Matt Wolf

less info
meta site favicon meta user | stack exchange network profile network profile
5,746 reputation
1316
bio website
location Tokyo, Japan
age
visits member for 1 year, 2 months
seen 4 mins ago
stats profile views 606

182 Answers

newest activity votes
1
Limits analysis
2
Control Bloomberg logins in a library
3
hedging two bonds in different currencies with FX forward
0
How to do performance attribution for a few characteristics?
2
Interpretation of Macaulay Duration
2
Should I use GARCH volatility or standard deviation in cross-sectional regression?
6
Kalman Filter Equity Example
2
Forex ECN for Algorithmic Trading
2
What advanced statistical techniques are quant researchers using?
6
Profit estimation with a dice: 10 dollars for 6, -1 dollar for anything else
5
How to Delta Hedge with Futures?
1
Absolute Dollar Form Of Kelly Criterion
4
When does delta hedging result in more risk?
2
Performance Stats of Pairs Trades
5
When gains are made: Overnight or during trading hours? What is the connection to volatility?
0
Why is random trading minus transaction costs not zero expected value?
1
Proof that the number of trades done (successfully) matters for whether or not a strategy was lucky
3
What kind of return can an average algorithmic trading firm achieve today?
3
How do you explain the volatility smile in the Black-Scholes framework?
5
Trade execution in HFT - role of quants
3
Generate tick data from candlestick
3
Coin Toss System
1
Expected length and depth of drawdown
4
Sources of Machine Readable News
2
Data feed API that uses REST?
2
How to calculate probability of touching a take-profit without touching a stop-loss?
2
Calculating the right portfolio(position size for each leg) in a Long/Short Strategy
4
.NET statistical packages recommendation
1
Order and position management in (semi-)automated trading system
0
Does Interactive Brokers (IB) have a Web friendly API?
1 … 3 4 5 6 7