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Feb
3
revised What are the popular methodologies to minimize data snooping?
added 201 characters in body
Feb
3
comment Trading a synthetic replication of the VIX index
@barrycarter He mentions the VIX futures in the second paragraph, so I would infer that he's familiar...
Feb
3
answered What are the popular methodologies to minimize data snooping?
Feb
2
awarded  Nice Answer
Feb
2
awarded  Suffrage
Feb
1
comment How can I go about applying machine learning algorithms to stock markets?
@zubinmehta Thanks for admitting it. :) I guessed as much from your question. If that was possible, there would be a lot of rich people out there doing it. But it's much more of a black hole than you would hope. And once you understand how to do the analysis, applying it in a specific domain (e.g. finance) follows naturally.
Feb
1
revised Lévy alpha-stable distribution and modelling of stock prices.
added 170 characters in body
Feb
1
answered Lévy alpha-stable distribution and modelling of stock prices.
Feb
1
comment How can I go about applying machine learning algorithms to stock markets?
As a shameless plug, I recently started a guided tour of the above book on my blog if you want to follow along (statalgo.com/2011/01/29/…). I will be reproducing the major analysis from the book using R.
Feb
1
comment How do I price OANDA box options?
Raised a question on meta regarding whether this kind of question is appropriate: meta.quant.stackexchange.com/questions/16/…. Please provide your feedback!
Feb
1
awarded  Organizer
Feb
1
revised How do I price OANDA box options?
edited tags
Feb
1
comment How can I go about applying machine learning algorithms to stock markets?
It makes reference, but there is nothing concrete (so far as I can recall). Chan's analysis is almost all basic time series modelling (e.g. cointegration). I agree with your latter point: it does put everything together so it's useful as a general beginner reference.
Feb
1
comment How can I go about applying machine learning algorithms to stock markets?
I honestly don't think that this question fits here. See meta.quant.stackexchange.com/questions/11/….
Feb
1
comment How can I go about applying machine learning algorithms to stock markets?
I don't think that this makes much reference to machine learning algorithms.
Feb
1
answered How can I go about applying machine learning algorithms to stock markets?
Feb
1
awarded  Quorum
Feb
1
reviewed Approve What are the best master programmes for someone interested in a career in quantitative finance?
Feb
1
comment What are the best master programmes for someone interested in a career in quantitative finance?
Join the discussion on whether this question is on-topic on meta: meta.quant.stackexchange.com/questions/13/…
Feb
1
answered What are the best master programmes for someone interested in a career in quantitative finance?