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visits member for 3 years, 4 months
seen Mar 29 '13 at 1:44

Mar
18
answered Cluster analysis vs PCA for risk models?
Mar
18
answered When to shut down a trend following strategy?
Mar
13
comment Do low volatility stocks outperform high volatility stocks over the long run?
+1 Looks like low turnover low beta portfolios outperform S&P
Mar
13
awarded  Student
Mar
13
awarded  Editor
Mar
13
revised Do low volatility stocks outperform high volatility stocks over the long run?
added 339 characters in body; added 1 characters in body
Mar
12
asked Do low volatility stocks outperform high volatility stocks over the long run?
Mar
11
awarded  Teacher
Mar
11
answered Methods for pricing options
Mar
10
answered How would one price a “credit event binary option”?
Mar
10
awarded  Supporter
Mar
1
answered How to compute momentum from equity time series?
Feb
28
answered How do you correct Max Draw-Down for auto-correlation?