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age 33
visits member for 3 years, 10 months
seen Sep 9 at 3:26

A software developer.


Apr
12
comment The Fair Value of Paying in Currency X for Goods Bought in Currency Y
But the problem is that if they insist on paying me in EURO, how much should I charge them? 100 EUR? or 105 EUR?
Apr
6
comment How useful is the genetic algorithm for financial market forecasting?
@quant_dev, the problem with this is that GA-- like any other quantitative methods-- only works with short time scale, if I'm not mistaken. So if stock market is more like a stock market, then GA would be completely useless.
Apr
6
asked The Fair Value of Paying in Currency X for Goods Bought in Currency Y
Feb
21
accepted How useful is the genetic algorithm for financial market forecasting?
Feb
20
awarded  Nice Question
Feb
18
comment How useful is the genetic algorithm for financial market forecasting?
manually managing an active portfolio involves using all the information we have and derive a logical conclusion about the market and then execute strategies on it; this is a rational activity. OTOH, using GA is using a black-box tool; we can't explain the result derived from it from any accepted principles. I'm not too sure whether these two are really the same.
Feb
18
comment How useful is the genetic algorithm for financial market forecasting?
but backtesting is also problematic for GA because the rules that GA selects are the rules that work very well in backtesting.
Feb
18
asked How useful is the genetic algorithm for financial market forecasting?
Feb
12
awarded  Nice Question
Feb
11
accepted Proving Random Walk Hypothesis in Stock Market
Feb
10
comment Proving Random Walk Hypothesis in Stock Market
@barrycarter, I'm talking about random walk with a constant drift term, like Wiener process
Feb
10
asked Proving Random Walk Hypothesis in Stock Market
Feb
9
comment What is a Quant
Should we put this as a community wiki?
Feb
8
awarded  Scholar
Feb
8
accepted The Application of Quantitative Finance in Sports Betting
Feb
8
accepted Solving Path Integral Problem in Quantitative Finance using Computer
Feb
8
comment Solving Path Integral Problem in Quantitative Finance using Computer
@Harpreet, not to sure whether it's suitable for SO. The current form of solution of path integral, as it stands, is not codable on a computer.
Feb
7
asked Solving Path Integral Problem in Quantitative Finance using Computer
Feb
7
comment The Application of Quantitative Finance in Sports Betting
@vonjd, I don't have the privilege to create a new tag; IMO "sports-betting" or "application" would be the appropriate tag.
Feb
6
awarded  Student