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
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 suggested edit on 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?
Feb
1
comment How does the “risk-neutral pricing framework” work?
Can you please elaborate on your question a little? "how does it affect you?" Also, maybe provide a link or two to relevant resources?
Feb
1
comment How useful is Markov chain Monte Carlo for quantitative finance?
@quant_dev en.wikipedia.org/wiki/Markov_chain_Monte_Carlo
Feb
1
awarded  Commentator
Feb
1
comment What kind of basic framework or application do you use to run your trading algorithms?
+1 For R; definitely the way to go. :)
Feb
1
comment What kind of basic framework or application do you use to run your trading algorithms?
Please correct the grammar and spelling.
Feb
1
comment Mean reverting strategies
Added a question to meta to discuss this: meta.quant.stackexchange.com/questions/11/…
Feb
1
revised Are there any good tools for back testing options strategies?
added 146 characters in body
Feb
1
answered Are there any good tools for back testing options strategies?
Feb
1
awarded  Mortarboard