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| bio | website | twitter.com/shabbychef |
|---|---|---|
| location | San Francisco, CA | |
| age | 41 | |
| visits | member for | 2 years, 4 months |
| seen | Jun 1 at 0:26 | |
| 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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Nov 8 |
accepted | is beta of a portfolio always meaningful? |
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Nov 8 |
accepted | Approximately what proportion of a stock’s volatility is explained by market movement? |
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Mar 9 |
accepted | Is there a standard model for market impact? |
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Feb 6 |
accepted | How do you evaluate a covariance forecast? |
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Feb 4 |
accepted | Why does the VIX index have *any* correlation to the market? |
