Reputation
11,940
Next tag badge:
98/100 score
12/20 answers
Badges
4 37 88
Newest
 Yearling
Impact
~436k people reached

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.
Dec
20
awarded  options
Dec
18
answered How to trade leveraged ETFs
Dec
15
comment Trading Interview Question (Bullish, Bearish)?
did you get the job?
Dec
1
answered Gain/loss-asymmetry in artificial financial markets?
Nov
25
awarded  Famous Question
Nov
25
answered Innovative ways of visualizing financial data
Oct
29
comment Portfolio Management in R
To give you an idea: cran.r-project.org/web/packages/PerformanceAnalytics/index.html
Oct
27
awarded  Good Question
Oct
26
answered Why does the minimum variance portfolio provide good returns?
Oct
24
comment Which algorithms do robo-advisors use?
My question was not about algorithmic trading in general but about robo advisors!
Oct
24
comment Which algorithms do robo-advisors use?
Thank you. Do you have a source for me?
Oct
24
answered Which algorithms do robo-advisors use?
Oct
19
comment Hidden Markov Models methods for selecting optimal number of states
Is there a reason why you have not accepted a single answer on any of your questions on Quant.SE yet?
Oct
15
comment Which algorithms do robo-advisors use?
@experquisite: Are you sure you are talking about robo-advisors like Betterment and Wealthfront?!?
Oct
11
asked Which algorithms do robo-advisors use?
Oct
9
comment Gaussian Time-varing copula in R
see here: quant.stackexchange.com/a/7022/12
Oct
6
comment Is HMM of Volatility any different from a simple filter?
@Henrik: Thank you, please see my edit.
Oct
6
revised Is HMM of Volatility any different from a simple filter?
added 68 characters in body