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network profile
| bio | website | statalgo.com |
|---|---|---|
| location | New York, NY | |
| age | 34 | |
| visits | member for | 2 years, 4 months |
| seen | Jun 1 at 18:17 | |
| stats | profile views | 602 |
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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Sep 20 |
awarded | Taxonomist |
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Sep 9 |
awarded | Popular Question |
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Aug 22 |
awarded | Popular Question |
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Aug 7 |
awarded | Good Question |
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Jul 12 |
awarded | Guru |
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May 7 |
awarded | Popular Question |
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Apr 26 |
awarded | Famous Question |
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Feb 20 |
comment |
Excellent information source on advanced machine learning / data mining based trading? Machine learning is in scope on cross validated: stats.stackexchange.com. So this other site is redundant. |
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Feb 11 |
comment |
What is a good broker for HFT? Definitely off topic. Voting to close. |
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Feb 8 |
awarded | Good Answer |
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Feb 3 |
answered | Why does the minimum variance portfolio provide good returns? |
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Jan 31 |
awarded | Yearling |
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Jan 30 |
awarded | Enlightened |
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Jan 30 |
awarded | Nice Answer |
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Jan 19 |
comment |
Python library for Portfolio Optimization Nothing in Python matches Rmetrics, etc. That being said, there could be plenty of reasons to just do this in Python, and some of the other comments/answers already address this. The answer to "python library for portfolio optimization" is not R. |
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Jan 19 |
comment |
Python library for Portfolio Optimization I agree. cvxopt is the best solution at this stage. |
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Jan 19 |
comment |
Python library for Portfolio Optimization Pandas doesn't contain MVO. Look at cvxopt, as suggested by @philippe. |
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Jan 19 |
comment |
Python library for Portfolio Optimization @Tal Pandas is widely used in Finance, including for this problem, although it is only tangentially related. Wouldn't consider this SPAM, just uninformed. |
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Jan 10 |
awarded | Announcer |
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Jan 5 |
answered | How do you remove expected returns from asset allocation strategies? |
