User snth - Quantitative Finance Stack Exchange

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visits	member for	2 years, 3 months
	seen	13 hours ago
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	161 reputation	bio	website		visits	member for	2 years, 3 months
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120

93

votes

19

answers

24

kviews

What data sources are available online?

apr 24 at 9:44 haki 101

10

votes

5

answers

7

kviews

How to annualize Sharpe Ratio?

sharpe-ratio

mar 2 at 3:30 Evan Teitelman 103

69

48

votes

15

answers

6

kviews

Video lectures and presentations on quantitative finance

research finance education big-list

jan 12 at 22:23 André Christoffer Andersen 141

14

21

votes

9

answers

5

kviews

Why does the minimum variance portfolio provide good returns?

portfolio-management optimization modern-portfolio-theory covariance

mar 19 at 14:16 chrisaycock♦ 5,300

34

30

votes

5

answers

5

kviews

Efficiently storing real-time intraday data in an application agnostic way

time-series software performance database column-oriented

jul 10 at 0:15 Darren Cook 570

14

13

votes

7

answers

5

kviews

Switching from Matlab to Python for Quant Trading and Research

quant-trading-strategies

dec 29 at 10:15 Joern 9

14

15

votes

6

answers

5

kviews

What are some useful approximations to the Black-Scholes formula?

options option-pricing optimization

sep 7 at 20:57 Robert 309

47

36

votes

7

answers

5

kviews

Innovative ways of visualizing financial data

data derivatives visualization

jun 27 at 10:06 Mark Boulder 101

28

48

votes

15

answers

4

kviews

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

theory academia

mar 1 at 14:37 kurast 166

17

21

votes

9

answers

3

kviews

How 'High' is the frequency in HFT?

strategy hft high-frequency

apr 17 '12 at 19:57 vonjd 6,299

6

19

votes

6

answers

3

kviews

What type of investor is willing to be short gamma?

options hedging portfolio-management greeks investing

mar 26 '12 at 12:40 Community♦ 1

17

votes

2

answers

3

kviews

What types of neural networks are most appropriate for trading?

quant-trading-strategies forecasting high-frequency machine-learning

oct 18 '11 at 21:15 Tal Fishman 6,740

9

11

votes

3

answers

3

kviews

R: How feasible is it to store — and work with — tick data in a database connected to R?

data high-frequency r tick-data database

feb 8 '12 at 1:08 Darren Cook 570

17

15

votes

8

answers

2

kviews

What kind of basic framework or application do you use to run your trading algorithms?

data software api algorithm

feb 9 '11 at 3:59 Community♦ 1

10

6

votes

5

answers

2

kviews

What are your opinions on WEKA KnowledgeFlow, Rapidminer, and other rapid development environments for machine learning?

machine-learning visualization

oct 27 '11 at 2:16 Darren Cook 570

4

9

votes

6

answers

2

kviews

How high of a Sharpe ratio is implausibly high for a low-frequency equity strategy?

research reference-request performance sharpe-ratio performance-evaluation

nov 26 at 0:21 chrisaycock♦ 5,300

3

8

votes

4

answers

2

kviews

Should I use an arithmetic or a geometric calculation for the Sharpe Ratio?

statistics returns calculation

jun 24 '12 at 5:14 shabbychef 1,111

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 310

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

9

15

votes

3

answers

2

kviews

Main backtesting & trading solutions: QuantFactory, Deltix, etc.

backtesting automated-trading software trading-systems

nov 19 at 21:07 Vazgen 172

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

8

15

votes

5

answers

2

kviews

Skew arbitrage: How can you realize the skewness of the underlying?

options volatility trading hedging option-strategies

dec 7 at 19:14 chrisaycock♦ 5,300

6

23

votes

8

answers

1

kviews

Option pricing before Black-Scholes

options history black-scholes

dec 14 at 13:40 vonjd 6,299

8

12

votes

2

answers

1

kviews

statistical arbitrage option overlay strategies / volatility trading

volatility quant-trading-strategies trading option-strategies

may 29 '12 at 14:51 John 1,626

4

9

votes

2

answers

1

kviews

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

programming cep

apr 28 '12 at 5:03 Kim 21

14

7

votes

4

answers

1

kviews

Statistical learning libraries

machine-learning programming

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

16

votes

5

answers

1

kviews

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

6

11

votes

5

answers

1

kviews

portfolio optimisation with VaR (or CVaR) constraints

portfolio-management optimization var

jan 13 at 13:29 Marc Shivers 424

8

6

votes

1

answer

939

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How does Kalman filtering of beta in pairs trading model work in R?

beta pair-trading

nov 10 '11 at 14:54 Quant Guy 7,531

11

14

votes

2

answers

793

views

From a high frequency point of view, with a price prediction and assuming infinite leverage, how do you determine optimal trade size?

quant-trading-strategies high-frequency modeling position-sizing

mar 29 at 20:32 Ryogi 1,827

snth

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