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Quantitative Finance
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Ryogi
  • Member for 12 years, 9 months
  • Last seen more than a month ago
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Top posts
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48
How to annualize Sharpe Ratio?
Oct 27, 2011
26
How are limit orders selected from the order book?
Oct 29, 2011
24
What are modern algorithms for trade classification?
Aug 27, 2013
21
Why do some anomalies persist while others fade away?
Oct 14, 2011
20
What exactly is meant by "microstructure noise"?
Nov 11, 2011
15
How does one measure the effect of latency on potential returns?
Jul 22, 2012
14
From a high frequency point of view, with a price prediction and assuming infinite leverage, how do you determine optimal trade size?
Jan 25, 2012
12
Alternative liquidity measures
Oct 21, 2012
11
How high of a Sharpe ratio is implausibly high for a low-frequency equity strategy?
Aug 1, 2012
11
What are the typical "realized latencies" across different products and infrastructures?
Oct 16, 2011
Top network posts
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214
Replacing NAs with latest non-NA value
44
Efficient row-wise operations on a data.table
36
Critical t values in R
25
R: Subsetting a data frame using a list of dates as the filter
24
Aggregate (count) rows that match a condition, group by unique values