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Jul
23
revised How does one measure the effect of latency on potential returns?
no apologies necessary, changed title to question, replaced tags with more specific ones
Jul
23
comment Is variable binning a good thing to do?
Hi Mike, welcome to quant.SE. Great answer, I completely agree that intelligent binning can add value to a model. You are essentially taking a somewhat Bayesian view that priors should be imposed, even when using classical statistical tools.
Jul
21
awarded  Yearling
Jul
20
revised inflation > interest rate?
added 347 characters in body; added 285 characters in body
Jul
20
revised What distribution should I apply to estimate the likelihood of extreme returns?
added 1 characters in body
Jul
20
revised What distribution should I apply to estimate the likelihood of extreme returns?
changed title to question, replaced tags with more common ones
Jul
20
comment inflation > interest rate?
Is this an attempt to be humorous? I'm not sure this qualifies as a quant finance question.
Jul
20
answered inflation > interest rate?
Jul
20
answered What distribution should I apply to estimate the likelihood of extreme returns?
Jul
19
answered How to compute portfolio weights from multivariate regression results?
Jul
19
revised What is a standard credit default swap contract and where can I find spread data? What alternatives exist to judge creditworthiness?
Edited grammar and typos for clarity.
Jul
19
comment What is a standard credit default swap contract and where can I find spread data? What alternatives exist to judge creditworthiness?
I can't recall ever seeing a CDS spread above 10000 basis points, although in theory it could be rational if the reference entity is sure to default in less than a year and recovery is expected to be very low.
Jul
19
comment How to compute portfolio weights from multivariate regression results?
I am a bit confused by your question. What would be the goal of this portfolio? What sort of application do you have in mind?
Jul
18
comment What commercial financial libraries are available to outsource implementation risk?
@RYogi Other people may have their own style, but in my style of coding, I often have only a vague idea of what function exactly I'm looking for, and good documentation allows me to find it myself in less than a minute. Who exactly do I contact if I'm not even sure exactly what I want?
Jul
18
answered What commercial financial libraries are available to outsource implementation risk?
Jul
18
comment Use of AI in portfolio optimization
Another common marketing gimmick is to tell your rubes that you will soon have "international" clients, and they will be the first among an elite bunch. He may not be malicious, though, as he may honestly believe that he has a good system, and simultaneously believe that he is not smart/credentialed/educated/experienced enough to make it in London.
Jul
18
answered Use of AI in portfolio optimization
Jul
18
comment What is the use of the Euler equation in the Ramsey growth model?
Hi Michael. Your question is really an economics question, and unfortunately, the economics stack exchange was recently closed due to lack of participation. While some econ questions also belong on this site, I am not sure you will find the right audience for your question here.
Jul
16
comment With there being such a high demand for electronic trading or just trading in general why are market hours so limited?
@Freddy money.SE has generally been very receptive to general interest trading questions, such as regarding market hours. But if it's the kind of question that only a quant would be interested in asking (algos, quantitative risk management, etc.), then it belongs here.
Jul
13
revised How to automate the margin requirements for Eurex markets?
changed title to Q, added tags