5,872 reputation
12744
bio website statalgo.com
location New York, NY
age 34
visits member for 3 years, 2 months
seen Mar 26 at 1:55

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.


Feb
8
revised Wealth Management Vs Asset Management
edited tags
Feb
8
comment Wealth Management Vs Asset Management
Started a discussion about whether this should be within the scope: meta.quant.stackexchange.com/questions/51/…
Feb
8
reviewed Approve suggested edit on Wealth Management Vs Asset Management
Feb
8
comment How do strategies deal with corporate actions?
I am certainly in full agreement with your last point.
Feb
8
comment What concepts are the most dangerous ones in quantitative finance work?
@user212 What evidence?
Feb
7
reviewed Approve suggested edit on Solving Path Integral Problem in Quantitative Finance using Computer
Feb
7
comment What is a stationary process?
I just think that it's something visual which can be understood easily, which is why I provided it.
Feb
7
awarded  Beta
Feb
7
comment What is a stationary process?
I don't remember saying anything about independence...
Feb
7
awarded  Nice Question
Feb
7
revised What is the intuition behind cointegration?
added 169 characters in body
Feb
7
revised What is the intuition behind cointegration?
added 303 characters in body; added 164 characters in body
Feb
7
comment What is the intuition behind cointegration?
I agree completely and gave you a +1. Your answer was spot on for the question.
Feb
7
answered What is the intuition behind cointegration?
Feb
7
comment Deterministic interpretation of stochastic differential equation
Your chances of getting an answer might increase if you split these questions up. I often find people can be intimidated by too many questions on here.
Feb
7
revised What is a stationary process?
edited tags
Feb
7
comment Paradoxes in quantitative finance
Can you clarify a little further how this question differs from this one? quant.stackexchange.com/questions/156/…
Feb
7
answered How do strategies deal with corporate actions?
Feb
7
revised How do strategies deal with corporate actions?
edited title
Feb
7
revised What is a stationary process?
added 1466 characters in body