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Dan Kim

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Dan Kim
Created Sep 28, 2020

Bio

I studied statistical arbitrage for a while and now I'm trying to build strategies under said paradigm!


Activity

Dan left a comment on Wrong fill price with Market Orders?

"Actually,Quoting Alexandre in the post here:  “The default fill model uses L1 data to fill the o..."

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3 years ago

3 years ago


Dan left a comment on Wrong fill price with Market Orders?

"Wow this reply comes almost 4 years later, but here are my thoughts:Yeah, I think it's basically due..."

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3 years ago

3 years ago


Dan left a comment on Collaboration Opportunity: WorldQuant style StatAr...

"After thinking some more and skimming the docs some more, it seems like there isn't a one-liner to d..."

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3 years ago

3 years ago


Dan left a comment on Collaboration Opportunity: WorldQuant style StatAr...

"Well it's been a few months, and I've made some progress with regard to my knowledge. I read up on m..."

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3 years ago

3 years ago


Dan left a comment on Collaboration Opportunity: WorldQuant style StatAr...

"Hey Alex - thanks for your reply. I don't mind the effects of the bid-ask spread being baked into th..."

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3 years ago

3 years ago


Dan's Badges

Algorithm Sharing

Shared an Algorithm with the Community

Unlocked: 10-25-2021

Backtester

User has made 100+ Backtests

Unlocked: 10-24-2021

Python Programming

Prefer Python Programming Language

Unlocked: 09-28-2020

Boot Camp Private

Finish Easy Tutorial

Unlocked: 12-20-2020