763 reputation
525
bio website
location Frankfurt, Germany
age
visits member for 2 years, 8 months
seen Mar 7 at 10:54

I am a part-time student of financial mathematics and have a degree in computer science. The rest of the time I work for a small consulting company located in Frankfurt.


Mar
6
revised What are DGTW adjusted returns?
added 100 characters in body
Mar
6
comment What are DGTW adjusted returns?
They are testing a stock picking criterion related to search term frequencies, you can consider this as a "non-human stock picker". Still the same principle applies.
Feb
21
awarded  Altruist
Feb
14
awarded  Necromancer
Feb
13
awarded  Investor
Feb
13
revised Model Validation Criteria
deleted 34 characters in body
Feb
13
comment Why is there no “meta-model”?
I don't understand the reason to be sure that a formulat which predicts S&P 500 would be separable into simpler formulae - is there a mathematical reason for this?
Feb
13
answered Why is there no “meta-model”?
Feb
13
revised What is the best method to compute project volatility in Real Option Valuation?
edited tags
Feb
13
revised Appropriate measure of Volatility for economic returns from an asset?
edited tags
Feb
13
reviewed No Action Needed When does delta hedging result in more risk?
Feb
13
revised Is creating constrained random portfolios a hard problem?
added 265 characters in body
Feb
13
revised Is creating constrained random portfolios a hard problem?
edited title
Feb
13
answered Is creating constrained random portfolios a hard problem?
Feb
13
comment Estimate of fx trading volume
I don't understand...
Feb
13
accepted How are the Hamilton–Jacobi–Bellman equations used to solve optimal control problems?
Feb
13
revised Estimate of fx trading volume
added 153 characters in body
Feb
12
comment Is creating constrained random portfolios a hard problem?
There is somerhing wrong here: the text states you require $Ax < b$, but the code checks for values $<0$, which would imply $Ax \ge 0$. In this case there is a faster way to solve your problem.
Feb
12
comment Is it possible to understand financial theory without mathematics?
@vondj Thanks, I will.
Feb
12
answered Estimate of fx trading volume