171 reputation
7
bio website poste-certificate.it
location Italy
age
visits member for 2 years, 6 months
seen Mar 11 at 16:19

MERGE KEEP!

Make life a coding experience!

Now I use PHP and JS for my daytime job. I wish I had enought time to keep myself up to date and up to speed with at least JAVA.

I took part in realizing all the back end application to handle the orderds, contracts and invoices for a site that sells posta certificata per aziende.

  • Languages I love most are C++ and JAVA.
  • Languages I hate most are VB6 and VB.NET
  • Wishes: one day to see PHP becoming more OO and with also operator overloading (it's a dream).

I started coding in BASIC since I was a 10 years old kid with a Commodore 64 and Apple IIe. During University they tought me C and C++ and JAVA and I really understood how much I love to code even a simple strlen function on my own. :)


Mar
5
accepted Sharpe Ratio, annualized monthly returns vs annual returns vs annual rolling returns?
Mar
5
comment Sharpe Ratio, annualized monthly returns vs annual returns vs annual rolling returns?
Thanks for explaining also when to use CAGR (ex-post Sharpe Ratio) and when to use simple arithmetic returns (forward-looking forecast Sharpe Ratio)
Mar
4
comment Should I use an arithmetic or a geometric calculation for the Sharpe Ratio?
Where can I find a demonstration that $$\mu_g \leq \mu_a$$
Feb
28
revised Sharpe Ratio, annualized monthly returns vs annual returns vs annual rolling returns?
Bolded the phrase that I think to be best related to the question, I had to remove a piece of phrase because it did not let me edit answer unless I change at least 6 chars
Feb
28
suggested suggested edit on Sharpe Ratio, annualized monthly returns vs annual returns vs annual rolling returns?
Feb
28
comment Sharpe Ratio, annualized monthly returns vs annual returns vs annual rolling returns?
@Richard: thanks, I got the point to NOT use WAY 1, let's ignore rolling returns then, but still the question remains: why shoukd i use annualized monthly returns which adds a bit of complexity, instead of just yearly (non-rolling) returns (i.e. WAY 2). I updated again the question, hope it helps to make it more clear.
Feb
28
revised Sharpe Ratio, annualized monthly returns vs annual returns vs annual rolling returns?
added 12 characters in body
Feb
27
revised Sharpe Ratio, annualized monthly returns vs annual returns vs annual rolling returns?
deleted 2 characters in body
Feb
27
awarded  Scholar
Feb
27
accepted At what point does someone using technical analysis become a Quant?
Feb
27
comment Sharpe Ratio, annualized monthly returns vs annual returns vs annual rolling returns?
@John: thanks for your comment which started to enlight things up a bit. I thought the rolling yearly was the way to go because it generated more RoRs, I updated the question. Please let me know what you think, and how I could improve it.
Feb
27
revised Sharpe Ratio, annualized monthly returns vs annual returns vs annual rolling returns?
added 752 characters in body; edited title
Feb
26
revised Sharpe Ratio, annualized monthly returns vs annual returns vs annual rolling returns?
added 37 characters in body
Feb
26
asked Sharpe Ratio, annualized monthly returns vs annual returns vs annual rolling returns?
Apr
20
awarded  Popular Question
Mar
18
awarded  Nice Question
Oct
5
awarded  Critic
Oct
4
comment At what point does someone using technical analysis become a Quant?
+1: thanks, starting to understand a bit the difference. Interesting book. I agree about the fact that most TA books are garbage.
Oct
4
awarded  Supporter
Oct
3
comment At what point does someone using technical analysis become a Quant?
@Tal Fishman: thanks for not closing the question, I updated the title. I saw wikipedia, but I still not understand the difference between Quant and Technical Analysis. In the Wikipedia section called Criticism they say: "...their credibility was damaged by the financial crisis of 2007–2010." That phrase makes me think at a Quant like a Technical Analyst with just a Ph.D in Math. But it sounds odd, the few Mathematicians I met never believe in somthing that can not be demonstrated with a Theorem, I can't imagine a Mathematician believieng in Technical Analysis (he probably even despises it).