413 reputation
314
bio website
location
age
visits member for 1 year, 8 months
seen Sep 28 at 15:07

"The same past data can confirm a theory and its exact opposite! If you survive until tomorrow, it could mean that either a) you are more likely to be immortal or b) that you are closer to death."


Sep
6
answered Efficient Markets Paradox
Sep
5
answered Would this extremely simple strategy make money?
May
14
asked Calculate alpha (CAPM) in “cross country-portfolio”
Apr
18
answered if technical analysis rules for predict stock prices is unique for all cases, why should we learn neural networks?
Apr
12
answered Pricing of a simple contingent claim
Apr
11
answered CVaR/VaR Ratio as alpha goes to 1
Apr
7
asked Divergent or Convergent Strategies? Which is the way to go?
Feb
20
asked Finding the dynamics of a dividend paying asset under arbitrary numeraire
Feb
11
asked Lower bound of ITM Calls when computing Implied Volatility
Jan
8
answered Value-at-Risk of the sum of two dependent lognormal random variables
Dec
13
asked Estimation of Empirical Expected Shortfall of a heavy tailed distribution
Nov
21
asked Optimizing stochastic functions numerically
May
14
asked Profiting from price discrepancies between stock exchanges
Apr
27
asked Volatility of a rolling window strategy
Apr
16
asked Using cointegration to prove that a long-short strategy is market neutral (in CAPM sense)
Apr
12
asked t-statistics for the mean return, using Newey-West standard errors
Mar
12
answered Calculate the expectation of a shift CDF
Mar
7
asked Pairs trading: Question on non-negative profits, size of the positions and trading signals
Feb
11
asked What different methods of pairs selection exists? (For Pairs trading)