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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
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