User user1589 - Quantitative Finance Stack Exchange

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visits	member for	1 year, 6 months
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	21 reputation	bio	website		visits	member for	1 year, 6 months
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28

48

votes

15

answers

3

kviews

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

theory academia

mar 1 at 14:37 kurast 166

62

32

votes

10

answers

12

kviews

How can I go about applying machine learning algorithms to stock markets?

apr 9 at 7:09 GeorgeH 3

25

31

votes

10

answers

10

kviews

Switching from C++ to R - limitations/applications

r development

jan 31 at 20:12 arielf 121

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

19

votes

3

answers

1

kviews

How do you mix quantitative asset allocation with qualitative views?

asset-allocation

dec 14 at 1:06 betonviews 1

10

16

votes

3

answers

424

views

Tests that any system must pass to be taken seriously

testing

apr 12 '12 at 8:04 vonjd 6,289

10

14

votes

7

answers

4

kviews

Any known bugs with Yahoo Finance adjusted close data ?

data equities adjustments yahoo

aug 17 at 7:21 Community♦ 1

10

14

votes

3

answers

2

kviews

Can the concept of entropy be applied to financial time series?

time-series

dec 3 '11 at 13:44 Dan 291

14

12

votes

3

answers

2

kviews

What are the best sources for equity quantitative research?

quant-trading-strategies equities research

jun 16 '12 at 19:41 Quant Guy 7,521

7

11

votes

3

answers

1

kviews

Free intra-day equity data source

data equities

sep 22 at 12:23 Azouz 11

10

11

votes

3

answers

1

kviews

What methods do you use to improve expected return estimates when constructing a portfolio in a mean-variance framework?

modern-portfolio-theory mean-variance expected-return estimation

feb 1 '11 at 8:09 Anass 81

11

votes

3

answers

537

views

What are some research articles on using principle components to generate alpha?

statistics modeling random-matrix-theory

feb 25 at 12:31 Andre P. 11

6

11

votes

3

answers

687

views

How to detect regime change when estimating asset correlation from historical time series?

time-series correlation estimation market-regimes

jan 16 at 8:01 Jase 358

12

11

votes

3

answers

438

views

Empirical or theoretical quant insights that have shaped your thinking?

soft-question theory

jan 29 at 4:12 kristine 176

14

10

votes

3

answers

2

kviews

How to combine multiple trading algorithms?

trading automated-trading quant-trading-strategies performance

nov 11 '11 at 3:35 Tal Fishman 6,740

6

10

votes

2

answers

733

views

How to build a regime-switching model which knows its own limits?

backtesting quant-trading-strategies modeling market-regimes

oct 6 '11 at 1:27 Quant Guy 7,521

4

7

votes

2

answers

338

views

How to shift amongst asset classes in response to relative value views?

portfolio-management asset-allocation tactical-asset-allocation

sep 14 '11 at 0:02 ProbablePattern 329

2

7

votes

2

answers

298

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

6

votes

1

answer

259

views

Which valuation measures are most useful for equity market timing?

equities research valuation tactical-asset-allocation

aug 17 '11 at 21:25 Quant Guy 7,521

3

6

votes

2

answers

225

views

Reseach on when people/institutions sell?

research

may 30 '12 at 16:05 Tal Fishman 6,740

2

5

votes

3

answers

262

views

The Basis of Using Technical Indicators as Inputs

time-series forecasting technicals modelling

jan 22 at 2:51 Freddy 5,669

5

votes

2

answers

682

views

How are momentum and reversion long/short strategies dynamically combined in trading?

quant-trading-strategies quantitative mean-reversion

aug 24 at 23:35 pat 21

8

4

votes

3

answers

727

views

What are some of the major quantitative approaches to tactical asset allocation?

research asset-allocation tactical-asset-allocation

jun 12 '12 at 18:58 Quant Guy 7,521

3

votes

1

answer

1

kviews

C++ training from scratch to quantitative trading?

trading programming quantitative

apr 5 '12 at 5:19 Community♦ 1

3

0

votes

2

answers

870

views

Kalman Filter Equity Example

statistics r quants kalman

dec 15 at 0:55 Andrew 385

user1589

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