Zarbouzou's user avatar
Zarbouzou's user avatar
Zarbouzou's user avatar
Zarbouzou
  • Member for 13 years, 1 month
  • Last seen more than 7 years ago
  • Paris
19 votes

How random are financial data series?

8 votes

How useful is Markov chain Monte Carlo for quantitative finance?

7 votes
Accepted

How can I quantitatively test the validity of momentum indicators?

6 votes
Accepted

How to interpret results of Johansen Test?

6 votes

Time-series similarity measures

5 votes

cointegration applied to Portfolio Construction & Risk management

5 votes
Accepted

Is there a closed-form solution for the partial autocorrelation function of a Markov regime-switching process?

4 votes

Who cares about autocorrelation?

4 votes

System Development / Optimization

4 votes

Is there any theoretical basis for pattern-recognition strategies?

3 votes

How to measure investors' "experienced" volatility?

-2 votes

What are the popular methodologies to minimize data snooping?