6,092 reputation
12848
bio website statalgo.com
location New York, NY
age 35
visits member for 3 years, 9 months
seen Aug 4 at 22:49

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.


Nov
7
revised Is the risk-reward ratio considered in Quantitative Finance?
added 309 characters in body
Oct
30
revised How to compare volatility models?
added 434 characters in body
Oct
26
revised Market making: buy on bid/sell on ask
Corrected confusion
Dec
31
revised How can I go about applying machine learning algorithms to stock markets?
added 852 characters in body
Jan
3
revised What quantitative strategies were successful through the 2008 crisis?
added 456 characters in body
Nov
20
revised optimal re-balancing strategy with asynchronous alpha signal
added 377 characters in body
Nov
14
revised How to check if a timeseries is stationary?
added 253 characters in body
Oct
29
revised Calculating Portfolio Skewness & Kurtosis
added 5 characters in body
Apr
8
revised FX Tick Data question
added 351 characters in body
Feb
19
revised Innovative ways of visualizing financial data
added 700 characters in body
Feb
18
revised Innovative ways of visualizing financial data
deleted 6 characters in body
Feb
18
revised Innovative ways of visualizing financial data
added 485 characters in body; added 1 characters in body
Feb
17
revised Breaking Transactions Down into Derivatives
edited tags
Feb
14
revised How does left tail risk differ from right tail risk?
added 250 characters in body
Feb
13
revised System Development / Optimization
edited tags
Feb
11
revised Statistical learning libraries
added 136 characters in body
Feb
11
revised Statistical learning libraries
edited tags
Feb
10
revised Transparent quant products with real track record
added 172 characters in body; added 47 characters in body
Feb
10
revised Transparent quant products with real track record
added 179 characters in body
Feb
9
revised Is there a technique for using xts or zoo objects with options data (i.e., many entries per date) in R?
edited tags