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May
10
comment What are the main market anomalies/inefficiencies detected in quantitative finance?
You can find my answer John is referring to here: quant.stackexchange.com/a/15959/12
May
8
comment What are the main market anomalies/inefficiencies detected in quantitative finance?
Sorry but this doesn't make sense! Fama is in fact one of the most prominent advocates of the EMH! His factors like value or size are additional risk factors where investors get compensated for holding those risks! It would be same if you said beta is an anomaly because some people earn more than others when they hold more beta...
May
8
comment What are the main market anomalies/inefficiencies detected in quantitative finance?
Could you define what you mean by "anomaly"?
May
4
awarded  Favorite Question
May
2
accepted New ways of communicating risk
Apr
30
comment New ways of communicating risk
+1: Very interesting, thank you!
Apr
29
comment New ways of communicating risk
@vanguard2k: It is e.g. in the link I provided under criticism: en.wikipedia.org/wiki/Value_at_risk#Criticism
Apr
29
asked New ways of communicating risk
Apr
27
accepted Braess's paradox in quantitative finance: When optionality leads to lower value…?
Apr
26
comment Braess's paradox in quantitative finance: When optionality leads to lower value…?
when you say "unlikely" do you mean "still possible" or "impossible"?
Apr
26
revised Braess's paradox in quantitative finance: When optionality leads to lower value…?
added 15 characters in body
Apr
26
asked Braess's paradox in quantitative finance: When optionality leads to lower value…?
Apr
21
comment Distribution of running maximums of a log normal process
A very warm welcome to Quant.SE! What do you mean by "running maxima"? (maxima is the plural of maximum.)
Apr
19
accepted How are cryptography and speech recognition technology applied to forecasting financial markets?
Apr
12
comment Can you use a t-test on bootstrapped Value at Risk (VaR) figures?
Is there any special reason why you unnaccepted my answer?
Apr
9
comment How can I create a public viewable stock market index?
+1 and a very warm welcome to Quant.SE :-)
Apr
9
comment Best written quantitative finance papers
A warm welcome to Quant.SE
Apr
9
comment Geometric Variance
+1 and a very warm welcome to Quant.SE :-)
Apr
9
comment Risk Neutrality Necessary for Dual Delta Calculation?
I concur with Bob: Please provide an example.
Apr
7
comment Why is rate of return on the stock normally distributed under GBM?
+1, perhaps you should add that the log of a log-normally distributed random variable is normally distributed, that log of a division is equal to the difference between the logs of both values and that the difference of two normally distributed random variables is again normally distributed.