meta user
network profile
| bio | website | |
|---|---|---|
| location | Frankfurt, Germany | |
| age | 43 | |
| visits | member for | 2 years, 3 months |
| seen | 13 hours ago | |
| stats | profile views | 434 |
The stock market is a metaphor for life: "How to survive in a stochastic environment?"
I am proud member of the Bachelier Finance Society: http://www.bachelierfinance.org
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Jan 28 |
comment |
What does put-call parity imply about option premiums? You can accept one of the answers if you are satisfied by it :-) |
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Jan 28 |
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What is the average Sharpe ratio of volatility arbitrage funds? @Alan: You can accept one of the answers if you are satisfied by it :-) |
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Jan 28 |
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How to detect structural breaks in variance? @Dail: There is another one - I did a few tests and it seems to do its job: cran.r-project.org/web/packages/cpm/index.html |
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Jan 28 |
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Can the futures market's open interest predict commodity, treasury, and equity returns? @RalphWinters: You can accept one of the answers if you are satisfied by it :-) |
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Jan 28 |
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What are some research articles on using principle components to generate alpha? @QuantGuy: You can accept my answer if you are satisfied by it :-) |
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Jan 28 |
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Excellent information source on advanced machine learning / data mining based trading? @Flake: You can accept one of the answers if you are satisfied by it :-) |
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Jan 28 |
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How does the “risk-neutral pricing framework” work? @ChloeRadshaw: You can accept one of the answers if you are satisfied by it :-) |
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Jan 28 |
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Any research paper on stop loss? @Siddharth: You can accept the answer if you are satisfied by it :-) |
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Jan 28 |
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What types of neural networks are most appropriate for trading? @phoenix1886: You can accept one of the answers if you are satisfied by it :-) |
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Jan 27 |
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How to detect structural breaks in variance? Thank you, redis - I updated the link in my answer. |
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Jan 27 |
revised |
How to detect structural breaks in variance? deleted 14 characters in body |
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Jan 27 |
asked | Topological methods in finance |
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Jan 26 |
awarded | Popular Question |
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Jan 23 |
answered | How can I quantitatively test the validity of momentum indicators? |
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Jan 23 |
accepted | Overview of software companies in the industry |
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Jan 22 |
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Overview of software companies in the industry @Quartz This seems to be a first lead. Could you please form an answer out of you comment - thank you |
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Jan 22 |
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Overview of software companies in the industry I don't want to have a list with 1.000 companies but some guidance and overview. There must be some research and analysts out there who cover these topics. |
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Jan 22 |
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Overview of software companies in the industry @classifire Thank you, although this is a very specific subclass of the companies I am looking for. |
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Jan 22 |
asked | Overview of software companies in the industry |
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Jan 21 |
revised |
The Basis of Using Technical Indicators as Inputs edited body |
