Reputation
10,814
Next tag badge:
90/100 score
21/20 answers
Badges
3 32 85
Newest
 Nice Answer
Impact
~337k people reached

3h
comment List of momentum indicators
Yes, perhaps you are right that this question is not a very good fit for our site. On the other hand: Do you see my point that just giving dozens of abbreviations without giving any references or explanations doesn't really help either?
19h
revised Why do people always seek finite-variance models for option pricing
added 180 characters in body
19h
answered Why do people always seek finite-variance models for option pricing
1d
comment List of momentum indicators
Well, the background of my question is to see definitions of all these abbreviations and words you write. Otherwise this information is nearly useless.
2d
comment List of momentum indicators
This answer would be even better if you could add some sources!
2d
answered List of momentum indicators
Jun
29
comment The greeks: where do they come from?
The real question about the Greeks these days is not where do they come from but where do they go to... (sorry, couldn't resist :-)
Jun
29
comment If I have found a way to predict stocks trend with 58% accuracy, is it good?
@LazyCat: I didn't want to contradict you but I think you are interpreting too much into this question. Do you really think that the OP is interested in theorizing about HFT when she asks a question about technical analysis ;-)
Jun
29
comment If I have found a way to predict stocks trend with 58% accuracy, is it good?
@LazyCat: See my question: quant.stackexchange.com/questions/1787/…
Jun
28
comment Multi-asset class allocation
Fair enough, good luck with your project!
Jun
28
comment If I have found a way to predict stocks trend with 58% accuracy, is it good?
Although I agree the deeper question is whether an out-of-sample performance of 58% would be good.
Jun
28
comment Multi-asset class allocation
If any of the answers were helpful to you it would be great if you could accept one of them - Thank you :-)
Jun
27
comment If I have found a way to predict stocks trend with 58% accuracy, is it good?
I disagree, if you had a perfect forecast you definitely would outperform buy & hold even after transaction costs etc.
Jun
27
answered If I have found a way to predict stocks trend with 58% accuracy, is it good?
Jun
26
awarded  Nice Answer
Jun
24
awarded  Nice Answer
Jun
23
awarded  Famous Question
Jun
19
revised Have Goldman Sachs Quantitative Strategies Research Notes been published as a book or a comprehensive collection?
added 43 characters in body
Jun
19
comment Have Goldman Sachs Quantitative Strategies Research Notes been published as a book or a comprehensive collection?
Is it really you, THE Emanuel Derman? it is a great honour to have you here! A very warm welcome to you! :-)
Jun
19
comment Have Goldman Sachs Quantitative Strategies Research Notes been published as a book or a comprehensive collection?
This is actually a very good question. I have access to the GS quant research database and they are not even available there (just checked).