# Qbik

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bio website location age member for 2 years, 10 months seen Nov 25 at 19:14 profile views 63

# 7 Revisions

 Jan23 revised Are there any derivatives which pay amount $a(p-b)^{2}-c$ where $p$ is the price of underling asset? added 2 characters in body May22 revised What is a commonly accepted econometric model for volume? added 6 characters in body May21 revised How to model time series of illiquid stocks - 400 observations (transactions) per 8 hours? added 1833 characters in body May21 revised How to model time series of illiquid stocks - 400 observations (transactions) per 8 hours? added 1833 characters in body Apr26 revised How do I graphically represent the evolution of a covariance matrix over time? added 55 characters in body Apr26 revised Why in general is the variance of volume changes higher than variance of price changes? added 134 characters in body Feb12 revised Is there any measure that is a non-trivial combination of VWAP and TWAP? change of V_i into V_T
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