User Vishal Belsare - Quantitative Finance Stack Exchange

bio	website
	location
	age
visits	member for	2 years, 3 months
	seen	May 19 at 11:58
stats	profile views	76

	432 reputation	bio	website		visits	member for	2 years, 3 months
29 badges		location			seen	May 19 at 11:58

4

8

votes

3

answers

2

kviews

Is there any thing out there as a substitute for KDB?

programming database

feb 8 at 9:24 thomas - discretelogics 158

15

13

votes

4

answers

2

kviews

What C++ math libraries are typically used by quants?

programming

may 10 at 2:38 Veeken 182

7

8

votes

3

answers

712

views

What tools are used to numerically solve differential equations in Quantitative Finance?

option-pricing black-scholes programming differential-equations numerical-methods

sep 29 '11 at 13:06 Brian B 6,003

5

10

votes

2

answers

559

views

Reference request: Survey article on GPU in Finance

programming hardware gpgpu

oct 18 at 15:48 Quartz 326

5

6

votes

3

answers

1

kviews

What programming language is best suited for implementing DeMark?

programming

aug 23 '11 at 12:30 Dmitri Nesteruk 822

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

10

11

votes

4

answers

2

kviews

Implementing data-structures in a Limit order book

programming limit-order-book

mar 1 at 21:30 Dmitri Nesteruk 822

1

3

votes

1

answer

379

views

Michaud's Resampled Efficient Frontier - Out of Sample Simulation Testing

portfolio-management modern-portfolio-theory simulations portfolio mean-variance

oct 3 at 6:51 Community♦ 1

8

votes

4

answers

365

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

2

6

votes

3

answers

773

views

Time series of PCA - Sign change in factor loadings

pca

dec 3 at 21:33 Thomas Browne 237

2

16

votes

2

answers

465

views

How do macro funds manage risk and model asset returns? Do they use factor models?

risk risk-management risk-models macro

sep 8 '11 at 20:48 Louis Marascio 1,682

3

7

votes

1

answer

691

views

Time series price prediction and linear regression: using high/low rather than last quotes price

time-series multivariate

dec 19 '11 at 17:25 Tal Fishman 6,740

4

6

votes

4

answers

703

views

Using rolling returns in a multivariate linear regression?

returns regression multivariate

nov 14 at 23:01 Community♦ 1

2

1

vote

1

answer

364

views

How to compute portfolio weights from multivariate regression results?

asset-allocation regression

jul 19 at 14:32 Tal Fishman 6,740

1

5

votes

1

answer

167

views

RMT (Random Matrix Theory) issue with callibrating MP distribution -

correlation portfolio random-matrix-theory

jan 24 '12 at 21:09 Quant Guy 7,531

14

21

votes

4

answers

2

kviews

Random matrix theory (RMT) in finance

probability mathematics random-matrix-theory

feb 26 at 15:23 Quartz 326

8

11

votes

1

answer

664

views

Cleansing covariance matrices via Random matrix theory

correlation risk-models covariance random-matrix-theory

jan 24 '12 at 21:10 Quant Guy 7,531

8

votes

1

answer

485

views

Kalman Filter Vs Hough Transform

untagged

mar 9 '12 at 0:46 rtybase 66

4

7

votes

3

answers

648

views

DSP: stationary non-periodic signal: what's the best causal technique?

arma

sep 17 '11 at 16:48 Igor 31

6

9

votes

1

answer

522

views

How to use macroeconomic indicators for long/short trading strategies?

quant-trading-strategies indicator

jan 22 '12 at 10:51 SRKX♦ 4,719

4

10

votes

2

answers

668

views

Simulating Returns

correlation r simulations

may 23 '11 at 22:03 Zach 556

9

7

votes

2

answers

954

views

Is there a technique for using xts or zoo objects with options data (i.e., many entries per date) in R?

data analysis options r

feb 19 '11 at 16:31 richardh♦ 3,025

2

4

votes

2

answers

474

views

Use Trades as Input for PerformanceAnalytics

r performanceanalytics

jul 27 '11 at 13:28 Brian G. Peterson 293

6

votes

2

answers

632

views

How do I replicate John Hussman's recession forecasting methodology?

r forecasting machine-learning macro-economics

aug 10 '11 at 13:38 Zach 556

2

7

votes

1

answer

400

views

How to compute modified-CVaR in the PerformanceAnalytics package?

risk r programming performanceanalytics

oct 10 '11 at 13:45 Tal Fishman 6,740

2

6

votes

1

answer

1

kviews

What is a self-financing and replicating portfolio?

black-scholes derivatives replication portfolio derivation

dec 30 '11 at 13:27 strimp099 996

2

7

votes

4

answers

524

views

What commercial financial libraries are available to outsource implementation risk?

programming

jul 18 at 14:51 Tal Fishman 6,740

2

3

votes

3

answers

375

views

How to optimize a portfolio under both maximum diversity ratio and minimum variance

optimization portfolio-selection

mar 29 '12 at 23:26 rtybase 66

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

1

2

votes

2

answers

107

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

Vishal Belsare

281 Favorites