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| bio | website | statalgo.com |
|---|---|---|
| location | New York, NY | |
| age | 34 | |
| visits | member for | 2 years, 3 months |
| seen | Apr 14 at 18:57 | |
| stats | profile views | 599 |
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.
- Twitter: @statalgo
- Blog: http://www.statalgo.com (largely inactive)
- Former moderator on data analysis stack exchange site: http://stats.stackexchange.com/
- Proposer of Quantitative Finance stack exchange site: http://area51.stackexchange.com/proposals/117/quantitative-finance?referrer=EZoOPpokWeo1
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Jan 31 |
awarded | Critic |
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Jan 31 |
awarded | Supporter |
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Jan 31 |
awarded | Teacher |
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Jan 31 |
comment |
What blogs or articles online should I read to get started with quantitative finance? This is another extremely general question. Can you specify further what your interest is in "quantitative finance"? |
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Jan 31 |
answered | What are some good technical and non-technical books for a math lover to get in to quantitative analysis? |
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Jan 31 |
comment |
What are some good technical and non-technical books for a math lover to get in to quantitative analysis? (1) This should be made community wiki and (2) let's limit it to 1 book per answer so that the voting has meaning. Lastly, I really don't like this question because it's way too broad: can you please make it a little more specific? |
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Jan 31 |
awarded | Autobiographer |
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Sep 19 |
comment |
What is a good topic on financial time series analysis for master thesis? Can you give us some sense of what kind of specialty your looking for? This is a very broad field, covering anything from market microstructure effects all the way up to long-term econometrics. I would also agree with Srikant that discussing with an advisor will be your best bet in the long run, although seeking advice here won't hurt as a start. |
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Sep 19 |
comment |
What is a good topic on financial time series analysis for master thesis? I wouldn't necessarily assume that this should be CW since the OP is seeking a specific answer... |
