Shane

5,098 reputation

12444

bio	website	statalgo.com
	location	New York, NY
	age	34
visits	member for	2 years, 3 months
	seen	Apr 14 at 18:57
stats	profile views	599

Quantitative researcher focusing on statistics and machine learning methods in finance. Primarily use R, C++, Python, various databases (including OneTick and KDB), and LaTeX on a daily basis.

Twitter: @statalgo
Blog: http://www.statalgo.com (largely inactive)
Former moderator on data analysis stack exchange site: http://stats.stackexchange.com/
Proposer of Quantitative Finance stack exchange site: http://area51.stackexchange.com/proposals/117/quantitative-finance?referrer=EZoOPpokWeo1

	5,098 reputation	bio	website	statalgo.com	visits	member for	2 years, 3 months
12444 badges		location	New York, NY		seen	Apr 14 at 18:57

summary answers questions tags badges favorites bounties reputation activity

49 Answers

votes activity newest

54	How can I go about applying machine learning algorithms to stock markets?
31	What concepts are the most dangerous ones in quantitative finance work?
30	Innovative ways of visualizing financial data
19	What is the intuition behind cointegration?
17	Any research on how natural language processing can be used to forecast stocks?

5,098 Reputation

+10	What is a stationary process?
+10	Evaluating automated trading strategies: accepted practice
+30	How can I go about applying machine learning algorithms to stock markets?
+5	What are the key risks to the quantitative strategy development process?

5 Questions

votes activity newest

28	What programming languages are most commonly used in quantitative finance?
26	What are the key risks to the quantitative strategy development process?
22	What is the difference between the methods for calculating VaR?
15	How to forecast volatility using high-frequency data?
11	Control for bid/ask bounce in high-frequency trade data?

81 Tags

71 prediction × 2	43 quant-trading-strategies × 4
62 machine-learning × 2	37 backtesting × 5
54 data × 5	35 stationarity × 3
54 mathematics	33 strategy × 3
46 time-series × 5	32 risk × 5

18 Accounts

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