meta user
network profile
| bio | website | |
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| location | ||
| age | ||
| visits | member for | 1 year, 10 months |
| seen | Feb 22 at 11:56 | |
| stats | profile views | 781 |
Now I think my display name is cool！Let's keep it ;)
Google+ http://gplus.to/csyang
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Jul 15 |
awarded | Yearling |
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May 3 |
awarded | Vox Populi |
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Mar 6 |
awarded | Necromancer |
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Feb 21 |
revised |
Excellent information source on advanced machine learning / data mining based trading? deleted 102 characters in body |
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Feb 20 |
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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. :) |
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Feb 20 |
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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/… |
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Feb 18 |
revised |
Proof that you cannot beat a random walk added 579 characters in body |
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Feb 18 |
revised |
Excellent information source on advanced machine learning / data mining based trading? added 8 characters in body |
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Feb 18 |
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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. :) |
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Feb 18 |
answered | Excellent information source on advanced machine learning / data mining based trading? |
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Feb 10 |
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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). |
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Feb 7 |
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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. :) |
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Feb 7 |
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Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones? @Robert: I am with you, +1 on your comment :) |
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Jan 9 |
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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. |
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Jan 7 |
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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. |
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Jan 7 |
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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. |
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Jan 6 |
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How do you mix quantitative asset allocation with qualitative views? @QuantGuy: Ha, haven't looked into entropy pooling in detail. Sorry for a RTFM question! ;p |
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Jan 6 |
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How do you mix quantitative asset allocation with qualitative views? @QuantGuy: Do you happen to have recommended references for scenario-probabilities-based framework (can you add it in your answer)? or has it been taken care of in entropy-pooling techniques. Thanks for great references again! b^_ |
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Jan 6 |
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Why a self-financing replicating portfolio should always exist? added 126 characters in body |
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Jan 6 |
revised |
Why a self-financing replicating portfolio should always exist? added 126 characters in body |
