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Sep
26
answered Recommendations for books to understand the math in quantitative finance papers?
Sep
26
revised What papers have progressed the field of quantitative finance in recent years (post 2000)?
added 120 characters in body
Sep
26
comment Which approach to estimating fundamental factor models is better, cross-sectional (unobservable) factors or time-series (observable) factors?
John Cochrane provides a nice conceptual reconciliation of time-series and cross-sectional models in his paper "Discount Rates". Dennis Chaves (his former PHD) student goes on to elaborate the distinctions between time-series and cross-sectional models "What explains the variances of prices and returns".
Sep
26
accepted Which approach to estimating fundamental factor models is better, cross-sectional (unobservable) factors or time-series (observable) factors?
Sep
26
reviewed Approve How can an ETF outperform its benchmark index?
Sep
26
comment optimal re-balancing strategy with asynchronous alpha signal
Good feedback. I removed the sub-questions.
Sep
26
revised optimal re-balancing strategy with asynchronous alpha signal
deleted 205 characters in body
Sep
26
asked optimal re-balancing strategy with asynchronous alpha signal
Sep
23
answered Empirical or theoretical quant insights that have shaped your thinking?
Sep
23
asked Empirical or theoretical quant insights that have shaped your thinking?
Sep
23
comment What papers have progressed the field of quantitative finance in recent years (post 2000)?
I wish I could give points for editing. Thanks!
Sep
23
revised When should you build your own equity risk model?
added 158 characters in body
Sep
23
answered What papers have progressed the field of quantitative finance in recent years (post 2000)?
Sep
23
revised How to compute modified-CVaR in the PerformanceAnalytics package?
added 313 characters in body
Sep
23
accepted How to compute modified-CVaR in the PerformanceAnalytics package?
Sep
23
comment When should you build your own equity risk model?
Right on. Shrinkage methods are remarkably effective and very easy to implement
Sep
23
revised When should you build your own equity risk model?
added 133 characters in body
Sep
23
revised When should you build your own equity risk model?
added 133 characters in body
Sep
23
answered When should you build your own equity risk model?
Sep
23
comment How to compute modified-CVaR in the PerformanceAnalytics package?
no prob. The community has a massive debt to you for your contributions!