Reputation
8,407
Next tag badge:
99/100 score
16/20 answers
Badges
23 61
Newest
 Enlightened
Impact
~265k people reached

Dec
2
awarded  Popular Question
Nov
15
awarded  Notable Question
Oct
16
awarded  Notable Question
Jul
18
awarded  Nice Answer
Apr
25
awarded  Nice Question
Apr
17
awarded  Notable Question
Mar
12
awarded  Popular Question
Mar
8
awarded  Necromancer
Feb
28
awarded  Popular Question
Feb
3
accepted Tools in R for estimating time-varying copulas?
Jan
29
awarded  Nice Question
Jan
28
accepted What are some research articles on using principle components to generate alpha?
Jan
23
comment Robust-Bayesian optimization in Markowitz framework
Can you post the link to the paper? Reminds me of an Atillio Meucci paper
Jan
21
asked Typical coefficients uses in square-root model for market impact
Jan
19
awarded  Good Answer
Jan
16
awarded  Nice Answer
Jan
15
awarded  Good Answer
Jan
9
awarded  Popular Question
Dec
23
comment Are there any tools or useful algos for identifying corner portfolios?
No - an efficient portfolio is only a linear combination of any two corner portfolios.
Dec
19
awarded  Yearling