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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?
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Feb
7
revised What concepts are the most dangerous ones in quantitative finance work?
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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?
Feb
7
answered What concepts are the most dangerous ones in quantitative finance work?
Feb
7
awarded  Editor
Feb
7
revised is beta of a portfolio always meaningful?
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Feb
7
answered How does the “risk-neutral pricing framework” work?
Feb
7
answered Lévy alpha-stable distribution and modelling of stock prices.
Feb
6
answered is beta of a portfolio always meaningful?
Feb
6
answered How do you evaluate a covariance forecast?
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answered What are the popular methodologies to minimize data snooping?
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