User Vishal Belsare - Quantitative Finance Stack Exchange

bio	website
	location
	age
visits	member for	2 years, 3 months
	seen	yesterday
stats	profile views	77

	432 reputation	bio	website		visits	member for	2 years, 3 months
29 badges		location			seen	yesterday

3

6

votes

2

answers

302

views

Efficiency vs. Robustness - To use a constant or not in single factor time-series regression?

aug 2 '11 at 20:32 Quant Guy 7,531

2

3

votes

1

answer

299

views

Linear regression and assets direction prediction

time-series regression variance

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

2

7

votes

2

answers

298

views

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

analysis statistics quantitative

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

7

votes

3

answers

298

views

Is there data on market participants at a particular moment?

data trading market-data market

oct 15 '11 at 22:50 Ryogi 1,827

3

10

votes

1

answer

294

views

Enhancing Monte-Carlo convergence (crude method)

simulations

nov 3 '11 at 14:42 Brian B 6,083

5

7

votes

0

answers

287

views

Can we use White's reality check to compare two Sharpe ratios?

time-series sharpe-ratio data-mining

may 2 '12 at 4:57 Quant Guy 7,531

4

7

votes

3

answers

281

views

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

7

10

votes

2

answers

278

views

How to group timeseries showing similar curve

statistics

dec 13 '11 at 21:12 Samik R 348

1

7

votes

1

answer

278

views

Reject inference

credit-scoring reject-inference

feb 12 '11 at 15:40 goric 283

5

2

votes

2

answers

268

views

How to calculate cumulative loss from two factors that have negative correlation?

correlation

feb 11 '12 at 9:02 Suminda Sirinath Salpitikorala 369

1

6

votes

1

answer

266

views

Simulating conditional expectations

monte-carlo simulations

dec 21 '11 at 16:34 Grzenio 226

3

4

votes

1

answer

264

views

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 1,713

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 7,531

3

9

votes

1

answer

248

views

Appropriate measure of Volatility for economic returns from an asset?

options black-scholes volatility real

feb 8 '11 at 8:15 dragunov 131

1

2

votes

1

answer

239

views

Is there a measure for the 'degree' of cointegration

time-series cointegration

jan 31 '12 at 13:26 strimp099 996

5

8

votes

1

answer

238

views

Links to the risk model methodologies of the major providers?

risk-management risk-models

nov 29 '11 at 2:02 ZAxisMapping 829

4

6

votes

1

answer

224

views

Which is a more appropriate choice of risk measurement in a utility function, CVaR or VaR?

risk-management var coherent-risk-measure

oct 26 '11 at 14:26 Quant Guy 7,531

1

7

votes

2

answers

221

views

How to generalize the Vickrey auction for two-sided trading?

market market-design

aug 24 '11 at 9:25 Paul 253

1

3

votes

0

answers

220

views

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

r fx regression

dec 3 '11 at 10:12 Dail 204

1

2

votes

1

answer

217

views

Unsystematic and systematic risk of a portfolio

beta mean-variance capm

sep 18 at 21:09 John 1,626

1

6

votes

2

answers

216

views

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

optimization

jun 10 '12 at 17:51 SRKX♦ 4,729

2

6

votes

4

answers

214

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

2

5

votes

1

answer

213

views

Multiple comparison problems

backtesting modeling reject-inference

apr 19 '11 at 17:00 bill_080 2,682

3

10

votes

1

answer

210

views

What weights should be used when adjusting a correlation matrix to be positive definite?

correlation risk-models numerical-methods

nov 25 '11 at 15:12 Tal Fishman 6,740

2

8

votes

3

answers

209

views

Are there any standard techniques for adding realistic synthetic microstructure noise to a price series?

time-series simulations market-microstructure random-variables

jul 13 at 9:47 barrymac 146

1

3

votes

1

answer

200

views

What is a cubature scheme?

numerical-methods

feb 9 '11 at 22:03 olaker♦ 2,303

2

5

votes

0

answers

193

views

Can Hurst exponent be used to characterize nonlinear dependence in time series?

time-series hurst-exponent nonlinear

sep 10 at 17:52 ezbentley 195

1

3

votes

0

answers

181

views

Is there a standard method of scaling alpha forecasts to t-cost estimates?

portfolio-management optimization

apr 21 '12 at 2:59 michaelv2 141

2

3

votes

1

answer

178

views

Rank Correlation Based Prediction

correlation learning machine spearman kendall

nov 6 at 18:53 Quant Guy 7,531

4

6

votes

1

answer

177

views

Measuring co-movement at non-constant intervals

correlation

may 18 '12 at 22:08 John 1,626

Vishal Belsare

281 Favorites