Karol Piczak

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908 reputation

2521

bio	website	dvl.pl
	location	Warsaw, Poland
	age	25
visits	member for	1 year, 3 months
	seen	6 hours ago
stats	profile views	148

At the moment I'm studying for a masters degree in Finance and Accounting at the Warsaw School of Economics. I specialize in Financial Markets, lately catching up a bit on more quantitative side of finance.

Apart from my studies, I do a bit of hobbyist IT development and music composition.

My online ID: karol.dvl.pl

	908 reputation	bio	website	dvl.pl	visits	member for	1 year, 3 months
2521 badges		location	Warsaw, Poland		seen	6 hours ago

summary answers questions tags badges favorites bounties reputation activity

15 Answers

votes activity newest

7	Keeping a track record honest
5	Is duration additive? $C_{newDur}=A_{fundDur}w_{a} + B_{fundDur}w_{b}$?
5	Library to solve optimization problems
5	FX Tick Data question
4	GJR-GARCH Model In R

908 Reputation

+40	GJR-GARCH Model In R
+5	Switching from C++ to R - limitations/applications
+10	Efficiently storing real-time intraday data in an application agnostic way
+15	Is duration additive? $C_{newDur}=A_{fundDur}w_{a} + B_{fundDur}w_{b}$?

3 Questions

votes activity newest

29	Switching from C++ to R - limitations/applications
20	Efficiently storing real-time intraday data in an application agnostic way
11	What methods do you use to improve expected return estimates when constructing a portfolio in a mean-variance framework?