Zarbouzou

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1,140 reputation

415

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	location	Paris
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visits	member for	2 years, 4 months
	seen	Mar 24 at 22:33
stats	profile views	111

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12 Answers

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14	How random are financial data series?
8	How useful is Markov chain Monte Carlo for quantitative finance?
5	Is there a closed-form solution for the partial autocorrelation function of a Markov regime-switching process?
4	How can I quantitatively test the validity of momentum indicators?
4	Time-series similarity measures

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1,140 Reputation

+20	How random are financial data series?
+10	What are the popular methodologies to minimize data snooping?
+5	Is there a way to estimate (predict) the half life of a quantitative trading system?
+5	Mean reverting Indicator

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10 Questions

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23	What are the popular methodologies to minimize data snooping?
14	Is there a way to estimate (predict) the half life of a quantitative trading system?
10	Measuring liquidity
9	When to shut down a trend following strategy?
7	Optimal execution and reinforcement learning

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36 Tags

18 statistics × 2	8 modeling
18 time-series × 2	8 monte-carlo
14 random-walk	8 probability
14 mathematics	7 correlation × 2
8 auto-correlation × 2	6 cointegration × 2

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5 Accounts

	Quantitative Finance	1,140 rep	415
	Area 51	201 rep	2
	Cross Validated	135 rep	4
	Answers OnStartups	101 rep
	Chess	101 rep

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Yearling × 2	Nice Question × 3
Popular Question × 3	Critic
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Enthusiast	Editor
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