488 reputation
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location United States
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visits member for 3 years
seen 19 hours ago

Nov
11
awarded  Notable Question
Nov
6
comment Factor Model - Minimum Variance Portfolio [Complete Proof]
In your first formula for portfolio variance, you are missing a w. it should be w'var(e)w
Jul
2
awarded  Curious
May
9
awarded  Nice Question
Mar
26
comment Is the volatility of a trader's wealth equal to the volatility of the underlying assets traded?
Would a variance of a non-stationary process like Price make sense ?
Feb
27
comment Bloomberg Alternative for Quant Fund
How about Reuter's Eikon? They are trying hard to unseat Bloomberg, so who knows you might score a sweet deal with them.
Jan
16
comment Do you know any data source for historical VWAP data?
I am aware of Quantopian. I am looking for a source where I am able to download the data on my machine locally.
Jan
8
asked Do you know any data source for historical VWAP data?
Dec
21
awarded  Benefactor
Dec
20
awarded  Teacher
Dec
20
answered Any known bugs with Yahoo Finance adjusted close data ?
Dec
20
accepted What is Quantitative Investing and how does it differ from Quantitative Trading?
Dec
17
awarded  Nice Question
Dec
12
asked What is Quantitative Investing and how does it differ from Quantitative Trading?
Nov
23
awarded  Yearling
Oct
14
awarded  Popular Question
Jul
24
awarded  Popular Question
Jul
17
awarded  Notable Question
May
25
awarded  Popular Question
May
2
comment Is “eoddata” a good data source?
Tried them and was not satisfied with the data quality.