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Sep
27
revised How do you distinguish “significant” moves from noise?
added 1683 characters in body
Sep
27
comment How do you distinguish “significant” moves from noise?
I updated the answer. Let me know if that helps.
Sep
27
revised How do you distinguish “significant” moves from noise?
added 1683 characters in body
Sep
27
answered How do you distinguish “significant” moves from noise?
Sep
27
revised Empirical or theoretical quant insights that have shaped your thinking?
added 66 characters in body
Sep
27
revised Empirical or theoretical quant insights that have shaped your thinking?
added 66 characters in body
Sep
27
revised Recommendations for books to understand the math in quantitative finance papers?
edited body
Sep
27
revised Recommendations for books to understand the math in quantitative finance papers?
added 277 characters in body
Sep
26
revised Recommendations for books to understand the math in quantitative finance papers?
added 189 characters in body
Sep
26
revised Recommendations for books to understand the math in quantitative finance papers?
added 918 characters in body
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?