User Vishal Belsare - Quantitative Finance Stack Exchange

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	432 reputation	bio	website		visits	member for	2 years, 3 months
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5

votes

3

answers

356

views

Strategy Risk and Portfolio Allocation Model (copy from nuclear phynance)

portfolio-selection

aug 31 at 17:16 Strange 354

5

votes

2

answers

686

views

How are momentum and reversion long/short strategies dynamically combined in trading?

aug 24 at 23:35 pat 21

2

1

vote

1

answer

119

views

transaction size and liquidity in simulation of US stocks

equities simulations liquidity

aug 17 at 17:04 lehalle 1,713

10

14

votes

7

answers

4

kviews

Any known bugs with Yahoo Finance adjusted close data ?

data equities adjustments yahoo

aug 17 at 7:21 Community♦ 1

4

6

votes

2

answers

340

views

How to simulate cointegrated prices

time-series simulations

aug 10 at 5:04 Bob Jansen 1,142

3

6

votes

2

answers

1

kviews

Is variable binning a good thing to do?

credit-scoring

jul 22 at 19:38 Mike Mout 41

2

1

vote

1

answer

367

views

How to compute portfolio weights from multivariate regression results?

asset-allocation regression

jul 19 at 14:32 Tal Fishman 6,740

2

7

votes

4

answers

527

views

What commercial financial libraries are available to outsource implementation risk?

programming

jul 18 at 14:51 Tal Fishman 6,740

2

8

votes

3

answers

209

views

Are there any standard techniques for adding realistic synthetic microstructure noise to a price series?

time-series simulations market-microstructure random-variables

jul 13 at 9:47 barrymac 146

34

30

votes

5

answers

5

kviews

Efficiently storing real-time intraday data in an application agnostic way

time-series software performance database column-oriented

jul 10 at 0:15 Darren Cook 570

4

8

votes

3

answers

430

views

Optimal execution strategy

order-execution

jul 1 at 9:16 lehalle 1,713

1

2

votes

2

answers

108

views

Proxy for risk in portfolio theory when return can take only two values

risk-models modern-portfolio-theory portfolio-selection

jul 1 at 8:44 lehalle 1,713

22

votes

6

answers

5

kviews

How are correlation and cointegration related?

time-series statistics correlation cointegration

jun 30 at 8:31 Community♦ 1

1

-1

votes

1

answer

871

views

Can end-to-day trading be profitable? If not, why?

quant-trading-strategies trading high-frequency

jun 22 '12 at 17:33 KKB 147

2

3

votes

2

answers

10

kviews

How to calculate unsystematic risk?

risk risk-management risk-models risk-premium

jun 21 '12 at 18:23 chrisaycock♦ 5,263

8

votes

4

answers

366

views

Position management in presence of continuous forecast

equities high-frequency forecasting position-sizing continuous-time

jun 21 '12 at 15:44 Marc Shivers 424

19

26

votes

6

answers

3

kviews

Which approach dominates? Mathematical modeling or data mining?

modeling market data-mining

jun 20 '12 at 19:22 David Tate 11

11

10

votes

2

answers

551

views

Why is the ratio of Hi-Low range to Open-Close range close to 2?

data analysis

jun 16 '12 at 13:21 Louis Marascio 1,682

7

14

votes

5

answers

2

kviews

What tools exist for order book analysis and visualization?

r software limit-order-book visualization python

jun 16 '12 at 8:46 Qbik 350

8

4

votes

3

answers

729

views

What are some of the major quantitative approaches to tactical asset allocation?

research asset-allocation tactical-asset-allocation

jun 12 '12 at 18:58 Quant Guy 7,531

1

6

votes

2

answers

216

views

How to represent constraints for optimization problems in a data model?

optimization

jun 10 '12 at 17:51 SRKX♦ 4,729

14

19

votes

6

answers

2

kviews

How good is managed code for algo trading?

programming algorithm

jun 10 '12 at 13:05 Community♦ 1

13

17

votes

2

answers

981

views

How to quickly estimate a lower bound on correlation for a large number of stocks?

time-series correlation numerical-methods

jun 7 '12 at 3:55 David B 1

2

-3

votes

1

answer

339

views

Trading Strategies and Portfolio Constructions based on Cross Sectional Regression?

quant-trading-strategies portfolio-management regression

may 31 '12 at 18:50 chrisaycock♦ 5,263

21

14

votes

7

answers

4

kviews

How are cryptography and speech recognition technology applied to forecasting financial markets?

quant-trading-strategies research forecasting machine-learning

may 26 '12 at 2:44 bill_080 2,682

4

6

votes

1

answer

177

views

Measuring co-movement at non-constant intervals

correlation

may 18 '12 at 22:08 John 1,626

6

5

votes

2

answers

424

views

cointegration applied to Portfolio Construction & Risk management

risk correlation portfolio-management cointegration

may 8 '12 at 16:39 lehalle 1,713

9

8

votes

2

answers

574

views

Analytical relationship between a covariance matrix and cross-sectional dispersion

volatility covariance correlation-matrix

may 4 '12 at 14:41 Vincent Zoonekynd 430

5

7

votes

0

answers

287

views

Can we use White's reality check to compare two Sharpe ratios?

time-series sharpe-ratio data-mining

may 2 '12 at 4:57 Quant Guy 7,531

6

7

votes

3

answers

414

views

Does random matrix theory (RMT) for returns' correlation matrices apply if there are high correlations?

correlation random-matrix-theory

apr 28 '12 at 13:56 Bob Jansen 1,142

Vishal Belsare

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