8,816 reputation
12675
bio website
location Aschaffenburg, Germany
age 44
visits member for 3 years, 7 months
seen 1 hour ago

The stock market is a metaphor for life: "How to survive in a stochastic environment?"

I am proud member of the Bachelier Finance Society: http://www.bachelierfinance.org


Jan
28
comment Code for Evidence Based Technical Analysis
@user2936: You can accept one of the answers if you are satisfied by it :-)
Jan
28
comment Markowitz mean-variance optimization as “error maximization”
@user2921: You can accept one of the answers if you are satisfied by it :-)
Jan
28
comment What is the Sugihara Trading System?
@asmaier: You can accept one of the answers if you are satisfied by it :-)
Jan
28
comment What does put-call parity imply about option premiums?
You can accept one of the answers if you are satisfied by it :-)
Jan
28
comment What is the average Sharpe ratio of volatility arbitrage funds?
@Alan: You can accept one of the answers if you are satisfied by it :-)
Jan
28
comment How to detect structural breaks in variance?
@Dail: There is another one - I did a few tests and it seems to do its job: cran.r-project.org/web/packages/cpm/index.html
Jan
28
comment Can the futures market's open interest predict commodity, treasury, and equity returns?
@RalphWinters: You can accept one of the answers if you are satisfied by it :-)
Jan
28
comment Excellent information source on advanced machine learning / data mining based trading?
@Flake: You can accept one of the answers if you are satisfied by it :-)
Jan
28
comment How does the “risk-neutral pricing framework” work?
@ChloeRadshaw: You can accept one of the answers if you are satisfied by it :-)
Jan
28
comment Any research paper on stop loss?
@Siddharth: You can accept the answer if you are satisfied by it :-)
Jan
28
comment What types of neural networks are most appropriate for trading?
@phoenix1886: You can accept one of the answers if you are satisfied by it :-)
Jan
27
comment How to detect structural breaks in variance?
Thank you, redis - I updated the link in my answer.
Jan
27
revised How to detect structural breaks in variance?
deleted 14 characters in body
Jan
27
asked Topological methods in finance
Jan
26
awarded  Popular Question
Jan
23
answered How can I quantitatively test the validity of momentum indicators?
Jan
23
accepted Overview of software companies in the industry
Jan
22
comment Overview of software companies in the industry
@Quartz This seems to be a first lead. Could you please form an answer out of you comment - thank you
Jan
22
comment Overview of software companies in the industry
I don't want to have a list with 1.000 companies but some guidance and overview. There must be some research and analysts out there who cover these topics.
Jan
22
comment Overview of software companies in the industry
@classifire Thank you, although this is a very specific subclass of the companies I am looking for.