dm13450

7 ms·

1.
Big Ticks and Small Ticks in Equity Microstructure(dm13450.github.io)
2 points by dm13450 1mo ago|0 comments
2.
A Statistical FX Factor Model(dm13450.github.io)
1 points by dm13450 3mo ago|0 comments
3.
The Joys of Free Cloudflare(dm13450.github.io)
1 points by dm13450 5mo ago|0 comments
4.
A Fundamental FX Factor Model(dm13450.github.io)
1 points by dm13450 5mo ago|0 comments
5.
Making Sense of the DXY(dm13450.github.io)
10 points by dm13450 7mo ago|2 comments
6.
Premier League Survival – How Many Points Are Enough?(dm13450.github.io)
1 points by dm13450 11mo ago|0 comments
7.
Fitting Price Impact Models(dm13450.github.io)
1 points by dm13450 2y ago|0 comments
8.
Importance Sampling, Reinforcement Learning, Getting More from the Data You Have(dm13450.github.io)
2 points by dm13450 2y ago|0 comments
9.
Alpha Capture and Acquired(dm13450.github.io)
1 points by dm13450 2y ago|0 comments
10.
Solving the Almgren Chris Model(dm13450.github.io)
2 points by dm13450 2y ago|0 comments
11.
Currency Hedging and Principal Component Analysis(dm13450.github.io)
1 points by dm13450 2y ago|0 comments
12.
A Quants Approach to Running(dm13450.github.io)
3 points by dm13450 3y ago|0 comments
13.
by dm13450 5y ago
https://cryptoliquiditymetrics.com/ Started as a way for me to learn some Javascript and get an overview of execution metrics for myself. Found it easy enough to host with Netlify, so might as well make it public!
14.
A tour of high-frequency finance via the Julia language and QuestDB(questdb.io)
3 points by dm13450 5y ago|0 comments
15.
Crypto Liquidity Metrics(cryptoliquiditymetrics.com)
1 points by dm13450 5y ago|0 comments
16.
by dm13450 6y ago
https://www.stocksheriff.io/ Do retail traders really care about the small differences between the stock price and where their broker filled them? Probably not. But it might help educate people, especially after the latest
17.
by dm13450 6y ago
Minor point, but when calculating the avg_diff_price for $GME you should be calculating a return (close-open)/open otherwise days where the stock went from 100 to 105 (5% increase) look the same as days when it went from 5 to 10 (100%
18.
Show HN: Stocksheriff.io Make sure your broker is getting a good price(stocksheriff.io)
2 points by dm13450 6y ago|0 comments
19.
Alphavantage.jl – Getting Market Data into Julia(dm13450.github.io)
2 points by dm13450 6y ago|0 comments
20.
State of the Market – Infinite State Hidden Markov Models(dm13450.github.io)
2 points by dm13450 6y ago|0 comments
21.
by dm13450 6y ago
http://dm13450.github.io/ If you like stats, finance, sports stats and random programming snippets you should hopefully find one of my posts interesting at some point!
22.
Benchmarking maps, loops, generators and broadcasting in Julia(dm13450.github.io)
1 points by dm13450 7y ago|0 comments
23.
A year ago the VIX blew up. Extreme value theory shows this wasn't unexpected(dm13450.github.io)
1 points by dm13450 8y ago|0 comments