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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Probability - Generating fair outcome using unfair coin

probability

feb 10 '11 at 18:39 ObelAnna 121

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What does it mean to modify the factor loadings of a credit risk model?

dec 14 '11 at 3:11 Tal Fishman 6,740

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Is variable binning a good thing to do?

credit-scoring

jul 22 at 19:38 Mike Mout 41

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392

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What is Quantization ?

numerical-methods

may 20 '11 at 15:12 Quantization methods 36

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410

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Proving Random Walk Hypothesis in Stock Market

random-walk

feb 10 '11 at 5:39 Pete 520

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What is a cubature scheme?

numerical-methods

feb 9 '11 at 22:03 olaker♦ 2,303

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953

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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♦ 3,015

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Volatility pumping in practice

volatility trading kelly-criterion

mar 11 at 11:21 chrisaycock♦ 5,290

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765

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Statistical properties of stochastic processes for moving average trading to work

trading stochastic-processes moving-average

aug 22 '11 at 7:51 vonjd 6,289

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860

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Does mean-variance portfolio optimization provide a real edge to those who use it?

mean-variance optimization

feb 9 '11 at 18:13 Hans Radtke 31

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Any research on how natural language processing can be used to forecast stocks?

quant-trading-strategies research equities forecasting prediction

oct 16 '11 at 0:38 Ryogi 1,817

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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

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Are there ways to measure the risk aversion of a representative investor, based on publicly available market data?

research reference-request market risk-premium

mar 29 '12 at 10:21 Vishal Belsare 432

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Is the Interactive Brokers API suitable for hft?

hft api interactive-brokers

apr 9 at 7:52 asianskills 1

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How 'High' is the frequency in HFT?

strategy hft high-frequency

apr 17 '12 at 19:57 vonjd 6,289

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Categories of systematic trading strategies?

strategy mean-reversion

feb 8 '11 at 20:57 Adal 708

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728

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basic stock trading strategies

strategy trading

feb 8 '11 at 16:45 glyphard 2,448

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732

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How significant is slippage in a successful quant fund?

slippage

oct 31 '11 at 23:58 Ryogi 1,817

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322

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Is there something like opportunistic “superstitious” trading?

backtesting trading trading-patterns

feb 10 '11 at 3:58 AnonQuant 326

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435

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What are the ensemble techniques to forecast returns?

backtesting forecasting

feb 8 '11 at 13:41 Dirk Eddelbuettel 3,098

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740

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How do strategies deal with corporate actions?

trading-systems corporate-actions

sep 8 '11 at 20:44 Louis Marascio 1,682

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Deterministic interpretation of stochastic differential equation

differential-equations stochastic-calculus

feb 21 '11 at 16:10 Ilya 761

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298

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How to combine various equity measures into a single measure (vector magnitude)

analysis statistics quantitative

feb 7 '11 at 5:42 shabbychef 1,111

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248

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Appropriate measure of Volatility for economic returns from an asset?

options black-scholes volatility real

feb 8 '11 at 8:15 dragunov 131

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Why is there no “meta-model”?

strategy

mar 25 '12 at 20:44 stevegt 354

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467

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Operating parameters of market makers?

models market-making

sep 8 '11 at 21:01 Louis Marascio 1,682

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What concepts are the most dangerous ones in quantitative finance work?

theory academia

mar 1 at 14:37 kurast 166

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What data sources are available online?

data finance economics

apr 24 at 9:44 haki 101

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2

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What are the popular methodologies to minimize data snooping?

backtesting strategy

apr 7 '11 at 2:35 zweiterlinde 103

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Trading a synthetic replication of the VIX index

vix delta-neutral

dec 23 at 5:05 Andrew 385

Vishal Belsare

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