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Jun
16
revised Lipschitz condition in mathematical finance
edited body; edited title
Jun
14
comment Fama French model-small market beta (weird)
Did you try to estimate betas on the basis of CAPM for comparison? I would be interested in the result.
Jun
9
comment How to short an option?
@emcor: Sorry, no idea.
Jun
9
comment Is R being replaced by Python at quant desks?
Did you see this, it might be interesting for you: blog.dominodatalab.com/comparing-python-and-r-for-data-science and blog.datacamp.com/r-or-python-for-data-analysis
Jun
9
comment How to short an option?
@emcor: No, retail investors can short options in Germany - not a problem.
Jun
9
answered How to short an option?
Jun
7
comment Is R being replaced by Python at quant desks?
Many people put a lot of effort into this, so I would be interested whether the answers helped you to arrive at a conclusion?
Jun
5
comment What are the main market anomalies/inefficiencies detected in quantitative finance?
could you provide a link to the list?
Jun
5
answered What are the main market anomalies/inefficiencies detected in quantitative finance?
Jun
5
comment How can I go about applying machine learning algorithms to stock markets?
@Downvoter: Is there a reason for the downvote? How can I improve the answer? Thank you
Jun
3
comment Q regarding amortization of 500,000 loans
Definitely a task for R!
Jun
2
awarded  Nice Answer
Jun
1
comment Math background required to understand geometric brownian motion
You find a simple R version here: delta9hedge.blogspot.de/2013/02/… - I tested it, it should work alright.
Jun
1
comment Modern portfolio theory in practice
In practice estimating the variances is normally not the problem but estimating the expected returns.
May
31
comment How to compute/find the volatility of an index like the S&P 500 to be used to control risk exposure?
Perhaps this paper might help: papers.ssrn.com/sol3/papers.cfm?abstract_id=2008176
May
31
revised How to compute/find the volatility of an index like the S&P 500 to be used to control risk exposure?
edited tags
May
31
comment How to tune Kalman filter's parameter?
@MattWolf: (a few years later... ;-) Still not, although I looked into the theory recently. I work with hidden markov models which are related.
May
22
comment Is R being replaced by Python at quant desks?
Upvoted on meta.
May
21
comment Is R being replaced by Python at quant desks?
Fair enough. You could raise this on meta when you think that the rules of this site should be changed.
May
21
comment Is R being replaced by Python at quant desks?
You are a highly respected member of this community but I am getting a worse and worse feeling about this question. One of the examples of questions that we don't want on this site is "What programming language should I use?" (quant.stackexchange.com/help/on-topic). When you look at the discussions in the comments you can see why: They are getting more and more contentious - and you seem to have made up your mind anyway. I think if somebody with less rep had asked this question it would have got closed right away. I think best would be to close this question. Do you see my point?