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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29

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kviews

Excellent information source on advanced machine learning / data mining based trading?

automated-trading machine-learning

apr 12 '12 at 18:33 rtybase 66

19

votes

3

answers

1

kviews

How do you mix quantitative asset allocation with qualitative views?

asset-allocation

dec 14 at 1:06 betonviews 1

4

12

votes

4

answers

1

kviews

Are two identical time series cointegrated?

time-series cointegration statistics

oct 16 at 14:17 Ryogi 1,817

7

9

votes

1

answer

305

views

copula-marginal algorithm

risk-management copula

mar 2 '12 at 6:06 pyCthon 459

2

13

votes

1

answer

362

views

What should be considered when selecting a windowing function when smoothing a time series?

time-series

oct 6 '11 at 17:04 vonjd 6,289

2

3

votes

1

answer

299

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Linear regression and assets direction prediction

time-series regression variance

dec 20 '11 at 15:17 Tal Fishman 6,740

8

17

votes

2

answers

705

views

Tools in R for estimating time-varying copulas?

r estimation covariance distribution joint-probability

feb 3 at 14:22 vonjd 6,289

8

4

votes

3

answers

727

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 7,521

3

4

votes

1

answer

262

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Is there any measure that is a non-trivial combination of VWAP and TWAP?

time-series trading volume

apr 15 '12 at 10:55 lehalle 1,703

5

3

votes

2

answers

309

views

How to create a Stochastic Process through pre specified points?

stochastic-processes

oct 31 at 23:50 William S. Wong 190

4

9

votes

6

answers

824

views

How to generate a random price series with a specified range and correlation with an actual price?

time-series correlation simulations random-variables asset-pricing

jan 3 '12 at 20:22 babelproofreader 1,077

2

6

votes

2

answers

1

kviews

Cluster analysis vs PCA for risk models?

risk-models pca

mar 18 '11 at 16:44 Ralph Winters 644

4

9

votes

2

answers

1

kviews

Why a self-financing replicating portfolio should always exist?

black-scholes derivatives

jan 6 '12 at 9:48 楊祝昇 973

9

16

votes

4

answers

937

views

How do I adjust a correlation matrix whose elements are generated from different market regimes?

market-regimes correlation-matrix

dec 26 '11 at 1:26 Branson 250

1

6

votes

2

answers

215

views

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

optimization

jun 10 '12 at 17:51 SRKX♦ 4,699

7

16

votes

7

answers

1

kviews

How to design a custom equity backtester?

trading backtesting quant-trading-strategies equities

feb 1 at 11:00 pat 321

3

10

votes

3

answers

555

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What is the expected return I should use for the momentum strategy in MV optimization framework?

quant-trading-strategies optimization expected-return

mar 14 at 2:28 Richard 11

14

18

votes

5

answers

3

kviews

What is a good broker for HFT?

data futures hft broker programming

feb 10 '12 at 18:45 Robert Kubrick 254

10

14

votes

6

answers

2

kviews

Can social media be applied to algorithmic trading?

quant-trading-strategies automated-trading research

feb 10 '12 at 16:34 Tal Fishman 6,740

4

7

votes

2

answers

338

views

How to shift amongst asset classes in response to relative value views?

portfolio-management asset-allocation tactical-asset-allocation

sep 14 '11 at 0:02 ProbablePattern 329

6

8

votes

2

answers

462

views

Liquidity estimators: VWAP and IS

liquidity volume

apr 15 '12 at 22:29 lehalle 1,703

1

-3

votes

2

answers

155

views

Re-resolving OHCLV stock Data

data

feb 7 '12 at 14:52 Christoph Glur 281

4

7

votes

2

answers

403

views

How to manage equity portfolio risk intraday?

risk

apr 17 '12 at 11:55 lehalle 1,703

2

6

votes

1

answer

1

kviews

How to estimate probability of default from bond prices?

probability fixed-income credit default

oct 2 '11 at 13:24 Tal Fishman 6,740

3

6

votes

2

answers

1

kviews

What causes the call and put volatility surface to differ?

options option-pricing black-scholes local-volatility

feb 6 '12 at 15:29 Tal Fishman 6,740

3

6

votes

3

answers

4

kviews

Trading C++ Libraries

backtesting automated-trading programming

apr 1 '11 at 19:09 babelproofreader 1,077

7

14

votes

4

answers

2

kviews

Free paper trading site with an API

automated-trading

nov 26 '11 at 17:00 teng 84

2

6

votes

5

answers

706

views

What distribution to assume for interest rates?

interest-rates modeling distribution

sep 9 at 1:46 Strange 354

3

5

votes

4

answers

1

kviews

Predicting Price Movements on a Betting Exchange

automated-trading modeling pricing-formulae

sep 28 at 5:10 jokerjoe 11

11

18

votes

4

answers

2

kviews

Trading a synthetic replication of the VIX index

vix delta-neutral

dec 23 at 5:05 Andrew 385

Vishal Belsare

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