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

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

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414

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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

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523

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

quant-trading-strategies indicator

jan 22 '12 at 10:51 SRKX♦ 4,729

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361

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How does “time segmented volume” differ from on-balance volume?

technicals indicator

jan 20 '12 at 5:01 JonnyBoats 196

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kviews

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

programming

may 10 at 2:38 Veeken 127

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378

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What is the optimal strategy when there is an equal chance for gain or loss but the size of the potential gain is larger?

risk-management strategy

jan 9 '12 at 19:39 Tal Fishman 6,740

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One dimensional analog of cleansing a correlation matrix via random matrix theory

volatility correlation-matrix random-matrix-theory

jan 11 '12 at 23:22 Ryogi 1,827

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How do different methods and techniques used in pairs trading compare?

quant-trading-strategies arbitrage cointegration

mar 4 at 20:37 chrisaycock♦ 5,260

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904

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Why do expected return models and risk models use different factors?

portfolio-management asset-allocation factor-models

jan 16 '12 at 20:33 Quant Guy 7,531

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How do you mix quantitative asset allocation with qualitative views?

asset-allocation

dec 14 at 1:06 betonviews 1

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728

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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

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Why a self-financing replicating portfolio should always exist?

black-scholes derivatives

jan 6 '12 at 9:48 楊祝昇 973

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281

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How to improve the consistency of explained variance statistics in a linear equity model?

equities statistics modeling regression

jan 3 '12 at 16:28 Tal Fishman 6,740

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998

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Why is the first principal component a proxy for the market portfolio, and what other proxies exist?

statistics beta modern-portfolio-theory pca

apr 9 '12 at 0:33 Quant Guy 7,531

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What is the relation between return volatility and return rank volatility, and how can I control the latter?

volatility implied-volatility distribution

dec 29 '11 at 19:17 Elliot Jans 151

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849

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How to apply risk-parity portfolio construction to a dollar-neutral portfolio?

risk risk-management optimization portfolio-selection

dec 29 '11 at 15:33 SRKX♦ 4,729

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377

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How to test for and how to simulate price rise/fall asymmetry in the stock market

time-series statistics simulations stochastic-processes

dec 29 '11 at 19:35 Brian B 6,013

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1

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What is a self-financing and replicating portfolio?

black-scholes derivatives replication portfolio derivation

dec 30 '11 at 13:27 strimp099 996

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265

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Simulating conditional expectations

monte-carlo simulations

dec 21 '11 at 16:34 Grzenio 226

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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

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693

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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

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463

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Liquidity estimators: VWAP and IS

liquidity volume

apr 15 '12 at 22:29 lehalle 1,713

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309

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How to create a Stochastic Process through pre specified points?

stochastic-processes

oct 31 at 23:50 William S. Wong 310

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572

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Can momentum strategies be quantitative in nature?

quant-trading-strategies

dec 10 '11 at 23:09 Tal Fishman 6,740

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943

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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

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278

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How to group timeseries showing similar curve

statistics

dec 13 '11 at 21:12 Samik R 348

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220

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How to balance two Forex crosses correctly to do a linear regression?

r fx regression

dec 3 '11 at 10:12 Dail 204

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123

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Buying one company or index against another, is this readily possible with options, with an accurate return (also Alpha Indexes)

options correlation market market-making

dec 1 '11 at 22:51 Tal Fishman 6,740

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Performance Attribution : Annualizing alpha & factor return contributions

risk risk-models

mar 12 '12 at 16:17 Quant Guy 7,531

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Links to the risk model methodologies of the major providers?

risk-management risk-models

nov 29 '11 at 2:02 ZAxisMapping 829

Vishal Belsare

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