2,103 reputation
625
bio website twitter.com/gappy3000
location New York, NY
age
visits member for 3 years, 2 months
seen Feb 5 at 15:40
I like one-letter languages with no modifiers.

Feb
9
comment Any research on how natural language processing can be used to forecast stocks?
Yes, I heard the Twitter thing. The links are interesting. It seems a hot topic.
Feb
9
asked Does mean-variance portfolio optimization provide a real edge to those who use it?
Feb
9
revised How do macro funds manage risk and model asset returns? Do they use factor models?
edited title
Feb
9
asked Any research on how natural language processing can be used to forecast stocks?
Feb
9
awarded  Student
Feb
9
asked How do macro funds manage risk and model asset returns? Do they use factor models?
Feb
9
asked Are there ways to measure the risk aversion of a representative investor, based on publicly available market data?
Feb
8
answered What programming languages are most commonly used in quantitative finance?
Feb
8
comment How significant is slippage in a successful quant fund?
I agree with @shane, and would vote to close. The question is too generic, and those who have some first-hand knowledge of slippage would not post it on such a public forum. This question is easier to address: quant.stackexchange.com/questions/43/… .
Feb
8
answered Is F# used in trading systems?
Feb
8
answered Is Scala used in trading systems
Feb
8
answered Is there a standard model for market impact?
Feb
8
answered How do strategies deal with corporate actions?
Feb
7
answered What's the difference between volatility and variance?
Feb
7
awarded  Beta
Feb
7
revised How does the “risk-neutral pricing framework” work?
typo in formulas
Feb
7
revised What concepts are the most dangerous ones in quantitative finance work?
added 5 characters in body
Feb
7
revised What concepts are the most dangerous ones in quantitative finance work?
added 8 characters in body
Feb
7
comment Approximately what proportion of a stock’s volatility is explained by market movement?
Do you have access to any commercial equity factor model? I am asking because single-factor models underperform multi-factor models, and very few people care about market-premium only, except maybe investment bankers.
Feb
7
answered What concepts are the most dangerous ones in quantitative finance work?