John

less info
meta site favicon meta user | stack exchange network profile network profile
1,616 reputation
312
bio website
location
age
visits member for 1 year
seen 2 hours ago
stats profile views 152

47 Posts

suggestions reviews revisions comments badges posts accepts all
Apr
25
 answered Transformation to reduce standard deviation without changing median
Apr
23
 answered Calculating Geometric mean
Apr
2
 answered Data Synchronization
Mar
14
 answered Correlation decay in lognormal distribution
Mar
7
 answered How to calculate tracking error given mismatches in available data
Mar
4
 answered How to implement a long-term trade on oil?
Feb
22
 answered How to use Newey West covariance corrector?
Feb
7
 answered Discrete returns versus log returns of assets
Jan
15
 answered Squared and Absolute Returns
Jan
9
 answered What data transformations to use in regression of credit spreads on equity prices?
Jan
8
 answered Regime switching in mean reverting stochastic process
Jan
4
 answered Optimizing a currency only portfolio with negative weights
Dec
17
 answered Calculating true value of a stock given the order-book and recent trades
Dec
4
 answered How to calculate discounted inflation and growth?
Dec
3
 answered Optimality of Kelly criterion in non-normal environment
Nov
30
 answered desk's performance
Nov
27
 answered Does entropy pooling apply to distributions with time-varying drift?
Nov
16
 answered Missing factor in the factor model
Nov
15
 answered Why is the CAPM securities market line straight?
Nov
14
 answered Is it possible to derive the “risk tolerance” from the portfolio efficient frontier?
1 2 3