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Jan
21
asked Typical coefficients uses in square-root model for market impact
Nov
21
answered portfolio optimization from empirical return distributions
Nov
6
answered Rank Correlation Based Prediction
Oct
6
answered How to properly cross-validate when optimizing SVM classification?
Oct
6
answered Can money technically flow in and out of stocks or asset classes?
Sep
28
answered Comparing MVO with Resampled Efficient Frontier
Sep
25
answered Library of basic indicators
Sep
16
answered Does amortization of bond start accumulating on trade date or settlement date?
Sep
3
answered How to define the objective function for a custom optimization problem?
Aug
22
answered Is this a common variation of sharpe ratio?
Aug
2
asked What is the relative performance of hard-to-borrow securities?
Jul
30
answered What are the pros and cons of applying for a patent on a financial model or trading system?
Jul
29
asked Implied forward rates puzzle
Jul
17
answered Does a coherent risk measure satisfy the four axioms of von Neumann–Morgenstern?
Jul
3
answered How can I use Entropy-pooling of Atillio Meucci to constuct a portfolio?
Jul
2
answered What are the limits of bond portfolio immunization against interest rate changes?
Jun
29
answered Sanity check - How to price callables
Jun
10
answered What are some of the major quantitative approaches to tactical asset allocation?
May
30
answered What is a real world example of negative forward interest rate?
May
29
answered What are the steps to perform properly a risk factor analysis on a portfolio?