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Ralph Winters

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644 reputation
27
bio website linkedin.com/in/ralphwinters
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visits member for 2 years, 2 months
seen Mar 29 at 1:44
stats profile views 30

644 reputation
 bio website linkedin.com/in/ralphwinters visits member for 2 years, 2 months
27 badges
 location seen Mar 29 at 1:44
summary answers questions tags badges favorites bounties reputation activity

13 Answers

newest activity votes
6
When to shut down a trend following strategy?
5
better estimator of volatility for small samples
5
Keeping a track record honest
5
Methods for pricing options
4
Time-series similarity measures
4
Cluster analysis vs PCA for risk models?
3
How do you correct Max Draw-Down for auto-correlation?
3
Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones?
3
Seeking Historical Non-Finance Datapoints for Backtesting
2
How to compute momentum from equity time series?
1
Using Black-Scholes equations to “buy” stocks
0
How to conduct Monte Carlo simulations to test validity of Black Scholes for a specific option?
0
How would one price a “credit event binary option”?
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