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.


Feb
9
revised What is a Quant
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Feb
9
revised What is a martingale?
edited tags
Feb
9
revised What is a Quant
edited tags
Feb
8
revised How 'High' is the frequency in HFT?
edited tags
Feb
8
revised How 'High' is the frequency in HFT?
added 608 characters in body
Feb
8
revised How to make sense of VXX and the people who bought it?
deleted 83 characters in body; edited title
Feb
8
revised Categories of systematic trading strategies?
deleted 574 characters in body; edited tags; edited title
Feb
8
revised Categories of systematic trading strategies?
edited tags
Feb
8
revised Wealth Management Vs Asset Management
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Feb
7
revised What is the intuition behind cointegration?
added 169 characters in body
Feb
7
revised What is the intuition behind cointegration?
added 303 characters in body; added 164 characters in body
Feb
7
revised What is a stationary process?
edited tags
Feb
7
revised How do strategies deal with corporate actions?
edited title
Feb
7
revised What is a stationary process?
added 1466 characters in body
Feb
3
revised What concepts are the most dangerous ones in quantitative finance work?
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Feb
3
revised What concepts are the most dangerous ones in quantitative finance work?
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Feb
3
revised What is the role of stochastic calculus in day-to-day trading?
added 213 characters in body
Feb
3
revised How to calculate future distribution of price using volatility?
added 2 characters in body; edited body
Feb
3
revised What are the popular methodologies to minimize data snooping?
added 201 characters in body
Feb
1
revised Lévy alpha-stable distribution and modelling of stock prices.
added 170 characters in body