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| 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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Feb 1 |
revised |
Is there a standard model for market impact? added 507 characters in body |
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Feb 1 |
revised |
is beta of a portfolio always meaningful? added 379 characters in body |
