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Jul
29
reviewed Approve Jump-Diffusion Processes
Jul
28
reviewed Reject About the boundary conditions of the Black-Scholes-Merton PDE
Jul
24
answered Newbie Quant: Bulding price feeder to securities master db
Jul
19
reviewed Approve Computation of Expectation
Jul
16
comment Latency and Delays across Exchanges
@LouisMarascio I believe you meant ms, not us.
Jul
8
reviewed Approve What are Barra style factors useful for?
Jul
4
answered How to filter and normalize market data obtained from distinct sources (FIX 4.4, bloomberg, etc) in an algorithmic trading system?
Jun
29
reviewed Approve The greeks: where do they come from?
Jun
27
comment If I have found a way to predict stocks trend with 58% accuracy, is it good?
@vonjd I don't know where you're getting the time horizon and buy-and-hold from. I could know for sure (100% accuracy) that price will be higher within n time steps and I would still not necessarily profit from it because my execution time is n + epsilon. I can always find some epsilon such that this is trivially true regardless of the time horizon of the 'trend' we are talking about.
Jun
27
answered If I have found a way to predict stocks trend with 58% accuracy, is it good?
Apr
27
answered Why aren't there any single owner companies over a billion dollars?
Apr
24
reviewed Approve What are good online resources for credit portfolio managers?
Apr
20
revised The future language of quant programming?
added 1154 characters in body
Apr
20
answered The future language of quant programming?
Apr
20
awarded  Custodian
Apr
20
reviewed Approve Portfolio of Assets
Apr
19
comment Order routing: correlation of having same exchange for buy and sell
You're welcome.
Apr
19
comment Order routing: correlation of having same exchange for buy and sell
@Jean-Paul No problem. I edited my response to accommodate your extended question.
Apr
19
revised Order routing: correlation of having same exchange for buy and sell
added 693 characters in body
Apr
17
answered Order routing: correlation of having same exchange for buy and sell