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48
votes
15answers
3k views
What concepts are the most dangerous ones in quantitative finance work?
There are a few things that form the common canon of education in (quantitative) finance, yet everybody knows they are not exactly true, useful, well-behaved, or empirically supported.
So here is the ...
16
votes
5answers
1k views
Most successful investors using academic-based framework?
What are the most famous/best performing absolute-return funds employing approaches based on mainstream finance theory (i.e., theory presented in Journal of Finance, AER, Econometrica, using typically ...
6
votes
3answers
208 views
zero-sum active management riddle
Bill Sharpe proves that the average alpha from active management is zero (and after transaction costs the average active manager returns less than passive funds). One active manager's gain is offset ...
3
votes
1answer
369 views
How to develop journeymanship and mastery in the field Quantitative Finance?
I've read the FAQ and I know that this question may be considered off-topic by the standards set forth but I think a topic such as this is a valid exception. Questions like this one have been ...
1
vote
1answer
218 views
Does Ito/Malliavin calculus have any applications helpful for direction based trading?
I'm an aspiring computer scientist who want to move into algorithmic trading at some point.
At the moment I'm mostly focusing on courses in machine learning/data analysis etc. but I've noticed that ...
