User gappy - Quantitative Finance Stack Exchange

gappy

Member for 13 years, 2 months
Last seen more than 1 year ago

twitter.com/gappy3000
New York, NY

17 Answers

Score Activity Newest

28 votes

Accepted

Is there a standard model for market impact?

answered Feb 8, 2011 at 14:20

25 votes

What concepts are the most dangerous ones in quantitative finance work?

answered Feb 7, 2011 at 3:34

23 votes

Accepted

What are the popular methodologies to minimize data snooping?

answered Feb 5, 2011 at 22:55

21 votes

How does the "risk-neutral pricing framework" work?

answered Feb 7, 2011 at 3:22

20 votes

What concepts are the most dangerous ones in quantitative finance work?

answered Feb 7, 2011 at 3:39

20 votes

How can I go about applying machine learning algorithms to stock markets?

answered Feb 9, 2011 at 4:41

17 votes

Accepted

How do strategies deal with corporate actions?

answered Feb 8, 2011 at 13:52

17 votes

Switching from C++ to R - limitations/applications

answered Oct 5, 2011 at 22:13

16 votes

Lévy alpha-stable distribution and modelling of stock prices.

answered Feb 7, 2011 at 2:31

13 votes

What is the difference between volatility and variance?

answered Feb 7, 2011 at 22:08

13 votes

What programming languages are most commonly used in quantitative finance?

answered Feb 8, 2011 at 21:29

11 votes

Accepted

is beta of a portfolio always meaningful?

answered Feb 6, 2011 at 4:33

10 votes

Accepted

How do you evaluate a covariance forecast?

answered Feb 6, 2011 at 4:05

5 votes

Is Scala used in trading systems

answered Feb 8, 2011 at 20:55

5 votes

Is F# used in trading systems?

answered Feb 8, 2011 at 21:05

4 votes

What is the effect of quant finance on global markets?

answered Apr 17, 2011 at 19:51

2 votes

How do equivalent martingale measures arise in pricing?

answered Apr 17, 2011 at 19:36