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Jun
19
comment Have Goldman Sachs Quantitative Strategies Research Notes been published as a book or a comprehensive collection?
This is actually a very good question. I have access to the GS quant research database and they are not even available there (just checked).
Jun
18
comment Seasonal patterns in financial markets (weekday effects)
@Quantopic: Thank you, this is very kind of you :-)
Jun
18
comment Seasonal patterns in financial markets (weekday effects)
@Richard: See my edit.
Jun
18
revised Seasonal patterns in financial markets (weekday effects)
added 1848 characters in body
Jun
18
comment Seasonal patterns in financial markets (weekday effects)
@Richard: Yes, you find it e.g. in chapter 6 of the first paper (p. 35 f.) but it should be relatively easy to do these types of analyses.
Jun
18
answered Seasonal patterns in financial markets (weekday effects)
Jun
17
answered Multi-asset class allocation
Jun
17
revised Lipschitz condition in mathematical finance
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Jun
17
revised Lipschitz condition in mathematical finance
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Jun
17
revised Lipschitz condition in mathematical finance
deleted 15 characters in body
Jun
16
revised Lipschitz condition in mathematical finance
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Jun
16
answered Lipschitz condition in mathematical finance
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?