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kurtosis
  • Member for 2 years
  • Last seen more than a month ago
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About

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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All Questions Answers
Score Newest
answer
9
Examples of Simpson's Paradox being resolved by choosing the aggregate data
Jul 23, 2020
answer
8
R-squared is equal to 81% means what?
Jul 23, 2020
answer
4
Why isn't simulation showing that ridge regression better than linear model
Jul 24, 2020
answer
4
Which summary statistics are always nonnegative? [just for fun]
Jul 28, 2020
answer
4
In comparison with a standard gaussian random variable, does a distribution with heavy tails have higher kurtosis?
Jul 29, 2020
answer
3
Is there a detailed explanation on why multiple population sampling distributions use difference for mean and proportion, while ratio for variances?
Aug 6, 2020
answer
3
LMM: fixed effect significant in complex model, but not in reduced model
Aug 6, 2020
answer
3
How regression adjusts categorical variables?
Aug 8, 2020
answer
3
Finding anomaly using statistical distributions
Aug 10, 2020
answer
3
Nonparametric theory textbook(s)?
Aug 13, 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?
12
Theoretical justification for technical analysis
10
What are modern algorithms for trade classification?
8
Difference between a warrant and an option?

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