User Vishal Belsare - Quantitative Finance Stack Exchange

bio	website
	location
	age
visits	member for	2 years, 3 months
	seen	May 15 at 21:57
stats	profile views	76

	432 reputation	bio	website		visits	member for	2 years, 3 months
29 badges		location			seen	May 15 at 21:57

7

8

votes

3

answers

712

views

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

sep 29 '11 at 13:06 Brian B 5,973

29

17

votes

7

answers

2

kviews

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

automated-trading machine-learning

apr 12 '12 at 18:33 rtybase 66

5

6

votes

2

answers

452

views

optimal re-balancing strategy with asynchronous alpha signal

research portfolio-management optimization rebalancing

nov 20 '11 at 19:33 Shane 5,098

8

13

votes

2

answers

564

views

How do you distinguish “significant” moves from noise?

automated-trading equities probability algorithm

sep 28 '11 at 16:02 Quant Guy 7,521

28

15

votes

5

answers

2

kviews

Recommendations for books to understand the math in quantitative finance papers?

soft-question books mathematics

nov 29 at 5:57 William S. Wong 190

2

7

votes

1

answer

397

views

How to compute modified-CVaR in the PerformanceAnalytics package?

risk r programming performanceanalytics

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

1

9

votes

2

answers

311

views

How to “uncluster” a set of financial data?

data time-series

oct 24 '11 at 8:50 icequations 51

2

6

votes

1

answer

360

views

Are shorter holding period strategies better?

time-series backtesting quant-trading-strategies statistics auto-correlation

sep 15 '11 at 14:43 Quant Guy 7,521

8

votes

1

answer

1

kviews

Which approach to estimating fundamental factor models is better, cross-sectional (unobservable) factors or time-series (observable) factors?

risk-management regression beta factor-models factor-loading

sep 19 '11 at 16:27 Tal Fishman 6,740

2

6

votes

4

answers

213

views

What is a sound way to project Company X's earnings over the next Y years?

data forecasting

sep 14 '11 at 20:08 bill_080 2,682

24

17

votes

2

answers

1

kviews

How much data is needed to validate a short-horizon trading strategy?

data time-series backtesting quant-trading-strategies arbitrage

sep 14 '11 at 23:47 chrisaycock♦ 5,268

5

7

votes

1

answer

2

kviews

Can the J language be used as an effective alternative to Q/Kdb+?

programming

sep 9 '11 at 3:59 chrisaycock♦ 5,268

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

3

11

votes

3

answers

1

kviews

Techniques to optimize the placement of orders in market making strategy?

quant-trading-strategies automated-trading optimization market-making market-microstructure

apr 18 '12 at 1:57 lehalle 1,703

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

3

8

votes

1

answer

744

views

What is the Sugihara Trading System?

statistics forecasting quant-trading-strategies strategy trading-systems

nov 23 at 10:03 Katie Simone 1

5

7

votes

2

answers

383

views

Is there any research on applying state-space or dynamic linear models to forecasting equity risk premia?

time-series forecasting monte-carlo risk-management machine-learning

oct 3 '11 at 15:26 Quant Guy 7,521

4

6

votes

2

answers

312

views

The T+H Problem in Factor model forecasts

volatility correlation forecasting prediction factor-models

sep 9 '11 at 19:20 Tal Fishman 6,740

1

6

votes

2

answers

167

views

How well does CAPM beta track the risk of a particular market relative to world markets?

equities beta capm

aug 23 '11 at 15:10 Quant Guy 7,521

6

votes

1

answer

259

views

Which valuation measures are most useful for equity market timing?

equities research valuation tactical-asset-allocation

aug 17 '11 at 21:25 Quant Guy 7,521

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

4

5

votes

5

answers

1

kviews

How many explanatory variables is too many?

statistics quant-trading-strategies modeling prediction

oct 25 '11 at 1:49 Tal Fishman 6,740

2

7

votes

1

answer

832

views

What is the basis risk between cash and futures government bonds?

risk futures fixed-income duration

aug 18 '11 at 18:12 Tal Fishman 6,740

6

votes

2

answers

631

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

5

6

votes

4

answers

480

views

Can risk aversion indicators anticipate ﬁnancial crises? Research and/or strategies

risk quant-trading-strategies indicator

mar 1 at 16:37 vonjd 6,289

12

14

votes

1

answer

669

views

Portfolio optimization with monte carlo sampling from predictive distribution

risk monte-carlo optimization modern-portfolio-theory portfolio-selection

aug 26 '11 at 0:13 Quant Guy 7,521

6

10

votes

2

answers

570

views

How does one analyze diversification if stock prices follow a Cauchy distribution?

diversification

aug 7 '11 at 14:08 Tal Fishman 6,740

21

23

votes

5

answers

2

kviews

How do I graphically represent the evolution of a covariance matrix over time?

time-series correlation covariance

apr 26 '12 at 13:15 Qbik 350

2

5

votes

0

answers

462

views

Alternative to Block Bootstrap for Multivariate Time Series

time-series r multivariate

jul 30 '11 at 21:58 ProbablePattern 329

2

3

votes

1

answer

756

views

How do I backtest a convertible bond arbitrage strategy in R/Matlab?

data backtesting r convertible-bond

aug 7 '11 at 12:53 Tal Fishman 6,740

Vishal Belsare

281 Favorites