vonjd

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location Frankfurt, Germany
age 43
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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


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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 Can risk aversion indicators anticipate financial crises? Research and/or strategies
added 60 characters in body
Mar
1
 revised Can risk aversion indicators anticipate financial crises? Research and/or 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
Feb
11
 awarded  Popular Question
Feb
4
 awarded  Custodian
Feb
4
 reviewed Excellent How to attribute income that incurs a double liability in a P&L?
Feb
4
 reviewed Excellent Collecting Data such as the relationship data from http://investing.businessweek.com
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