meta user
network profile
| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 2 years, 4 months |
| seen | Jun 13 at 11:37 | |
| stats | profile views | 70 |
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Apr 10 |
awarded | Nice Answer |
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Feb 14 |
awarded | Yearling |
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Dec 31 |
awarded | Taxonomist |
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Dec 29 |
awarded | Nice Answer |
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Feb 14 |
awarded | Yearling |
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Feb 1 |
answered | Why does the minimum variance portfolio provide good returns? |
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Jan 30 |
awarded | Enlightened |
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Jan 30 |
awarded | Nice Answer |
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Nov 29 |
answered | Links to the risk model methodologies of the major providers? |
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Nov 12 |
answered | What exactly is meant by “microstructure noise”? |
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Nov 7 |
comment |
What programming languages are most commonly used in quantitative finance? APL is quite powerful. I've spent a lot of time with Dyalog and its ability to go backwards in the debugger is very powerful. That said, as a language it's hard for me to recommend these days. Its disadvantages outweigh its advantages, IMO, as many alternatives have far better publicly available libraries (both numerical and otherwise), performance and community. q/kdb+ called from a high-level stats language like R (leveraging the former's in-memory database and the latter's robust numerical libraries) is hard to beat. I'm not familiar with SmartArrays - will check out, thanks. |
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Aug 21 |
awarded | Editor |
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Aug 21 |
revised |
Random matrix theory (RMT) in finance Added link to CFM. |
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Aug 20 |
answered | How can I select the least correlated portfolio of assets? |
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Aug 15 |
answered | Should I use currency hedged or unhedged returns for a global equity allocation model? |
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Aug 3 |
answered | How do I graphically represent the evolution of a covariance matrix over time? |
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Mar 10 |
awarded | Student |
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Mar 10 |
asked | Quant PMs need to know the following… |
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Mar 8 |
answered | Switching from Matlab to Python for Quant Trading and Research |
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Feb 19 |
answered | Innovative ways of visualizing financial data |
