User vonjd - Quantitative Finance Stack Exchange

bio	website
	location	Frankfurt, Germany
	age	43
visits	member for	2 years, 3 months
	seen	3 hours ago
stats	profile views	440

	6,309 reputation	bio	website		visits	member for	2 years, 3 months
1658 badges		location	Frankfurt, Germany		seen	3 hours ago

5

7

votes

5

answers

7

kviews

How to check if a timeseries is stationary?

time-series stationarity

nov 17 '11 at 17:14 Pete 520

8

6

votes

7

answers

6

kviews

Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff?

strategy quant-funds

mar 13 at 8:38 Alif Neelesh Shirali 1

69

48

votes

15

answers

6

kviews

Video lectures and presentations on quantitative finance

research finance education big-list

jan 12 at 22:23 André Christoffer Andersen 141

14

15

votes

6

answers

5

kviews

What are some useful approximations to the Black-Scholes formula?

options option-pricing optimization

sep 7 at 20:57 Robert 309

47

36

votes

7

answers

5

kviews

Innovative ways of visualizing financial data

data derivatives visualization

jun 27 '12 at 10:06 Mark Boulder 101

21

14

votes

7

answers

4

kviews

How are cryptography and speech recognition technology applied to forecasting financial markets?

quant-trading-strategies research forecasting machine-learning

may 26 '12 at 2:44 bill_080 2,682

17

21

votes

9

answers

3

kviews

How 'High' is the frequency in HFT?

strategy hft high-frequency

apr 17 '12 at 19:57 vonjd 6,309

17

votes

2

answers

3

kviews

What types of neural networks are most appropriate for trading?

quant-trading-strategies forecasting high-frequency machine-learning

oct 18 '11 at 21:15 Tal Fishman 6,740

20

22

votes

10

answers

3

kviews

Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones?

performance-evaluation

mar 15 at 23:42 isomorphismes 332

10

11

votes

2

answers

3

kviews

Are there any good tools for back testing options strategies?

backtesting option-strategies software

nov 28 at 0:32 Vtech 41

9

12

votes

5

answers

2

kviews

Proof that you cannot beat a random walk

quant-trading-strategies random-walk

feb 27 '12 at 4:43 hhh 320

10

6

votes

5

answers

2

kviews

What are your opinions on WEKA KnowledgeFlow, Rapidminer, and other rapid development environments for machine learning?

machine-learning visualization

oct 27 '11 at 2:16 Darren Cook 570

29

17

votes

7

answers

2

kviews

Excellent information source on advanced machine learning / data mining based trading?

automated-trading machine-learning

apr 12 '12 at 18:33 rtybase 66

14

12

votes

3

answers

2

kviews

What are the best sources for equity quantitative research?

quant-trading-strategies equities research

jun 16 '12 at 19:41 Quant Guy 7,531

9

15

votes

3

answers

2

kviews

Main backtesting & trading solutions: QuantFactory, Deltix, etc.

backtesting automated-trading software trading-systems

nov 19 at 21:07 Vazgen 172

21

23

votes

5

answers

2

kviews

How do I graphically represent the evolution of a covariance matrix over time?

time-series correlation covariance

apr 26 '12 at 13:15 Qbik 350

14

21

votes

4

answers

2

kviews

Random matrix theory (RMT) in finance

probability mathematics random-matrix-theory

feb 26 at 15:23 Quartz 326

21

11

votes

3

answers

2

kviews

Papers about backtesting option trading strategies

options backtesting quant-trading-strategies research option-strategies

sep 30 '11 at 7:45 vonjd 6,309

15

13

votes

4

answers

2

kviews

What C++ math libraries are typically used by quants?

programming

may 10 at 2:38 Veeken 127

18

27

votes

6

answers

2

kviews

Paradoxes in quantitative finance

black-scholes models

apr 4 at 14:15 Bill the Lizard 127

8

11

votes

4

answers

2

kviews

Volatility pumping in practice

volatility trading kelly-criterion

mar 11 at 11:21 chrisaycock♦ 5,263

10

14

votes

3

answers

2

kviews

Can the concept of entropy be applied to financial time series?

time-series

dec 3 '11 at 13:44 Dan 291

2

4

votes

1

answer

1

kviews

How to simulate stock prices with a Geometric Brownian Motion?

equities simulations stochastic-processes brownian-motion

nov 22 at 22:53 SRKX♦ 4,729

14

29

votes

5

answers

1

kviews

Lévy alpha-stable distribution and modelling of stock prices.

risk equities variance probability

apr 10 '11 at 3:59 Community♦ 1

5

13

votes

6

answers

1

kviews

How does the “risk-neutral pricing framework” work?

risk risk-management

mar 6 at 12:01 chrisaycock♦ 5,263

3

13

votes

1

answer

1

kviews

Transformation from the Black-Scholes differential equation to the diffusion equation - and back

black-scholes differential-equations

jan 27 at 12:34 olaker♦ 2,303

32

23

votes

3

answers

1

kviews

What papers have progressed the field of quantitative finance in recent years (post 2000)?

research soft-question reference-request

nov 16 '11 at 23:09 Quant Guy 7,531

4

12

votes

4

answers

1

kviews

Are two identical time series cointegrated?

time-series cointegration statistics

oct 16 at 14:17 Ryogi 1,827

2

7

votes

1

answer

1

kviews

Easiest and most accessible derivation of Black-Scholes formula

intuition black-scholes derivation

jul 13 '11 at 15:02 SRKX♦ 4,729

8

votes

1

answer

1

kviews

Which approach to estimating fundamental factor models is better, cross-sectional (unobservable) factors or time-series (observable) factors?

risk-management regression beta factor-models factor-loading

sep 19 '11 at 16:27 Tal Fishman 6,740

vonjd

124 Favorites