dm13450

Joined 7 years ago

Karma

7

Submissions

52

Member since

Feb 6

Quant http://dm13450.github.io/

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Recent submissions

Big Ticks and Small Ticks in Equity Microstructure dm13450.github.io

2 dm13450 2 months ago 0 comments

A Statistical FX Factor Model dm13450.github.io

1 dm13450 3 months ago 0 comments

The Joys of Free Cloudflare dm13450.github.io

1 dm13450 5 months ago 0 comments

A Fundamental FX Factor Model dm13450.github.io

1 dm13450 6 months ago 0 comments

Making Sense of the DXY dm13450.github.io

10 dm13450 7 months ago 2 comments

Premier League Survival – How Many Points Are Enough? dm13450.github.io

1 dm13450 1 year ago 0 comments

Fitting Price Impact Models dm13450.github.io

1 dm13450 1 year ago 0 comments

Importance Sampling, Reinforcement Learning, Getting More from the Data You Have dm13450.github.io

2 dm13450 1 year ago 0 comments

Alpha Capture and Acquired dm13450.github.io

1 dm13450 2 years ago 0 comments

Solving the Almgren Chris Model dm13450.github.io

2 dm13450 2 years ago 0 comments

Currency Hedging and Principal Component Analysis dm13450.github.io

1 dm13450 2 years ago 0 comments