matlh + stats hacker, faking it in R; father of boys; HCSSiM alum, CMU grad, postdoc survivor; former ML quant now working in the movies.
14 Approximately what proportion of a stock’s volatility is explained by market movement? jan 31 '11
12 Is there a standard model for market impact? feb 1 '11
12 How do you evaluate a covariance forecast? feb 1 '11
12 is beta of a portfolio always meaningful? jan 31 '11
9 How would you test the hypothesis “There are no idiosyncratic returns available in the market”? feb 18 '11
9 How can one compute the Greeks on VIX Futures sep 7 '11