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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
Feb
1
comment How does pair trading work?
I don't disagree, but during the private beta we really want to have high quality questions and answers to set a precedent for the rest of the site. I think that you can just expand a little on your question and improve it in the process...
Feb
1
comment Mean reverting strategies
"Those who say don't know. Those who know don't say. Lao-tzu, Tao Te Ching"
Feb
1
comment How does pair trading work?
See wikipedia: en.wikipedia.org/wiki/Pairs_trade. Can you try to put a little more effort into this question?
Feb
1
revised How are risk management practices applied to ML/AI-based automated trading systems
added 15 characters in body
Feb
1
answered How are risk management practices applied to ML/AI-based automated trading systems
Feb
1
comment What is the difference between the methods for calculating VaR?
@richardh Yes it is. One simple way to see this is to look at the most popular vendor for these statistics: RiskMetrics. They market shortfall and scenario testing almost as much as VaR.
Feb
1
answered What methods do you use to improve expected return estimates when constructing a portfolio in a mean-variance framework?
Feb
1
revised Is there a standard model for market impact?
added 507 characters in body
Feb
1
comment How are risk management practices applied to ML/AI-based automated trading systems
As it stands, I think this question cannot be answered. Please give more detail about the kind of "ML/AI-based trading system" that you're envisioning. Does it just say whether to go long/short, does it give a confidence interval, etc.? What kind of model? Is it really black-box (because many ML models can be interpreted)?
Feb
1
awarded  Editor