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460 reputation

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	age	23
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Here are some Libraries I find useful/have used over the years

C++

Haskell

HQuantLib *

Note

The * symbol means I am a contributor

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11 Answers

votes activity newest

3	Problems with dealing with GARCH models and intra-day data
3	When hiring a quant, how can I protect my IP?
2	What stock market indicators to model based on twitter feed?
2	Backtesting VaR model violation independence
2	Innovative ways of visualizing financial data

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460 Reputation

+10	Problems with dealing with GARCH models and intra-day data
+2	Obtaining a consistent covariance matrix for stochastic volatility processes
+10	Mapping symbols between tickers, Reuters RICs and Bloomberg tickers
+5	Reasoning behind multiple names for the equivalent risk measures AVaR/ETL/ES/CVaR

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8 Questions

votes activity newest

9	copula-marginal algorithm
8	Kalman Filter Vs Hough Transform
7	application of lie groups in finance
4	Implications of the Riemann hypothesis in finance?
3	how to represent financial data as a spatial process

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40 Tags

6 volatility × 3	3 high-frequency
5 garch × 3	2 var × 2
3 modeling × 2	2 correlation
3 intellectual-property	2 forecasting
3 hft	2 data

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13 Accounts

	Stack Overflow	1,003 rep	2325
	Quantitative Finance	460 rep	314
	Super User	138 rep	6
	Code Review	123 rep	4
$TeX - LaTeX Stack Exchange$	TeX - LaTeX	118 rep	5

14 Badges

recent class name

Enthusiast	Citizen Patrol
Civic Duty	Critic
Custodian × 4	Scholar
Yearling	Commentator
Peer Pressure	Student

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409 Votes Cast

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