nxstock-trader

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401 reputation

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visits	member for	1 year, 4 months
	seen	May 18 at 19:48
stats	profile views	58

Interested in - R, F#, Home/Retail Quant/Algorithmic trading.

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9 Questions

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21	Why does the minimum variance portfolio provide good returns?
7	Does random matrix theory (RMT) for returns' correlation matrices apply if there are high correlations?
6	portfolio optimization from empirical return distributions
5	Optimizing a portfolio of ETFs
5	RMT (Random Matrix Theory) issue with callibrating MP distribution -

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401 Reputation

+30	Why does the minimum variance portfolio provide good returns?
+20	How to cluster ETFs to reduce cardinality for portfolio selection
+30	portfolio optimization from empirical return distributions
+5	Home/hobbyist quant trading - possible to profitable or just an intellectual hobby?

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1 Answer

votes activity newest

1	R: How feasible is it to store — and work with — tick data in a database connected to R?

19 Tags

1 data	0 optimization × 5
1 high-frequency	0 portfolio-selection × 4
1 r	0 random-matrix-theory × 2
1 database	0 portfolio × 2
1 tick-data	0 correlation × 2

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2 Accounts

	Quantitative Finance	401 rep	29
	Stack Overflow	118 rep	3

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Commentator	Scholar
Notable Question	Teacher
Popular Question	Nice Question

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