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network profile
| 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 | 174 |
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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Aug 2 |
revised |
How high of a Sharpe ratio is implausibly high for a low-frequency equity strategy? clarify who the target audience is. |
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Apr 27 |
revised |
Is there an optimal covariance one would want forecasts to have? latexification |
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Aug 1 |
revised |
Question about equations and risk factors. had missing clause which looked weird. |
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Feb 23 |
revised |
Price of Brent versus West Texas Intermediate latex escaping dollar signs; still renders poorly, tho |
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Feb 20 |
revised |
How would you test the hypothesis “There are no idiosyncratic returns available in the market”? i can unredundant my english |
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Feb 4 |
revised |
How do you evaluate a covariance forecast? added 746 characters in body |
