HNHacker News
TopNewBestAskShowJobs

dm13450

7 karma · joined February 6, 2019

Quant http://dm13450.github.io/
submissionscomments

Big Ticks and Small Ticks in Equity Microstructure

dm13450.github.io·2 pts·dm13450·
0

A Statistical FX Factor Model

dm13450.github.io·1 pts·dm13450·
0

The Joys of Free Cloudflare

dm13450.github.io·1 pts·dm13450·
0

A Fundamental FX Factor Model

dm13450.github.io·1 pts·dm13450·
0

Making Sense of the DXY

dm13450.github.io·10 pts·dm13450·
2

Premier League Survival – How Many Points Are Enough?

dm13450.github.io·1 pts·dm13450·
0

Fitting Price Impact Models

dm13450.github.io·1 pts·dm13450·
0

Importance Sampling, Reinforcement Learning, Getting More from the Data You Have

dm13450.github.io·2 pts·dm13450·
0

Alpha Capture and Acquired

dm13450.github.io·1 pts·dm13450·
0

Solving the Almgren Chris Model

dm13450.github.io·2 pts·dm13450·
0

Currency Hedging and Principal Component Analysis

dm13450.github.io·1 pts·dm13450·
0

A Quants Approach to Running

dm13450.github.io·3 pts·dm13450·
0

A tour of high-frequency finance via the Julia language and QuestDB

questdb.io·3 pts·dm13450·
0

Crypto Liquidity Metrics

cryptoliquiditymetrics.com·1 pts·dm13450·
0

Show HN: Stocksheriff.io Make sure your broker is getting a good price

stocksheriff.io·2 pts·dm13450·
0

Alphavantage.jl – Getting Market Data into Julia

dm13450.github.io·2 pts·dm13450·
0

State of the Market – Infinite State Hidden Markov Models

dm13450.github.io·2 pts·dm13450·
0

Benchmarking maps, loops, generators and broadcasting in Julia

dm13450.github.io·1 pts·dm13450·
0

A year ago the VIX blew up. Extreme value theory shows this wasn't unexpected

dm13450.github.io·1 pts·dm13450·
0