BY DAY: quantitative risk manager @... Bank.
BY NIGHT: data scientist for fun, quant for passion & Linux user for love.
8 Have Goldman Sachs Quantitative Strategies Research Notes been published as a book or a comprehensive collection? jun 18
3 What is the price pressure? may 7 '14
3 Is there any way to easily estimate and forecast seasonal ARIMA-GARCH model in any software? dec 19