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visits member for 3 years, 2 months
seen Feb 22 '13 at 11:56

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

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Sep
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awarded  Nice Answer
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awarded  Yearling
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awarded  Nice Answer
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awarded  Yearling
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awarded  Vox Populi
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awarded  Necromancer
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?
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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.
Jan
7
comment Can a higher P/E ratio be beneficial under certain circumstances?
I am curious why SE doesn't have place for professional research analyst yet? Even the new proposal, "Stock Investing", doesn't look like for professional fundamental research analyst or portfolio manager. The sample questions look more like for proprietary traders. As for Money.SE? I have to say it's more for amateur. Also, the topic there is too diverse.