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 Sep24 awarded Autobiographer Feb13 comment Why is there no “meta-model”? @Anna You're right, I don't think there is. I just meant that you could evaluate $f \vert_{\text{short interval}}$ for many subintervals over a long period of time, with low error on each subinterval. By Taylor's thm each $f \vert_{\text{short interval}}$ would be linear if $f \in \mathcal{C}^1$. If $f \not\in \mathcal{C}^1$ then $|f \vert_{\text{short interval}} |$ would still be a bounded jump. Mar16 awarded Excavator Mar15 awarded Editor Mar15 revised Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones? improved formatting Mar15 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. Mar15 suggested approved edit on Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones? Mar15 awarded Critic Mar12 awarded Necromancer Jan1 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) Dec5 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. Sep24 awarded Citizen Patrol Sep24 awarded Custodian Sep24 reviewed Leave Open T-note returns from T-note yields … derivation of Damodaran's formula Sep24 reviewed Leave Open Brent Crude Data Sep8 comment Is Scala used in trading systems miriamlaurel.com = 404 Sep8 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 Sep8 comment Is Scala used in trading systems Why is Java preferred in the unburdened new systems? Apr18 awarded Nice Answer Jan31 awarded Yearling