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2d
comment Tools/R-code to create gain/loss-asymmetry plots
Could you please elaborate on this because I don't quite see how this could help - Thank you
Jul
30
comment Why do stocks fall so quickly? Technical explanations
If you found one of the answers helpful it would be great if you could upvote and accept it - Thank you :-)
Jul
22
comment New ways of communicating risk
@BobJansen: I am voting to delete this post, it is not helpful at all!
Jul
21
comment Leverage on ETF the same effect as on portfolio?
Welcome to Quant.SE! Please give an answer to your own question then.
Jul
18
comment Why square root of volatility in Heston model?
In the Heston model you have the square root of variance, not volatility (like in Geometric Brownian motion, but here variance is stochastic too) - please clarify the question. Thank you.
Jul
15
comment Programmer new to the quant world - learning material request
see also quant.stackexchange.com/questions/431/… and quant.stackexchange.com/questions/3/…
Jul
13
comment Fama French model-small market beta (weird)
@Larisa: What I mean is. Are the betas you calculated based on Fama French the same based on CAPM?
Jul
10
comment List of momentum indicators
If one of the answers was helpful it would be great if you could accept it - Thank you :-)
Jul
10
comment How to adapt a Moving Average period to market conditions?
...and answers that just say: google something and 'I have seen some papers' are frowned upon in this community.
Jul
10
comment How to adapt a Moving Average period to market conditions?
Even in random time series you have more 'trends' than you would believe intuitively. Trend following works when there are these 'trends' but fails in all other market environments. See this paper: frankfurt-school.de/clicnetclm/…
Jul
10
comment How to adapt a Moving Average period to market conditions?
The question is how to adapt a MA. Now how does your answer tackle this question? I myself use HMMs in my research but I don't modify MAs with the output, so I don't see the link here.
Jul
8
comment How to adapt a Moving Average period to market conditions?
What makes you think that MAs should work anyway?
Jul
7
comment How to adapt a Moving Average period to market conditions?
Adapt to do what?
Jul
5
comment The greeks: where do they come from?
@ale42: I answered your question about references how to derive the Greeks. Why do you ask something when you mean something else?
Jul
5
comment Why do people always seek finite-variance models for option pricing
Thank you for awarding the bounty to my answer, I really appreciate it. :-)
Jul
3
comment What is the machine learning language of choice in this industry for unsupervised learning
R for both questions
Jul
3
comment List of momentum indicators
Yes, perhaps you are right that this question is not a very good fit for our site. On the other hand: Do you see my point that just giving dozens of abbreviations without giving any references or explanations doesn't really help either?
Jul
2
comment List of momentum indicators
Well, the background of my question is to see definitions of all these abbreviations and words you write. Otherwise this information is nearly useless.
Jul
1
comment List of momentum indicators
This answer would be even better if you could add some sources!
Jun
29
comment The greeks: where do they come from?
The real question about the Greeks these days is not where do they come from but where do they go to... (sorry, couldn't resist :-)