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Jan
2
comment Scan for chart patterns software
@KKB ...I just saw that systematicinvestor uses the dtw package in the third post mentioned above but thank you again for the link
Jan
2
comment Scan for chart patterns software
@KKB: Thank you and thank you for the reference too, I didn't know that.
Jan
2
revised Anybody knows the answer to this exercise found in PWIQF?
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Jan
2
answered Anybody knows the answer to this exercise found in PWIQF?
Jan
2
answered Where can I find answers to questions in the book “Paul Wilmott Introduces Quantitative Finance”?
Jan
2
revised Anybody knows the answer to this exercise found in PWIQF?
edited tags
Jan
2
comment Scan for chart patterns software
A warm welcome to Quant.SE and thank you for your question. Please see my answer below - I hope it gets you started.
Jan
2
answered Scan for chart patterns software
Jan
1
comment Can you use a t-test on bootstrapped Value at Risk (VaR) figures?
if you want to be 95% confident you just look at the p-value: If it is below 5% the difference is significant.
Jan
1
comment Using central limit theorem to test whether population average return is the same, before and after the recession
@Harry: Yes, that is correct: You are only allowed to vote when you have 15 points to avoid people registering different accounts and voting for themselves. But I see that you are now allowed to vote :-)
Jan
1
comment Using central limit theorem to test whether population average return is the same, before and after the recession
@Harry Unfortunately I am not an expert concerning Excel :-(
Jan
1
answered Can you use a t-test on bootstrapped Value at Risk (VaR) figures?
Dec
30
comment Using central limit theorem to test whether population average return is the same, before and after the recession
@Harry: First a very warm welcome to Quant.SE and thank you for your question. Yes, this would work. If you found my answer helpful please upvote and accept it - Thank you :-)
Dec
30
comment Asymptotic behavior of theta of vanilla call option
Wow, Peter: Great to have you here :-) A few years ago we had lunch together in London and were emailing a few times after that :-) My name is Holger von Jouanne-Diedrich and I was working for Siemens at the time. Now I have been a professor for about 1.5 years :-) Hope you are well!
Dec
30
answered Using central limit theorem to test whether population average return is the same, before and after the recession
Dec
29
awarded  Favorite Question
Dec
29
comment Aren't Technical Indicators calculated on Adjusted Close Price?
@GauravRamanan: Is there anything else we could do for you? Otherwise it would be great if you could accept my answer before the bounty period ends tomorrow - Thank you :-)
Dec
28
revised Best simplified way to model volatility in returns of an investment in a risky fixed income asset
edited title
Dec
23
comment Daily returns using adjusted close
+1: Great info - Thank you!
Dec
23
revised Aren't Technical Indicators calculated on Adjusted Close Price?
added 266 characters in body