User Vishal Belsare - Quantitative Finance Stack Exchange

bio	website
	location
	age
visits	member for	2 years, 4 months
	seen	Jun 15 at 15:16
stats	profile views	78

	462 reputation	bio	website		visits	member for	2 years, 4 months
29 badges		location			seen	Jun 15 at 15:16

6

7

votes

3

answers

423

views

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 1,207

5

7

votes

0

answers

293

views

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

may 2 '12 at 4:57 Quant Guy 7,554

14

7

votes

4

answers

1

kviews

Statistical learning libraries

machine-learning programming

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

2

7

votes

1

answer

280

views

Simulating conditional expectations

monte-carlo simulations

dec 21 '11 at 16:34 Grzenio 231

7

votes

3

answers

564

views

Hidden Markov Model & Its Application

statistics r hidden-markov-model

dec 28 at 13:37 Rainer 33

3

7

votes

1

answer

718

views

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 6,765

9

7

votes

2

answers

980

views

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♦ 3,045

4

7

votes

3

answers

661

views

DSP: stationary non-periodic signal: what's the best causal technique?

arma

sep 17 '11 at 16:48 Igor 31

3

7

votes

4

answers

556

views

What commercial financial libraries are available to outsource implementation risk?

programming

jul 18 '12 at 14:51 Tal Fishman 6,765

2

7

votes

1

answer

414

views

How to compute modified-CVaR in the PerformanceAnalytics package?

risk r programming performanceanalytics

oct 10 '11 at 13:45 Tal Fishman 6,765

2

7

votes

2

answers

300

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

5

7

votes

1

answer

1

kviews

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 7,554

7

votes

5

answers

811

views

How can I quantitatively test the validity of momentum indicators?

statistics research indicator technicals

jan 23 at 11:47 vonjd 6,494

2

7

votes

1

answer

879

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 6,765

1

7

votes

2

answers

222

views

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

market market-design

aug 24 '11 at 9:25 Paul 253

7

votes

3

answers

300

views

Is there data on market participants at a particular moment?

data trading market-data market

oct 15 '11 at 22:50 Ryogi 1,847

6

7

votes

1

answer

2

kviews

Time Series Regression with Overlapping Data

time-series regression auto-correlation

sep 9 '11 at 15:07 Tal Fishman 6,765

9

7

votes

2

answers

1

kviews

Categories of systematic trading strategies?

strategy mean-reversion

feb 8 '11 at 20:57 Adal 718

4

7

votes

1

answer

405

views

Monte carlo portfolio risk simulation

risk-management monte-carlo models simulations normal-distribution

nov 15 '11 at 16:02 Bill the Lizard 127

3

7

votes

2

answers

879

views

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♦ 4,788

3

7

votes

1

answer

379

views

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 6,765

1

7

votes

1

answer

283

views

Reject inference

credit-scoring reject-inference

feb 12 '11 at 15:40 goric 283

4

7

votes

3

answers

283

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 6,765

3

7

votes

4

answers

796

views

Library to solve optimization problems

optimization programming

apr 15 '11 at 3:22 RockScience 844

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♦ 5,211

8

7

votes

3

answers

365

views

better estimator of volatility for small samples

volatility risk

apr 1 '11 at 1:50 RockScience 844

1

7

votes

2

answers

420

views

What is a reasonable upper bound on the performance of a daily trading strategy?

quant-trading-strategies equities trading-systems returns

oct 6 '11 at 14:08 Tal Fishman 6,765

4

6

votes

2

answers

3

kviews

What is a medium to low frequency trading strategy and why is it less hyped?

automated-trading quant-trading-strategies high-frequency hft

oct 26 '11 at 21:31 Tal Fishman 6,765

2

6

votes

1

answer

363

views

Are shorter holding period strategies better?

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

sep 15 '11 at 14:43 Quant Guy 7,554

5

6

votes

4

answers

496

views

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

risk quant-trading-strategies indicator

mar 1 at 16:37 vonjd 6,494

Vishal Belsare

287 Favorites