meta user
network profile
| bio | website | isomorphismes.tumblr.com |
|---|---|---|
| location | Great Cacapon, WV | |
| age | ||
| visits | member for | 2 years, 3 months |
| seen | Mar 16 at 2:51 | |
| stats | profile views | 38 |
an argonaut
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Mar 16 |
awarded | Excavator |
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Mar 15 |
awarded | Editor |
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Mar 15 |
revised |
Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones? improved formatting |
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Mar 15 |
comment |
Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones? +1. Statistical comparisons always require some baseline. As in The Lady Tasting Tea, it's up to you to establish a sensible baseline. One might be able to improve upon completely random baselines by comparing only amongst similar subsets, for example. Or maybe it's better to keep hands off so one doesn't have to justify this or that particular weighting scheme. But then what justifies the uniform weighting scheme? Etc. |
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Mar 15 |
suggested | suggested edit on Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones? |
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Mar 15 |
awarded | Critic |
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Mar 12 |
awarded | Necromancer |
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Jan 1 |
comment |
Is there a technique for using xts or zoo objects with options data (i.e., many entries per date) in R? My question would be: is it better to encode option prices as "chords" (a specific chain at each timepoint) or "melodies" (independent timeseries at each strike) ? You'd want some obvious relations to be built into the object...(eg, check to make higher strike at same time is more expensive; derive a comparison of same strike at two timepoints) |
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Dec 5 |
comment |
What advanced statistical techniques are quant researchers using? They are probably using the Reverse Kolmogorov-Smirnov, which is doubtless the most complicated and, therefore, effective technique for (para)statistical (quasi)(k,L)-arbitrage in quantitative finance. |
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Sep 24 |
awarded | Citizen Patrol |
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Sep 24 |
awarded | Custodian |
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Sep 24 |
reviewed | Leave Open T-note returns from T-note yields … derivation of Damodaran's formula |
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Sep 24 |
reviewed | Leave Open Brent Crude Data |
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Sep 8 |
comment |
Is Scala used in trading systems miriamlaurel.com = 404 |
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Sep 8 |
comment |
Is Scala used in trading systems Not exactly functional but K is used in finance as well. Discussions of its use in quant finance frequently pop up here: reddit.com/r/apljk |
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Sep 8 |
comment |
Is Scala used in trading systems Why is Java preferred in the unburdened new systems? |
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Apr 18 |
awarded | Nice Answer |
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Jan 31 |
awarded | Yearling |
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Jul 6 |
answered | How are correlation and cointegration related? |
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Jun 29 |
answered | Why is there no “meta-model”? |
