Reputation
11,281
Next tag badge:
94/100 score
21/20 answers
Badges
3 34 87
Impact
~356k people reached

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?
May
21
accepted Demonstration of Ito's correction term/lemma in binomial tree
May
19
revised How to fully replicate ADX + DI Indicators in Excel?
edited tags
May
19
comment Estimate simple option price without a calculator
possible duplicate of What are some useful approximations to the Black-Scholes formula?
May
19
answered Is R being replaced by Python at quant desks?
May
17
comment Why is volume a totally independent variable from price?
Well, I think he should explain how he arrives at this statement. But normally people doing technical analysis are not very rigorous types (otherwise they wouldn't do technical analysis ;-)
May
15
comment What should I put on a math finance cheat sheet?
Please consider accepting one of the answers - Thank you
May
10
awarded  Popular Question
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