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19h
comment Are smart beta and risk parity the same?
If the answers are helpful please vote and consider accepting one of them - interaction and feedback is very important for this community. Thank you.
Apr
25
comment Optimize a trading strategy created in excel with R
...beware data snooping bias!
Apr
25
comment Are smart beta and risk parity the same?
@AlexC: Good point! Thank you
Apr
24
revised Are smart beta and risk parity the same?
edited body
Apr
24
comment Are smart beta and risk parity the same?
A warm welcome to Quant.SE and thank you for this interesting question.
Apr
24
answered Are smart beta and risk parity the same?
Apr
24
comment How to compute greeks using the adjoint Monte Carlo approach?
So basically you are using automatic differentiation (AD)?
Apr
23
comment Is CAPM a failure?
@GeorgeCoder: So do you have something to say that can be taken seriously?
Mar
31
revised How was the old VIX calculated?
added 89 characters in body
Mar
31
revised How was the old VIX calculated?
edited body; edited title
Mar
31
answered How was the old VIX calculated?
Mar
31
accepted Best practice for international Fama-French analysis
Mar
30
comment Best practice for international Fama-French analysis
So you are saying that when using the above global or European factors it is best practice to convert the investments into USD and regress against the respective USD factors?
Mar
30
comment Best practice for international Fama-French analysis
Thank you, there are world factors and factors for the European market too - but also in USD! see here: mba.tuck.dartmouth.edu/pages/faculty/ken.french/Data_Library/… and here: mba.tuck.dartmouth.edu/pages/faculty/ken.french/…
Mar
30
revised Best practice for international Fama-French analysis
added 90 characters in body
Mar
30
revised Best practice for international Fama-French analysis
added 39 characters in body
Mar
30
asked Best practice for international Fama-French analysis
Mar
24
awarded  Enlightened
Mar
24
awarded  Nice Answer
Mar
23
awarded  Nice Answer