vonjd

less info
meta site favicon meta user | stack exchange network profile network profile
6,309 reputation
1658
bio website
location Frankfurt, Germany
age 43
visits member for 2 years, 3 months
seen 16 hours ago
stats profile views 441

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


126 Tags

name votes
63
quant-trading-strategies × 17
23
intuition × 2
12
soft-question × 2
8
trading-systems × 2
53
options × 15
23
cointegration
11
kelly-criterion × 4
7
random-matrix-theory × 3
50
time-series × 6
21
high-frequency × 4
11
arbitrage × 2
7
modeling × 2
49
forecasting × 7
20
trading × 8
10
reference-request × 5
7
stochastic-calculus × 2
43
research × 14
18
option-strategies × 7
10
risk-neutral-measure
7
diversification × 2
41
statistics × 6
18
risk-management × 2
10
interest-rates
7
correlation-matrix × 2
36
black-scholes × 8
17
optimization × 4
10
fundamentals
7
correlated-motion
34
equities × 7
16
r × 4
9
theory × 4
7
brownian-motion
32
backtesting × 10
16
models × 2
9
anomalies × 3
7
cholesky-decomposition
32
risk × 7
15
algorithm
9
books × 2
7
futures
28
option-pricing × 6
13
automated-trading × 2
9
position-sizing
7
pca
27
volatility × 12
12
mathematics × 5
9
delta-neutral
7
hidden-markov-model
24
machine-learning × 4
12
programming × 2
8
finance × 4
6
strategy × 3
1 2 3