1,166 reputation
726
bio website twitter.com/shabbychef
location San Francisco, CA
age 42
visits member for 3 years, 8 months
seen Feb 5 at 18:32

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


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