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visits member for 3 years, 4 months
seen Feb 22 '13 at 11:56

Now I think my display name is cool!Let's keep it ;)

Google+ http://gplus.to/csyang


Sep
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awarded  Autobiographer
Sep
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awarded  Nice Answer
Jul
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awarded  Yearling
Jun
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awarded  Nice Answer
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awarded  Yearling
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Feb
21
revised Excellent information source on advanced machine learning / data mining based trading?
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Feb
20
comment Excellent information source on advanced machine learning / data mining based trading?
@Shane: Actually, the same analogy applies here. We wouldn't think QF.SE is redundant because QF is in the scope of money/investment/finance, or we would shut down this site once a site of broader topic launch, would you? But I totally understand people outside this community might think in this way. I guess how ML.SE people feel about their community is just like our feelings toward this site. :)
Feb
20
comment Excellent information source on advanced machine learning / data mining based trading?
@Shane: Well, not everyone thinks so? :) If you are interested, check out the following link. There are various reasons why people prefer a separate ML.SE. I am with them. meta.machinelearning.stackexchange.com/questions/24/…
Feb
18
revised Proof that you cannot beat a random walk
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Feb
18
revised Excellent information source on advanced machine learning / data mining based trading?
added 8 characters in body
Feb
18
comment Proof that you cannot beat a random walk
@hhh, Nobody here tried to beat real financial data. Vonjd was asking whether we can/can't beat the 'random walk', not the 'real world', in the way he wants. We are indeed aware of the difference between RW and real world, but thanks for reminding us. :)
Feb
18
answered Excellent information source on advanced machine learning / data mining based trading?
Feb
10
comment Why are there so many different ways of calculating historical volatility
I would rephrase srkx's suggestion as "depends on your purpose", but this is not really a big deal ;p Anyway the big deal is: to a volatility trader, the type of volatility you calculate should depend on your delta hedging style. To a delta1 fund manager, it ought to depend on his portfolio 'rebalance' style. My philosophy in short: volatility is not 'real' to you unless you react to it (hedge/rebalance).
Feb
7
comment Quant PMs need to know the following…
@ZAxisMapping: This is a great question! :) and I don't quite understand why it was considered a off-topic and less specific question? Orz BTW, I also just became a fan of your unique and insightful answers. Glad to find you here and look forward to more discussion and your sharing. :)
Feb
7
comment Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones?
@Robert: I am with you, +1 on your comment :)
Jan
9
comment Can a higher P/E ratio be beneficial under certain circumstances?
Well, I think it's a 'classical' question :) and an answer from a pro research analyst will be more educational than an answer from an amateur. I am sure a pro has an answer much better than you expect. But still, the main point is: this question surprised me that SE doesn't have a place for pro research analyst yet, while we have this site for pro quants.
Jan
7
comment Can a higher P/E ratio be beneficial under certain circumstances?
If there is a SE for fundamentals research analyst, this is definitely a nice classical question! :) Sean, I wish I could answer your somewhere. What a pity that we don't have a place for you yet.