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Jan
11
revised References about market neutral portfolios that isolate unsystematic risk
added 61 characters in body
Jan
11
revised References about market neutral portfolios that isolate unsystematic risk
added 16 characters in body
Jan
11
revised References about market neutral portfolios that isolate unsystematic risk
added 19 characters in body
Jan
11
revised References about market neutral portfolios that isolate unsystematic risk
edited tags
Jan
11
asked References about market neutral portfolios that isolate unsystematic risk
Jan
11
revised Ito calculus problem
edited tags
Jan
11
accepted Which algorithms do robo-advisors use?
Jan
10
comment Is R being replaced by Python at quant desks?
Thank you for the update, it is appreciated.
Jan
7
answered Proof that no trading system always wins
Dec
30
comment Augmented Dickey-Fuller Test/ Unit Root test on multiple time series dataframe in R
I did not downvote your question but I can understand why somebody did: Please show your code and pinpoint exactly to the parts where you encounter problems.
Dec
27
comment Is there a website that lists replication code of financial papers?
seems like a good idea for a QE proposal on area 51
Dec
25
comment Sharpe ratio with leveraged ETFs
Welcome to Quant SE. Could you please give a source for "There has been a discussion..." - Thank you.
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