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Matt Wolf
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Tokyo, Japan
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596
5,689
reputation
bio
website
visits
member for
1 year, 2 months
1
3
16
badges
location
Tokyo, Japan
seen
1 hour ago
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191
Tags
name
votes
7
risk-models
×
2
6
quants
5
replication
4
asset-pricing
7
fourier-transform
6
kalman
5
tick-data
4
continuous-time
6
greeks
×
4
5
backtesting
×
4
5
electronic-trading
4
stationarity
6
yield-curve
×
3
5
regression
×
4
5
performance
4
factor-models
6
bond
×
3
5
derivatives
×
4
5
reference-request
4
algorithm
6
asset-returns
×
3
5
random-walk
×
2
5
indicator
4
time
6
variance
×
3
5
career
×
2
5
order-execution
4
numerical-methods
6
optimization
×
3
5
maximum-drawdown
×
2
4
modern-portfolio-theory
×
3
4
theory
6
strategy
×
3
5
heston
×
2
4
mean-reversion
×
2
3
commodities
×
2
6
pca
×
2
5
kelly-criterion
×
2
4
delta-hedging
×
2
3
econometrics
×
2
6
technicals
×
2
5
historical
×
2
4
monte-carlo
×
2
3
tick
×
2
6
performance-evaluation
×
2
5
quote
4
risk-neutral-measure
×
2
3
open-interest
×
2
6
return
5
anomalies
4
news
×
2
3
market-making
×
2
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