gappy

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1,988 reputation

422

bio	website	twitter.com/gappy3000
	location	New York, NY
	age
visits	member for	2 years, 3 months
	seen	Mar 20 at 1:40
stats	profile views	195

I like one-letter languages with no modifiers.

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17 Answers

votes activity newest

17	What are the popular methodologies to minimize data snooping?
15	What concepts are the most dangerous ones in quantitative finance work?
14	Lévy alpha-stable distribution and modelling of stock prices.
13	What programming languages are most commonly used in quantitative finance?
13	How do strategies deal with corporate actions?

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1,988 Reputation

+10	What's the difference between volatility and variance?
+10	How do strategies deal with corporate actions?
+10	How does the “risk-neutral pricing framework” work?
+10	Is F# used in trading systems?

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5 Questions

votes activity newest

16	Most successful investors using academic-based framework?
16	Any research on how natural language processing can be used to forecast stocks?
16	How do macro funds manage risk and model asset returns? Do they use factor models?
15	Are there ways to measure the risk aversion of a representative investor, based on publicly available market data?
12	Does mean-variance portfolio optimization provide a real edge to those who use it?

39 Tags

23 risk × 3	17 backtesting
23 variance × 2	14 equities × 2
17 trading-systems × 2	14 probability
17 programming × 2	13 corporate-actions
17 strategy	12 market-impact × 2

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	Area 51	256 rep	4
$Mathematics Stack Exchange$	Mathematics	243 rep	19

14 Badges

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Yearling × 2	Critic
Nice Answer × 7	Necromancer
Popular Question × 2	Commentator
Nice Question × 5	Student
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