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| bio | website | quanttrader.info/public |
|---|---|---|
| location | Elgin, IL | |
| age | ||
| visits | member for | 2 years, 3 months |
| seen | 2 days ago | |
| stats | profile views | 257 |
Quantitative developer, writer, instructor, private trader, so-so musician
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Nov 20 |
answered | portfolio optimization from empirical return distributions |
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Nov 7 |
answered | How do you synthesize a probability density function (pdf) from equally weighted price data? |
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Oct 22 |
answered | Calculating the right portfolio(position size for each leg) in a Long/Short Strategy |
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Oct 12 |
answered | Searching for pairs-trading in sub O(n^2 t) time |
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Feb 10 |
answered | How to estimate the probability of drawdown / ruin? |
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Feb 9 |
answered | How 'High' is the frequency in HFT? |
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Feb 3 |
answered | Mean reverting strategies |
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Feb 3 |
answered | What are the key risks to the quantitative strategy development process? |
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Feb 3 |
asked | What is the role of stochastic calculus in day-to-day trading? |
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Feb 3 |
asked | Trading a synthetic replication of the VIX index |
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Feb 3 |
answered | Why does the VIX index have *any* correlation to the market? |
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Feb 3 |
answered | Who has introduced the term 'vega' and why? |
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Jan 31 |
asked | Hedging stocks with VIX futures |
