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11h
comment Ito Formula for Stochastic Integral
There is something missing: You write "should be really be interpreted as a" ...?
Jan
31
awarded  Yearling
Jan
28
comment School project about Black Scholes with stochastic volatility
Although I really like this question it will probably be closed because SE is not a good fit for "suggestions/comments" for a "beginning 'idea phase'" - perhaps you can be a little more specific what you want to ask?
Jan
27
comment R Backtesters: Quantstrat vs SIT
Where do you get a simple introductory example for quantstrat?
Jan
11
revised References about market neutral portfolios that isolate unsystematic risk
added 3 characters in body; edited title
Jan
11
revised References about market neutral portfolios that isolate unsystematic risk
edited title
Jan
11
revised References about market neutral portfolios that isolate unsystematic risk
added 61 characters in body
Jan
11
revised References about market neutral portfolios that isolate unsystematic risk
added 16 characters in body
Jan
11
revised References about market neutral portfolios that isolate unsystematic risk
added 19 characters in body
Jan
11
revised References about market neutral portfolios that isolate unsystematic risk
edited tags
Jan
11
asked References about market neutral portfolios that isolate unsystematic risk
Jan
11
revised Ito calculus problem
edited tags
Jan
11
accepted Which algorithms do robo-advisors use?
Jan
10
comment Is R being replaced by Python at quant desks?
Thank you for the update, it is appreciated.
Jan
7
answered Proof that no trading system always wins
Dec
30
comment Augmented Dickey-Fuller Test/ Unit Root test on multiple time series dataframe in R
I did not downvote your question but I can understand why somebody did: Please show your code and pinpoint exactly to the parts where you encounter problems.
Dec
27
comment Is there a website that lists replication code of financial papers?
seems like a good idea for a QE proposal on area 51
Dec
25
comment Sharpe ratio with leveraged ETFs
Welcome to Quant SE. Could you please give a source for "There has been a discussion..." - Thank you.
Dec
25
revised Markowitz mean-variance optimization as “error maximization”
added 1519 characters in body
Dec
21
comment How to trade leveraged ETFs
A warm welcome to Quant.SE! It is good practice in this community to upvote and accept answer if they were helpful - Thank you.