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Arjen Kruithof

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463 reputation
bio website visits member for 2 years, 3 months
413 badges
location seen Mar 5 at 19:09
summary answers questions tags badges favorites bounties reputation activity

8 Favorites

added views newest activity votes
120
93
votes
19
answers
24
kviews

What data sources are available online?

data finance economics
apr 24 at 9:44 haki 101
24
25
votes
6
answers
4
kviews

What broker/feed/APIsetup allows for recording the most accurate data (cheaply)?

backtesting data high-frequency
apr 4 at 14:16 Bill the Lizard 127
20
22
votes
10
answers
3
kviews

Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones?

performance-evaluation
mar 15 at 23:42 isomorphismes 332
13
17
votes
2
answers
980
views

How to quickly estimate a lower bound on correlation for a large number of stocks?

time-series correlation numerical-methods
jun 7 '12 at 3:55 David B 1
3
15
votes
4
answers
1
kviews

QuantLib in industry

software quantlib
jan 27 '12 at 15:51 Community♦ 1
7
17
votes
2
answers
555
views

How do you correct Max Draw-Down for auto-correlation?

statistics returns auto-correlation performance sharpe-ratio
sep 25 '11 at 21:08 Tal Fishman 6,740
5
6
votes
1
answer
435
views

What are the ensemble techniques to forecast returns?

backtesting forecasting
feb 8 '11 at 13:41 Dirk Eddelbuettel 3,098
4
13
votes
2
answers
2
kviews

What type of analysis is appropriate for assessing the performance time-series forecasts?

forecasting
feb 1 '11 at 3:59 richardh♦ 3,025
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