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awarded  Notable Question
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awarded  Nice Answer
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awarded  Nice Question
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Apr
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revised Backtesting Period
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Apr
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revised Backtesting Period
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Apr
6
comment How to compare different volatility measures?
But what is your RV estimate? The RV function that is closest to some $VOL_i$ will make the slope coefficient larger for that particular $i$...
Feb
8
comment How can I go about applying machine learning algorithms to stock markets?
This is thoroughly incomplete as this information may already be in the current price. You need another layer to this system to test whether the information is or is not in the price.
Dec
11
comment interpreting huge jumps
I can't answer your question unless you give me your model.
Nov
9
comment Econometric vs ANN models for forecast?
Brilliant answer!
Oct
27
awarded  Yearling
Oct
23
comment evaluation of volatility models using loss functions
Possible duplicate of quant.stackexchange.com/questions/8056/…
Oct
19
accepted So many volatility models. Any comparisons of them?
Aug
18
comment How to compute a sector's volatility within a portfolio?
This question is not clear to me. If you want to calculate the volatility of the sector portfolio why is the correlation of the portfolio's constituents with other sector's constituents relevant?
Aug
18
comment Is variable binning a good thing to do?
@xiaodai Why not? Your answer doesn't actually answer this question.