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location Aschaffenburg, Germany
age 44
visits member for 3 years, 10 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


Mar
20
revised Examples of investable factors via factor funds/ETFs
added 488 characters in body
Mar
19
comment Examples of investable factors via factor funds/ETFs
@Freddy: Yes, but I think not in this systematic, cost-effective and factor-specific manner. But perhaps there really are some. I am looking forward to your answer then! Thank you.
Mar
19
revised Examples of investable factors via factor funds/ETFs
added 12 characters in body
Mar
19
comment Why does the minimum variance portfolio provide good returns?
I don't agree: Minimum variance is something different than maximum diversification.
Mar
19
asked Examples of investable factors via factor funds/ETFs
Mar
13
awarded  Citizen Patrol
Mar
12
awarded  Nice Answer
Mar
11
awarded  Nice Answer
Mar
11
comment Predict Market Direction, What is forecastable/unforecastable?
I am afraid I don't agree, please see my answer. What do you think?
Mar
11
answered Predict Market Direction, What is forecastable/unforecastable?
Mar
10
answered Volatility pumping in practice
Mar
10
comment Paradoxes in quantitative finance
Totally agree, very interesting phenomenon - see also this question: quant.stackexchange.com/questions/352/…
Mar
10
comment Paradoxes in quantitative finance
The version of Parrondo's paradox in finance is called volatility pumping - see also this question: quant.stackexchange.com/questions/352/…
Mar
7
awarded  Nice Question
Mar
7
comment How does the “risk-neutral pricing framework” work?
@WilliamS.Wong: The question was about risk-neutral pricing in general, i.e. understanding the concept and getting an intuition. Yet, please feel free to give another answer :-)
Mar
5
awarded  Popular Question
Mar
1
revised Indicators and research for stress-based investment strategies
added 60 characters in body
Mar
1
revised Indicators and research for stress-based investment strategies
Original link to bloomberg didn't work any more
Feb
26
comment Market weights for Black-Litterman
Could you give at least one reference for what you describe as "most examples"? Thank you.
Feb
26
answered Applications of Fourier theory in trading