Matt Wolf

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5,746 reputation

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	location	Tokyo, Japan
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visits	member for	1 year, 2 months
	seen	37 mins ago
stats	profile views	606

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182 Answers

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12	Why do we use GARCH(1,1) to predict volatility?
11	Is MATLAB-generated code good enough for use in live trading?
9	When hiring a quant, how can I protect my IP?
8	What are the options for a mathematician to break into QF without working for a fund?
8	Implications of the Riemann hypothesis in finance?

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5,746 Reputation

+18	VaR for portfolio of funds
+20	So many volatility models. Any comparisons of them?
+20	Call vs. Put Option
+10	Best way to store hourly/daily options data for research purposes

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1 Question

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4	Fastest news feed APIs targeting high frequency trading?

192 Tags

54 options × 20	28 programming × 9
46 volatility × 18	25 option-pricing × 8
46 trading × 12	24 fx × 9
31 statistics × 9	24 time-series × 8
29 returns × 12	21 sharpe-ratio × 7

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