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May
23
answered What is a commonly accepted econometric model for volume?
May
10
answered What are some examples of non-financial risks and contingency plans?
May
8
answered How is someone's Sharpe ratio recorded and communicated?
May
7
asked cointegration applied to Portfolio Construction & Risk management
May
1
answered Is there an optimal covariance one would want forecasts to have?
Apr
30
asked What are some applications of bioinformatics or genetics to generating alpha in U.S. equities?
Apr
20
answered Deriving spot rates from treasury yield curve
Apr
19
answered How to hedge against lack of volatility
Apr
19
asked Analytical relationship between a covariance matrix and cross-sectional dispersion
Apr
9
asked statistical arbitrage option overlay strategies / volatility trading
Apr
9
answered Do weights from portfolio theory contain bias?
Apr
6
answered Means of inferring trading algorithms from competition trade data
Apr
6
answered A few questions about signs of the Greek letters
Apr
6
answered Recommendation for a book on CVA/Credit Risk and PD/LGD/EAD modeling?
Apr
3
asked Are there any tools or useful algos for identifying corner portfolios?
Mar
31
asked What are some research articles on using principle components to generate alpha?
Mar
23
asked What is the impact of high-frequency trading on market depth, liquidity, and volatility?
Mar
22
answered Reduce correlation in output of Minimum Variance Portfolio Optimization
Mar
21
answered central limit theorem and VAR
Mar
21
answered a simpler test for normality given skewness, kurtosis and autocorrelation and size of time series