matlab/stats/linux nerd. proud, sleepless, new parent. HCSSiM alum. faking it as a quantitative analyst at a small quant fund in San Francisco.
13 Approximately what proportion of a stock’s volatility is explained by market movement? jan 31 '11
12 How do you evaluate a covariance forecast? feb 1 '11
12 is beta of a portfolio always meaningful? jan 31 '11
11 Is there a standard model for market impact? feb 1 '11
9 How would you test the hypothesis “There are no idiosyncratic returns available in the market”? feb 18 '11
8 How can one compute the Greeks on VIX Futures sep 7 '11