meta user
network profile
| bio | website | |
|---|---|---|
| location | Reno, NV | |
| age | 26 | |
| visits | member for | 9 months |
| seen | Feb 25 at 18:43 | |
| stats | profile views | 16 |
I love creating elegant software solutions to novel problems.
Data is the future. Optimization is not our enemy.
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Dec 5 |
answered | What advanced statistical techniques are quant researchers using? |
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Dec 5 |
comment |
How to Delta Hedge with Futures? A factor you have ignored is contango. A risk you have ignored is clearinghouse margin adjustments. There are others, but these two are sufficient to undermine the arbitrage. |
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Dec 4 |
comment |
What advanced statistical techniques are quant researchers using? What I've found, in writing analytics software, is that many analysts "abuse" statistics to form invalid conclusions. I presume that when trained statisticians (or well published algorithms) disagree with their conclusions that the managers presume their methods are too advanced... when, in reality, they're just fallacious. |
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Sep 5 |
comment |
NYSE Early Close Rules (July 4th and Dec. 25th) Rather than hard-coding it into your application, you could have it read from a config file since they publish the schedule ahead of time. Also, if you think you're going to code it and not update it at least once a year you're wrong. |
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Aug 30 |
awarded | Supporter |
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Aug 22 |
awarded | Scholar |
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Aug 22 |
accepted | How to develop journeymanship and mastery in the field Quantitative Finance? |
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Aug 9 |
revised |
How to develop journeymanship and mastery in the field Quantitative Finance? changed title to be more on topic |
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Aug 9 |
awarded | Teacher |
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Aug 9 |
awarded | Editor |
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Aug 9 |
revised |
How to develop journeymanship and mastery in the field Quantitative Finance? modified questions to be somewhat more on topic |
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Aug 9 |
awarded | Student |
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Aug 9 |
asked | How to develop journeymanship and mastery in the field Quantitative Finance? |
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Aug 8 |
answered | How to build an execution trading system with CQG API? |
