RockScience

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834 reputation

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visits	member for	2 years, 3 months
	seen	May 14 at 5:35
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15 Answers

votes activity newest

7	Library to solve optimization problems
7	How does pair trading work?
6	How are correlation and cointegration related?
4	Is there a quantitative finance ranking system for universities?
4	Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff?

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834 Reputation

+5	Can the concept of entropy be applied to financial time series?
+8	Digital Signal Processing in Trading
-2	How useful is the genetic algorithm for financial market forecasting?
+10	Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff?

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8 Questions

votes activity newest

14	Can the concept of entropy be applied to financial time series?
11	portfolio optimisation with VaR (or CVaR) constraints
9	How to compute performance attribution between daily rebalanced strategies?
7	better estimator of volatility for small samples
7	Why is the first principal component a proxy for the market portfolio, and what other proxies exist?

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33 Tags

7 optimization × 2	6 time-series × 2
7 pair-trading	6 cointegration
7 programming	6 correlation
6 forecasting × 2	4 strategy × 2
6 statistics × 2	4 risk × 2

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	Quantitative Finance	834 rep	315
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	Database Administrators	158 rep	5

14 Badges

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Popular Question × 3	Citizen Patrol
Yearling × 2	Scholar
Nice Question × 2	Editor
Altruist	Commentator
Investor	Beta

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75 Votes Cast

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