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visits member for 2 years, 11 months
seen Aug 17 at 16:00

Jul
14
comment Is there a piratebay for data(bases)? (here, talking about historical financial data)
I wouldn't say tickdata.com is super cheap. 95K for only US TAQ is not super cheap for individuals or small funds. Its just the cheapest there is.
Jul
14
answered Analyst Forecasts for monthly unemployment rate
Jul
13
revised Is there an API to perform request about stocks and financial derivatives?
edited body
Jul
13
answered Is there an API to perform request about stocks and financial derivatives?
Jul
3
answered BSYM for historical tickers
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