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location CA
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visits member for 1 year, 7 months
seen Jul 23 at 3:01

Mar
29
revised Portfolio risk-return when assets have limited and inconsistent historical data / time series?
typo
Mar
28
revised Portfolio risk-return when assets have limited and inconsistent historical data / time series?
clarified
Mar
28
revised Portfolio risk-return when assets have limited and inconsistent historical data / time series?
edited title
Jan
7
revised Video lectures and presentations on quantitative finance
added 81 characters in body
Jan
7
revised How to see if a set of asset returns corresponds to a known correlation matrix?
added principle component analysis and explained #2 and #3 to be that it's a relative measure
Jan
7
revised How to see if a set of asset returns corresponds to a known correlation matrix?
explained that it's a relative measure
Jan
7
revised What concepts are the most dangerous ones in quantitative finance work?
added main assumption of CAPM (also discussed in the paper linked by OP in section "The Logic of the CAPM")
Jan
5
revised Given two portfolios with identical correlation matrices, which one will have a better risk/reward ratio?
added 58 characters in body
Jan
2
revised How can I go about applying machine learning algorithms to stock markets?
fixed markup for xi (and clarified iid because system requires "Edits must be at least 6 characters")
Dec
29
revised Determining portfolio risk return in R given historical data for individual holdings?
clarified that it's for a given portfolio, not finding the efficient frontier