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Feb
3
answered Why does the minimum variance portfolio provide good returns?
Jan
31
awarded  Yearling
Jan
30
awarded  Enlightened
Jan
30
awarded  Nice Answer
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.
Jan
19
comment Python library for Portfolio Optimization
I agree. cvxopt is the best solution at this stage.
Jan
19
comment Python library for Portfolio Optimization
Pandas doesn't contain MVO. Look at cvxopt, as suggested by @philippe.
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.
Jan
10
awarded  Announcer
Jan
5
answered How do you remove expected returns from asset allocation strategies?
Jan
3
revised What quantitative strategies were successful through the 2008 crisis?
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Jan
3
answered What quantitative strategies were successful through the 2008 crisis?
Nov
20
revised optimal re-balancing strategy with asynchronous alpha signal
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Nov
20
answered optimal re-balancing strategy with asynchronous alpha signal
Nov
17
comment Which algorithm should I look into to kick off my research in algorithmic trading?
I disagree with this answer: trend following is not "algorithmic trading". It is systematic, but algorithmic trading has a specific meaning related to order execution.
Nov
17
answered Which algorithm should I look into to kick off my research in algorithmic trading?
Nov
14
revised How to check if a timeseries is stationary?
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Nov
14
answered How to check if a timeseries is stationary?
Nov
5
comment TA/Pattern algorithm analysis
Is there a question here? I would be fairly sure that someone else has fit curves to different timeframes...maybe a better question would be who hasn't done that.
Nov
3
comment Can social media be applied to algorithmic trading?
Yes. globalpublicsquare.blogs.cnn.com/2011/08/17/…