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pteetor

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1,252 reputation
417
bio website quanttrader.info/public
location Elgin, IL
age
visits member for 2 years, 3 months
seen May 22 at 10:57
stats profile views 257

Quantitative developer, writer, instructor, private trader, so-so musician
1,252 reputation
 bio website quanttrader.info/public visits member for 2 years, 3 months
417 badges
 location Elgin, IL seen May 22 at 10:57
summary answers questions tags badges favorites bounties reputation activity

10 Answers

newest activity votes
3
portfolio optimization from empirical return distributions
1
How do you synthesize a probability density function (pdf) from equally weighted price data?
3
Calculating the right portfolio(position size for each leg) in a Long/Short Strategy
8
Searching for pairs-trading in sub O(n^2 t) time
9
How to estimate the probability of drawdown / ruin?
14
How 'High' is the frequency in HFT?
6
Mean reverting strategies
27
What are the key risks to the quantitative strategy development process?
8
Why does the VIX index have *any* correlation to the market?
6
Who has introduced the term 'vega' and why?
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