shabbychef

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1,111 reputation

519

bio	website	twitter.com/shabbychef
	location	San Francisco, CA
	age	41
visits	member for	2 years, 3 months
	seen	May 1 at 17:00
stats	profile views	176

matlab/stats/linux nerd. proud, sleepless, new parent. HCSSiM alum. faking it as a quantitative analyst at a small quant fund in San Francisco.

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15 Answers

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15	How are risk management practices applied to ML/AI-based automated trading systems
7	What are the popular methodologies to minimize data snooping?
4	What papers have progressed the field of quantitative finance in recent years (post 2000)?
4	How to combine various equity measures into a single measure (vector magnitude)
4	How to calculate future distribution of price using volatility?

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1,111 Reputation

+5	How do you evaluate a covariance forecast?
+10	How to annualize Sharpe Ratio?
+20	How are risk management practices applied to ML/AI-based automated trading systems
+5	How would you test the hypothesis “There are no idiosyncratic returns available in the market”?

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10 Questions

votes activity newest

13	Approximately what proportion of a stock’s volatility is explained by market movement?
12	is beta of a portfolio always meaningful?
11	Why does the VIX index have any correlation to the market?
10	How do you evaluate a covariance forecast?
10	Is there a standard model for market impact?

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47 Tags

17 risk × 2	7 backtesting
17 automated-trading × 2	7 strategy
17 trading × 2	6 regression × 2
15 risk-management	5 statistics × 3
15 best-practices	5 prediction × 2

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	Quantitative Finance	1,111 rep	519
	Stack Overflow	582 rep	1513
	Seasoned Advice	372 rep	111
	Area 51	309 rep	5

16 Badges

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Nice Question × 5	Revival
Popular Question × 4	Critic
Yearling × 2	Enthusiast
Taxonomist	Beta
Nice Answer	Editor

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