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.


Jan
3
answered What quantitative strategies were successful through the 2008 crisis?
Nov
20
revised optimal re-balancing strategy with asynchronous alpha signal
added 377 characters in body
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?
added 253 characters in body
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/…
Nov
1
answered How can I compare distributions using only mean and standard deviation?
Oct
30
awarded  Nice Question
Oct
29
comment Calculating Portfolio Skewness & Kurtosis
Please define the "matrices method".
Oct
29
revised Calculating Portfolio Skewness & Kurtosis
added 5 characters in body
Oct
29
comment Probability distributions in quantitative finance
Certainly off-topic as it's currently phrased. Asking about the "most popular" is inappropriate on any StackExchange site...
Oct
29
answered Evaluating automated trading strategies: accepted practice
Oct
29
comment What are the most common/popular exotics in the interest rate markets these days?
As much as I hate to discourage questions, asking about the most "popular" asset feels overly subjective for the site. Might be better suited to something like a Willmott forum.
Oct
28
answered How to normalize Futures data(different leverage) for cointegration test?
Oct
27
answered What strategy would benefit most from having the fastest connection to the exchange?
Oct
15
awarded  Enlightened
Sep
28
awarded  Nice Answer