Markowitz, William Sharpe) As an example consider a two asset portfolio with a full investment constraint ($w_1+w_2=1$) so we can write ...

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Interpretation of cross-correlation matrix when one sample distribution is not normal
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0 votes

You could use rcorr(x, y, type=c("pearson","spearman")) e.g. # Correlations with significance levels library(Hmisc) rcorr(x, type="pearson") # type can be pearson or spearman from the Hmisc ...

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