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Feb
12
comment Is it possible to understand financial theory without mathematics?
@Anna: I haven't seen you before here, so a very warm welcome to you! What is your background? I see that you are located in Frankfurt. I am a professor in Aschaffenburg, near Frankfurt. If you would like to expand your quant network you can drop me a line here: h-ab.de/nc/eng/…
Feb
12
answered Is it possible to understand financial theory without mathematics?
Feb
1
answered probablity expiring in the money ..basic question
Jan
31
awarded  Yearling
Jan
31
reviewed Approve time-series tag wiki excerpt
Jan
27
reviewed Approve Local Volatility vs. Stochastic Volatility
Jan
27
revised How to remove outliers in financial times series?
added 280 characters in body
Jan
26
comment How to remove outliers in financial times series?
@user2763361 I totally concur, see my answer below.
Jan
26
answered How to remove outliers in financial times series?
Jan
3
reviewed Approve Optimization: Factor model versus asset-by-asset model
Jan
3
awarded  Favorite Question
Dec
29
reviewed Approve Multilayer Perceptron (Neural Network) for Time Series Prediction
Dec
29
reviewed Approve How to prove price of Asian option under geometric averaging is cheaper than a European call?
Dec
29
reviewed Approve Pairs trading: Question on non-negative profits, size of the positions and trading signals
Dec
15
comment Is HMM of Volatility any different from a simple filter?
@user2675052: Is there anything else we could do for you? It is good practice here to upvote and accept the given answers if they satisfy you - Thank you :-)
Dec
11
revised Optimal trading strategy in toy world of simple Hidden Markov model with Gaussians
added 98 characters in body
Dec
11
comment Optimal trading strategy in toy world of simple Hidden Markov model with Gaussians
@BobJansen: Fair question. Let's stick with the industry standard, i.e. Sharpe ratio. I will edit the question accordingly. Thank you.
Dec
11
revised Optimal trading strategy in toy world of simple Hidden Markov model with Gaussians
Clarification
Dec
8
asked Optimal trading strategy in toy world of simple Hidden Markov model with Gaussians
Dec
3
comment What does it mean by “labor taxes cut is self-financed”?
If I understand the article correctly it means that the government can cut labour taxes by 32% and still rake in the same amount of taxes (due to accelerating business). Beyond this point, i.e. cutting more than 32%, the government will collect less taxes. (But the article is not very well phrased, in my humble opinion).