Reputation
10,944
Next tag badge:
90/100 score
21/20 answers
Badges
3 32 85
Newest
 Nice Answer
Impact
~337k people reached

13h
comment The greeks: where do they come from?
@ale42: I answered your question about references how to derive the Greeks. Why do you ask something when you mean something else?
13h
answered The greeks: where do they come from?
17h
comment Why do people always seek finite-variance models for option pricing
Thank you for awarding the bounty to my answer, I really appreciate it. :-)
2d
revised What are the main market anomalies/inefficiencies detected in quantitative finance?
added 70 characters in body
2d
comment What is the machine learning language of choice in this industry for unsupervised learning
R for both questions
2d
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?
Jul
2
revised Why do people always seek finite-variance models for option pricing
added 180 characters in body
Jul
2
answered Why do people always seek finite-variance models for option pricing
Jul
2
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.
Jul
1
comment List of momentum indicators
This answer would be even better if you could add some sources!
Jun
30
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