6,002 reputation
12745
bio website statalgo.com
location New York, NY
age 35
visits member for 3 years, 7 months
seen Aug 4 at 22:49

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
7
revised What is a stationary process?
added 1466 characters in body
Feb
6
awarded  Nice Answer
Feb
6
comment The Application of Quantitative Finance in Sports Betting
I don't think that this is on-topic, so I'm voting to close. See meta discussion here: meta.quant.stackexchange.com/questions/36/…
Feb
6
comment What concepts are the most dangerous ones in quantitative finance work?
@quant_dev I wasn't disputing market efficiency in general, but just that $\beta$ can be effectively used for allocation (in the traditional CAPM framework).
Feb
6
comment Appropriate measure of Volatility for economic returns from an asset?
@Harpeet That's a fair point; I raised this on meta: meta.quant.stackexchange.com/questions/35/…
Feb
5
comment Appropriate measure of Volatility for economic returns from an asset?
Not a fan of the "real" tag here. What's intended? Realized volatility or a real, physical commodity?
Feb
5
comment What concepts are the most dangerous ones in quantitative finance work?
+1 This is a good one; a really abused statistic.
Feb
5
awarded  Enlightened
Feb
5
awarded  Nice Answer
Feb
5
answered What is a stationary process?
Feb
3
comment What concepts are the most dangerous ones in quantitative finance work?
@Dirk Added a link to a Fama/French paper.
Feb
3
revised What concepts are the most dangerous ones in quantitative finance work?
added 705 characters in body
Feb
3
revised What concepts are the most dangerous ones in quantitative finance work?
spelling
Feb
3
answered What concepts are the most dangerous ones in quantitative finance work?
Feb
3
awarded  Nice Question
Feb
3
answered How to select/construct benchmarks for black-box trading strategies?
Feb
3
revised What is the role of stochastic calculus in day-to-day trading?
added 213 characters in body
Feb
3
answered What is the role of stochastic calculus in day-to-day trading?
Feb
3
comment What are the key risks to the quantitative strategy development process?
@Dirk Yes, but I'm doing a little SEO for our site. :)
Feb
3
comment What are the key risks to the quantitative strategy development process?
@Zarbouzou Sounds like a good new question to ask. :)