- Fitting Price Impact Models
by dm13450 on 3/18/25, 5:46 AM, with comments
- Importance Sampling, Reinforcement Learning, Getting More from the Data You Have
by dm13450 on 12/17/24, 12:42 PM, with comments
- Alpha Capture and Acquired
by dm13450 on 9/19/24, 8:08 PM, with comments
- Solving the Almgren Chris Model
by dm13450 on 7/9/24, 4:53 AM, with comments
- Currency Hedging and Principal Component Analysis
by dm13450 on 5/12/24, 3:19 PM, with comments
- A Quants Approach to Running
by dm13450 on 6/14/23, 8:00 PM, with comments
- A tour of high-frequency finance via the Julia language and QuestDB
by dm13450 on 12/7/21, 4:04 PM, with comments
- Crypto Liquidity Metrics
by dm13450 on 5/18/21, 10:51 PM, with comments
- Show HN: Stocksheriff.io Make sure your broker is getting a good price
by dm13450 on 1/28/21, 8:30 PM, with comments
- Alphavantage.jl – Getting Market Data into Julia
by dm13450 on 7/6/20, 7:13 PM, with comments
- State of the Market – Infinite State Hidden Markov Models
by dm13450 on 6/3/20, 3:39 PM, with comments
- Benchmarking maps, loops, generators and broadcasting in Julia
by dm13450 on 5/3/19, 5:49 PM, with comments
- A year ago the VIX blew up. Extreme value theory shows this wasn't unexpected
by dm13450 on 2/6/19, 6:28 PM, with comments