Reputation
1,377
Top tag
Next privilege 1,500 Rep.
Approve tag wiki edits
Badges
4 15 32
Newest
 Announcer
Impact
~70k people reached

Jun
5
reviewed Reviewed Papers about risk management in algorithmic trading?
Jun
5
revised Risk prediction based on financial statements
Seems that I don't remember the mention syntax anymore.
Jun
5
answered Risk prediction based on financial statements
May
30
comment What methods do you use to improve expected return estimates when constructing a portfolio in a mean-variance framework?
Thank you for your input and welcome to QF.SE.
May
23
comment How is the dividend payment calculated when an asset is disposed on the ex date?
I doubt this question fits the Quant.SE format. I suppose Money.SE would be a better place.
Mar
27
awarded  Favorite Question
Feb
27
awarded  Famous Question
Jan
31
awarded  Yearling
Dec
4
awarded  Popular Question
Sep
22
awarded  Favorite Question
Sep
22
awarded  Good Question
Jul
27
awarded  Notable Question
May
16
comment GJR-GARCH Model In R
@Tal OK. Got it.
May
16
comment GJR-GARCH Model In R
@Tal, I think it's borderline. We have econometrics explicitly stated in the FAQ as OK, so I doubt it's that off. Especially, since we have a number of similar questions with a long history on the site and ARCH modelling is quite common in quant finance.
May
10
revised GJR-GARCH Model In R
Not a spelling bee winner for sure.
May
10
answered GJR-GARCH Model In R
Mar
27
awarded  Citizen Patrol
Mar
27
comment Creating a financial market
I think this belongs to Money.SE, for sure not Quant.SE. Not a long time ago this would have been closed immediately. I'm surprised there are no close votes yet. To the OP: it's nothing personal - just seems like a good question in a bad place.
Jan
31
awarded  Yearling
Jan
8
comment How do you mix quantitative asset allocation with qualitative views?
Superb answer. ;-)