Shane

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5,138 reputation
12544
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.


49 Answers

newest activity votes
56
How can I go about applying machine learning algorithms to stock markets?
feb 1 '11 at 18:48
31
What concepts are the most dangerous ones in quantitative finance work?
feb 3 '11 at 21:21
31
Innovative ways of visualizing financial data
feb 18 '11 at 15:01
19
What is the intuition behind cointegration?
feb 7 '11 at 16:24
17
Any research on how natural language processing can be used to forecast stocks?
feb 9 '11 at 4:22
17
What is a stationary process?
feb 5 '11 at 14:12
15
What are the popular methodologies to minimize data snooping?
feb 3 '11 at 14:41
14
How 'High' is the frequency in HFT?
feb 8 '11 at 21:24
14
What is the role of stochastic calculus in day-to-day trading?
feb 3 '11 at 18:50
14
Lévy alpha-stable distribution and modelling of stock prices.
feb 1 '11 at 19:28
13
Trading a synthetic replication of the VIX index
feb 3 '11 at 14:59
11
Transparent quant products with real track record
feb 10 '11 at 18:21
11
Option pricing before Black-Scholes
jan 31 '11 at 22:06
10
How can I compare distributions using only mean and standard deviation?
nov 1 '11 at 0:14
10
Evaluating automated trading strategies: accepted practice
oct 29 '11 at 4:33
10
Are there any good tools for back testing options strategies?
feb 1 '11 at 14:34
9
Is Scala used in trading systems
feb 8 '11 at 21:04
9
is beta of a portfolio always meaningful?
jan 31 '11 at 23:49
8
How do you remove expected returns from asset allocation strategies?
jan 5 '12 at 1:59
8
How to check if a timeseries is stationary?
nov 14 '11 at 2:33
8
FX Tick Data question
apr 8 '11 at 0:57
8
Statistical learning libraries
feb 11 '11 at 14:35
8
How are risk management practices applied to ML/AI-based automated trading systems
feb 1 '11 at 1:08
7
What is the effect of quant finance on global markets?
apr 9 '11 at 16:50
7
Video lectures and presentations on quantitative finance
feb 12 '11 at 18:33
7
What methods do you use to improve expected return estimates when constructing a portfolio in a mean-variance framework?
feb 1 '11 at 0:40
7
Is there a standard model for market impact?
feb 1 '11 at 0:18
6
Keeping a track record honest
mar 20 '11 at 21:18
6
How does left tail risk differ from right tail risk?
feb 14 '11 at 16:58
6
Free data on swap options
feb 11 '11 at 15:31
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