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Feb
8
comment Ito Formula for Stochastic Integral
There is something missing: You write "should be really be interpreted as a" ...?
Jan
28
comment School project about Black Scholes with stochastic volatility
Although I really like this question it will probably be closed because SE is not a good fit for "suggestions/comments" for a "beginning 'idea phase'" - perhaps you can be a little more specific what you want to ask?
Jan
27
comment R Backtesters: Quantstrat vs SIT
Where do you get a simple introductory example for quantstrat?
Jan
10
comment Is R being replaced by Python at quant desks?
Thank you for the update, it is appreciated.
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
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
15
comment Trading Interview Question (Bullish, Bearish)?
did you get the job?
Oct
29
comment Portfolio Management in R
To give you an idea: cran.r-project.org/web/packages/PerformanceAnalytics/index.html
Oct
24
comment Which algorithms do robo-advisors use?
My question was not about algorithmic trading in general but about robo advisors!
Oct
24
comment Which algorithms do robo-advisors use?
Thank you. Do you have a source for me?
Oct
19
comment Hidden Markov Models methods for selecting optimal number of states
Is there a reason why you have not accepted a single answer on any of your questions on Quant.SE yet?
Oct
15
comment Which algorithms do robo-advisors use?
@experquisite: Are you sure you are talking about robo-advisors like Betterment and Wealthfront?!?
Oct
9
comment Gaussian Time-varing copula in R
see here: quant.stackexchange.com/a/7022/12
Oct
6
comment Is HMM of Volatility any different from a simple filter?
@Henrik: Thank you, please see my edit.
Oct
4
comment What is the variance risk premium?
Which definition are you referring to? Could you please give your source?
Sep
27
comment How we decide the target price for stock
Welcome to Quant SE! "Most of the times the target is achieved": Could you please give a source - Thank you.
Sep
24
comment Where do quants get historical FOMC meetings events for backtesting?
We tried to give you the best answer possible so it would be fair if you could upvote and accept - Thank you :-)
Sep
23
comment Why Drifts are not in the Black Scholes Formula
+1: This is why some authors differentiate between option pricing and option valuation. The first being on the sell side, the latter on the buy side.