| 1. | | Big Ticks and Small Ticks in Equity Microstructure (dm13450.github.io) |
| 2 points by dm13450 70 days ago | past |
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| 2. | | A Statistical FX Factor Model (dm13450.github.io) |
| 1 point by dm13450 3 months ago | past |
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| 3. | | The Joys of Free Cloudflare (dm13450.github.io) |
| 2 points by theanonymousone 5 months ago | past |
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| 4. | | The Joys of Free Cloudflare (dm13450.github.io) |
| 1 point by dm13450 5 months ago | past |
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| 5. | | A Fundamental FX Factor Model (dm13450.github.io) |
| 1 point by dm13450 6 months ago | past |
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| 6. | | Making Sense of the DXY (dm13450.github.io) |
| 11 points by dm13450 7 months ago | past | 2 comments |
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| 7. | | Premier League Survival – How Many Points Are Enough? (dm13450.github.io) |
| 1 point by dm13450 12 months ago | past |
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| 8. | | Fitting Price Impact Models (dm13450.github.io) |
| 1 point by dm13450 on March 18, 2025 | past |
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| 9. | | Importance Sampling, Reinforcement Learning, Getting More from the Data You Have (dm13450.github.io) |
| 2 points by dm13450 on Dec 17, 2024 | past |
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| 10. | | Alpha Capture and Acquired (dm13450.github.io) |
| 1 point by dm13450 on Sept 19, 2024 | past |
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| 11. | | Solving the Almgren Chris Model (dm13450.github.io) |
| 2 points by dm13450 on July 9, 2024 | past |
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| 12. | | Currency Hedging and Principal Component Analysis (dm13450.github.io) |
| 1 point by dm13450 on May 12, 2024 | past |
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| 13. | | Statistical Arbitrage – An Easy Walkthrough (dm13450.github.io) |
| 150 points by xgdgsc on July 18, 2023 | past | 48 comments |
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| 14. | | A Quants Approach to Running (dm13450.github.io) |
| 3 points by dm13450 on June 14, 2023 | past |
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| 15. | | Optimising a Taskmaster Task with Python (dm13450.github.io) |
| 1 point by mindB on Nov 1, 2021 | past |
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| 16. | | Accidentally Quadratic with DataFrames in Julia (dm13450.github.io) |
| 4 points by todsacerdoti on April 24, 2021 | past |
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| 17. | | Alphavantage.jl – Getting Market Data into Julia (dm13450.github.io) |
| 2 points by dm13450 on July 6, 2020 | past |
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| 18. | | State of the Market – Infinite State Hidden Markov Models (dm13450.github.io) |
| 2 points by dm13450 on June 3, 2020 | past |
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| 19. | | Benchmarking maps, loops, generators and broadcasting in Julia (dm13450.github.io) |
| 1 point by dm13450 on May 3, 2019 | past |
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| 20. | | A year ago the VIX blew up. Extreme value theory shows this wasn't unexpected (dm13450.github.io) |
| 1 point by dm13450 on Feb 6, 2019 | past |
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