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pteetor

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1,252 reputation
417
bio website quanttrader.info/public
location Elgin, IL
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visits member for 2 years, 3 months
seen 2 days ago
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 2 days ago
summary answers questions tags badges favorites bounties reputation activity

10 Answers

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