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Economics
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kurtosis
  • Member for 4 years, 1 month
  • Last seen more than 2 years ago
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PhD statistician with significant optimization and computational game theory exposure. Published researcher on financial econometrics and market microstructure. Algorithmic trader and recovering academic. Analyzing difficult data and forecasting for over 25 years.

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Top posts
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2
Search terms to find a menu of currency exchange mechanisms?
Aug 7, 2020
answer
2
Can an F-test be used in a regression that is quadratic, or can it only be used in a linear regression model?
Aug 14, 2020
answer
2
Characteristics of market liquidity
Aug 8, 2020
answer
2
What were M.F. Chamans's calculations about how much trade would gain by the burning of Paris?
Aug 25, 2020
answer
1
A question about intertemporal price discrimination
Aug 26, 2020
answer
1
Coefficient of Determination with Weighted Coefficients
Aug 12, 2020
answer
1
How does profit correlate with the duration of options?
Aug 12, 2020
answer
1
How is the cost of equity for a specific stock calculated using the Fama-French 5 factor model?
Aug 21, 2020
answer
1
Does anybody knows where I should look for a proxy for consumption to estimate a two factor C-CAPM?
Aug 25, 2020
answer
1
What is the difference between the cash rate and interest rate?
Aug 25, 2020
Top network posts
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34
How is it possible that these deep ITM stock options on DISH went from 52,000 volume, 550 open bids, 550 open asks to being completely dead overnight?
18
Given one ISIN, how can I get the list of all the stock exchanges on which it is traded, along with its ticker symbols if any?
18
What are modern algorithms for trade classification?
13
Theoretical justification for technical analysis
10
Examples of Simpson's Paradox being resolved by choosing the aggregate data