Michael RB

172 reputation

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visits	member for	1 year, 8 months
	seen	May 15 at 12:55
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	172 reputation	bio	website		visits	member for	1 year, 8 months
14 badges		location			seen	May 15 at 12:55

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Aug 27	revised	Appropriate method for calculating negative returns on a trading strategy? added 11 characters in body
Aug 27	comment	Appropriate method for calculating negative returns on a trading strategy? I agree with you on the forward looking aspect of max drawdown. I wanted something that could easily compare across strategies.
Aug 27	revised	Appropriate method for calculating negative returns on a trading strategy? added 199 characters in body
Aug 23	comment	Python library for Portfolio Optimization I have been meaning to get a demonstration. I have wanted to throw out my big ball of duct tape,er. research environment, for a while
Aug 23	comment	Python library for Portfolio Optimization Have you used RapidQuant?
Aug 23	answered	Appropriate method for calculating negative returns on a trading strategy?
Aug 9	revised	How to develop journeymanship and mastery in the field Quantitative Finance? minor grammar fix
Aug 9	suggested	suggested edit on How to develop journeymanship and mastery in the field Quantitative Finance?
Aug 8	comment	What data sources are available online? Has anyone seen something that is up to date on this?
Jun 21	comment	Which approach dominates? Mathematical modeling or data mining? You can know the error bars with cross validation and out of sample testing.
Jun 21	awarded	Critic
Apr 3	awarded	Necromancer
Sep 26	answered	Is it better to grade hedging strategies based on the sum of absolute or squared hedging errors?
Sep 24	answered	Which lags or percentiles should be run in a batch when calculating Value-at-Risk?
Sep 23	comment	What time are Bloomberg Open Symbology Files updated daily? What is the concern? I pay for Bloomberg Back office files and usually ipos are listed well in advance
Sep 23	awarded	Supporter
Sep 23	answered	What is the best data structure/implementation for representing a time series?
Sep 23	comment	How to update an exponential moving average with missing values? the second option is the way to go on something like this.
Sep 14	awarded	Editor
Sep 14	revised	What is a sound way to project Company X's earnings over the next Y years? added 93 characters in body