SRKX

4,699 reputation

836

bio	website	blog.smaga.ch
	location	Geneva, Switzerland
	age	27
visits	member for	2 years, 3 months
	seen	7 hours ago
stats	profile views	647

Investment Analyst in an asset allocation firm in Geneva.

	4,699 reputation	bio	website	blog.smaga.ch	visits	member for	2 years, 3 months
836 badges		location	Geneva, Switzerland		seen	7 hours ago

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21 Favorites

added views newest activity votes

120

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kviews

What data sources are available online?

apr 24 at 9:44 haki 101

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kviews

Video lectures and presentations on quantitative finance

research finance education big-list

jan 12 at 22:23 André Christoffer Andersen 141

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answers

kviews

Efficiently storing real-time intraday data in an application agnostic way

time-series software performance database column-oriented

jul 10 at 0:15 Darren Cook 570

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answers

kviews

Why is C++ still a very popular language in quantitative finance?

programming

feb 15 at 13:01 Quartz 326

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answers

kviews

What papers have progressed the field of quantitative finance in recent years (post 2000)?

research soft-question reference-request

nov 16 '11 at 23:09 Quant Guy 7,521

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answers

kviews

Excellent information source on advanced machine learning / data mining based trading?

automated-trading machine-learning

apr 12 '12 at 18:33 rtybase 66

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answers

kviews

How are cryptography and speech recognition technology applied to forecasting financial markets?

quant-trading-strategies research forecasting machine-learning

may 26 '12 at 2:44 bill_080 2,682

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answer

670

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Portfolio optimization with monte carlo sampling from predictive distribution

risk monte-carlo optimization modern-portfolio-theory portfolio-selection

aug 26 '11 at 0:13 Quant Guy 7,521

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answers

kviews

What are the best sources for equity quantitative research?

quant-trading-strategies equities research

jun 16 '12 at 19:41 Quant Guy 7,521

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answers

kviews

What is the best data structure/implementation for representing a time series?

data time-series market-data

apr 3 '12 at 0:11 alpha 298

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answers

kviews

Evaluating automated trading strategies: accepted practice

backtesting quant-trading-strategies

nov 1 '11 at 15:30 Tal Fishman 6,740

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answers

kviews

Fundamental Theorem of Asset Pricing (FTAP)

no-arbitrage-theory

mar 29 '12 at 20:31 Dimitris 432

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answers

kviews

How can I compare distributions using only mean and standard deviation?

statistics distribution random-variables stationarity

nov 4 '11 at 12:43 Carlos 51

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answers

322

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Pricing in HJM framework

interest-rates pricing

feb 2 at 14:14 Christian Fries 891

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answers

193

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performance of historical VaR parameters

risk research risk-models

dec 9 '11 at 14:00 Quant Guy 7,521

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answers

332

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What are the typical “realized latencies” across different products and infrastructures?

latency

dec 11 '11 at 4:32 Tim 133

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answers

264

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Probability distribution of maximum value of binary option?

stochastic-calculus derivatives binary-options

oct 16 '11 at 12:26 SRKX♦ 4,699

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answer

558

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How can I use Entropy-pooling of Atillio Meucci to constuct a portfolio?

risk portfolio-management optimization asset-allocation entropy-pooling

nov 26 at 18:59 SRKX♦ 4,699

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answers

114

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Optimization procedure for entropy pooling

risk portfolio-management entropy-pooling

mar 3 at 23:06 SRKX♦ 4,699

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answer

166

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How to simulate correlated Geometric brownian motion for n assets?

brownian-motion correlation-matrix cholesky-decomposition correlated-motion

apr 24 at 10:57 vonjd 6,289

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answer

138

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Where can I get historical ticker change database?

data historical-data

mar 27 at 1:10 user1628 56