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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
19
comment Estimate simple option price without a calculator
possible duplicate of What are some useful approximations to the Black-Scholes formula?
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
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"?
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
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
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
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 building stocks screener using R and Quantmod
A warm welcome to Quant.SE. Could you tell us what you tried so far and where your concrete problems are?
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.