669 reputation
39
bio website linkedin.com/in/ralphwinters
location
age
visits member for 3 years, 9 months
seen Mar 29 '13 at 1:44

May
6
asked Do binary options make any sense?
Apr
10
answered Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones?
Apr
6
asked What is the longest number of consecutive days that options implied volatility has stayed “extremely high” for any particular underlying?
Mar
31
answered better estimator of volatility for small samples
Mar
30
answered Time-series similarity measures
Mar
30
asked Given two portfolios with identical correlation matrices, which one will have a better risk/reward ratio?
Mar
28
answered How to conduct Monte Carlo simulations to test validity of Black Scholes for a specific option?
Mar
20
answered Keeping a track record honest
Mar
19
answered Using Black-Scholes equations to “buy” stocks
Mar
18
answered Seeking Historical Non-Finance Datapoints for Backtesting
Mar
18
asked Can the futures market's open interest predict commodity, treasury, and equity returns?
Mar
18
answered Cluster analysis vs PCA for risk models?
Mar
18
answered When to shut down a trend following strategy?
Mar
12
asked Do low volatility stocks outperform high volatility stocks over the long run?
Mar
11
answered Methods for pricing options
Mar
10
answered How would one price a “credit event binary option”?
Mar
1
answered How to compute momentum from equity time series?
Feb
28
answered How do you correct Max Draw-Down for auto-correlation?