| 1. | | Premier League Survival – How Many Points Are Enough? (dm13450.github.io) |
| 1 point by dm13450 77 days ago | past |
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| 2. | | Fitting Price Impact Models (dm13450.github.io) |
| 1 point by dm13450 10 months ago | past |
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| 3. | | 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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| 4. | | Alpha Capture and Acquired (dm13450.github.io) |
| 1 point by dm13450 on Sept 19, 2024 | past |
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| 5. | | Solving the Almgren Chris Model (dm13450.github.io) |
| 2 points by dm13450 on July 9, 2024 | past |
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| 6. | | Currency Hedging and Principal Component Analysis (dm13450.github.io) |
| 1 point by dm13450 on May 12, 2024 | past |
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| 7. | | A Quants Approach to Running (dm13450.github.io) |
| 3 points by dm13450 on June 14, 2023 | past |
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| 8. | | A tour of high-frequency finance via the Julia language and QuestDB (questdb.io) |
| 3 points by dm13450 on Dec 7, 2021 | past |
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| 9. | | Crypto Liquidity Metrics (cryptoliquiditymetrics.com) |
| 1 point by dm13450 on May 18, 2021 | past |
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| 10. | | Show HN: Stocksheriff.io Make sure your broker is getting a good price (stocksheriff.io) |
| 2 points by dm13450 on Jan 28, 2021 | past |
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| 11. | | Alphavantage.jl – Getting Market Data into Julia (dm13450.github.io) |
| 2 points by dm13450 on July 6, 2020 | past |
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| 12. | | 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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| 13. | | Benchmarking maps, loops, generators and broadcasting in Julia (dm13450.github.io) |
| 1 point by dm13450 on May 3, 2019 | past |
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| 14. | | 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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