User 楊祝昇 - Quantitative Finance Stack Exchange

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visits	member for	1 year, 11 months
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	973 reputation	bio	website		visits	member for	1 year, 11 months
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21

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How are cryptography and speech recognition technology applied to forecasting financial markets?

may 26 '12 at 2:44 bill_080 2,682

10

14

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3

answers

2

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Can the concept of entropy be applied to financial time series?

time-series

dec 3 '11 at 13:44 Dan 291

12

14

votes

1

answer

693

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Portfolio optimization with monte carlo sampling from predictive distribution

risk monte-carlo optimization modern-portfolio-theory portfolio-selection

aug 26 '11 at 0:13 Quant Guy 7,554

7

14

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5

answers

2

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What tools exist for order book analysis and visualization?

r software limit-order-book visualization python

jun 16 '12 at 8:46 Qbik 350

8

14

votes

8

answers

3

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How fast is QuickFix ?

fix

jan 29 at 9:54 Bob Jansen 1,207

6

14

votes

3

answers

1

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Why hold options when you can dynamically replicate their payoff?

options hedging black-scholes replication theory

sep 7 '11 at 18:34 Tal Fishman 6,765

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13

votes

2

answers

568

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How do you distinguish “significant” moves from noise?

automated-trading equities probability algorithm

sep 28 '11 at 16:02 Quant Guy 7,554

12

13

votes

5

answers

2

kviews

Is the stock price process a martingale or a Markov process?

equities martingale stochastic-processes

jan 20 at 6:31 GAM 76

7

13

votes

2

answers

580

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Duality between constant rebalanced portfolio (CRP) and corresponding derivative

option-pricing hedging replication

sep 16 '11 at 2:56 楊祝昇 973

2

13

votes

1

answer

365

views

What should be considered when selecting a windowing function when smoothing a time series?

time-series

oct 6 '11 at 17:04 vonjd 6,419

11

13

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4

answers

1

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What methods do you use to improve expected return estimates when constructing a portfolio in a mean-variance framework?

modern-portfolio-theory mean-variance expected-return estimation

may 30 at 1:46 chrisaycock♦ 5,212

13

votes

5

answers

4

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Python library for Portfolio Optimization

portfolio optimization python

apr 10 at 18:33 nitin 131

3

13

votes

4

answers

645

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Approximately what proportion of a stock’s volatility is explained by market movement?

beta variance correlation market

sep 15 '11 at 17:39 Tal Fishman 6,765

3

13

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4

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1

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Good quant finance jokes

soft-question

apr 6 '11 at 15:20 barrycarter 785

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13

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4

answers

4

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Usage of NoSQL storage in Finance

data database

may 8 at 6:51 sashkello 133

7

13

votes

1

answer

541

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Diversification, Rebalancing and Different Means

portfolio-management rebalancing

dec 3 '11 at 22:57 ProbablePattern 329

15

13

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4

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2

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What C++ math libraries are typically used by quants?

programming

may 10 at 2:38 Veeken 137

1

13

votes

2

answers

146

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How reliable is Benford's Law in forecasting crises?

statistical-finance

may 2 '12 at 22:47 olaker♦ 2,313

2

13

votes

2

answers

586

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Why isn't the Nelson-Siegel model arbitrage-free?

interest-rates models arbitrage yield-curve

may 16 '12 at 14:26 Tal Fishman 6,765

8

12

votes

2

answers

1

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statistical arbitrage option overlay strategies / volatility trading

volatility quant-trading-strategies trading option-strategies

may 29 '12 at 14:51 John 1,684

4

12

votes

3

answers

615

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How to account for transaction costs in a simulated market environment?

automated-trading backtesting simulations implementation-shortfall transaction-costs

oct 31 at 11:10 Autowealth 36

9

12

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2

answers

994

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Is there an open source alternative to Reuters Kondor+?

trading-systems

jun 10 '12 at 17:44 SRKX♦ 4,788

4

12

votes

2

answers

436

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Can you fully hedge an option in the presence of counterparty risk?

options hedging counterparty-risk

jan 8 '12 at 5:27 Feral Oink 241

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12

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4

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1

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Evaluating automated trading strategies: accepted practice

backtesting quant-trading-strategies

nov 1 '11 at 15:30 Tal Fishman 6,765

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3

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2

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What are the best sources for equity quantitative research?

quant-trading-strategies equities research

jun 16 '12 at 19:41 Quant Guy 7,554

3

12

votes

5

answers

923

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is beta of a portfolio always meaningful?

hedging beta portfolio

feb 9 '11 at 17:29 Patrick Burns 1,619

2

12

votes

2

answers

627

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What are the limitations of Gaussian copulas in respect to pricing credit derivatives?

credit valuation

feb 6 '11 at 16:16 goric 283

6

12

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5

answers

3

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What is the intuition behind cointegration?

time-series statistics cointegration intuition

apr 13 '12 at 0:40 JohnAndrews 149

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5

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2

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Proof that you cannot beat a random walk

quant-trading-strategies random-walk

feb 27 '12 at 4:43 hhh 320

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3

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471

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How to price a volatility-index option?

volatility option-pricing

oct 20 '11 at 22:17 bill_080 2,682

楊祝昇

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