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A software developer.


Mar
5
comment Proof showing that dollar cost averaging always worse than lump sum alternative
What if I told you that dca hugely outperforms a lump-sum investment approach if instead of investing the parts at time-shifted periods you instead disregards time and buy companies with great fundamentals but depressed stock prices because of overall market sentiment-- this is not what we generally mean by dollar cost averaging. This is fundamental analysis-- a popular strategy to pick stock. Dollar cost averaging is designed to avoid picking stocks/analyzing stocks specifically.
Apr
12
comment The Fair Value of Paying in Currency X for Goods Bought in Currency Y
EUR based. As mentioned in the question
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.
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
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
9
comment What is a Quant
Should we put this as a community wiki?
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
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.