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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kviews

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

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

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How to forecast volatility using high-frequency data?

volatility forecasting high-frequency

mar 31 '11 at 23:22 Adal 708

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votes

3

answers

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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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answers

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What exactly is meant by “microstructure noise”?

volatility statistics high-frequency hft

feb 12 at 5:55 P. Dyess 1

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7

answers

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How to design a custom equity backtester?

trading backtesting quant-trading-strategies equities

feb 1 at 11:00 pat 321

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Evaluating automated trading strategies: accepted practice

backtesting quant-trading-strategies

nov 1 '11 at 15:30 Tal Fishman 6,740

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5

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4

answers

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Predicting Price Movements on a Betting Exchange

automated-trading modeling pricing-formulae

sep 28 at 5:10 jokerjoe 11

10

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votes

3

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1

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What methods do you use to improve expected return estimates when constructing a portfolio in a mean-variance framework?

modern-portfolio-theory mean-variance expected-return estimation

feb 1 '11 at 8:09 Anass 81

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11

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3

answers

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Free intra-day equity data source

data equities

sep 22 at 12:23 Azouz 11

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answers

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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

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12

votes

4

answers

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kviews

Are two identical time series cointegrated?

time-series cointegration statistics

oct 16 at 14:17 Ryogi 1,817

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6

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2

answers

1

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

risk risk-models factor-loading

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

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9

votes

2

answers

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kviews

Drawbacks & Caveats of using (N)Esper for ESP/CEP in trading systems?

programming cep

apr 28 '12 at 5:03 Kim 21

2

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1

answer

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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votes

2

answers

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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

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1

kviews

Categories of systematic trading strategies?

strategy mean-reversion

feb 8 '11 at 20:57 Adal 708

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Is there a standard method for quantifying mean-reversion for use in directional trading?

trading mean-reversion

feb 17 '11 at 18:35 ZAxisMapping 829

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11

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3

answers

1

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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

7

14

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6

answers

1

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How random are financial data series?

time-series statistics mathematics random-walk

dec 18 '11 at 8:10 dizzy 126

14

7

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4

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1

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Statistical learning libraries

machine-learning programming

sep 8 '11 at 13:39 Louis Marascio 1,682

2

4

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3

answers

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Longstaff Schwartz method

option-pricing

jan 8 at 11:02 matteot 16

2

6

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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

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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

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6

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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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answer

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How do I reproduce the cross-sectional regression in “Intraday Patterns in the Cross-section of Stock Returns”?

equities research statistics regression theory

sep 26 '11 at 21:08 Tal Fishman 6,740

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5

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5

answers

1

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How many explanatory variables is too many?

statistics quant-trading-strategies modeling prediction

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

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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

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robust portfolio optimization re-balancing with transaction costs

software r optimization portfolio-management rebalancing

jul 27 '11 at 13:32 Brian G. Peterson 293

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Is my trading strategy search methodology sound?

trading automated-trading machine-learning

oct 12 '11 at 14:17 Tal Fishman 6,740

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5

answers

1

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Most successful investors using academic-based framework?

quant-trading-strategies research factor-models academia big-list

jan 3 '12 at 13:20 olaker♦ 2,303

Vishal Belsare

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