118 reputation
5
bio website fullstackpartners.com
location New York, United States
age
visits member for 1 year, 1 month
seen Feb 18 at 20:31

Interests: Web Application Infrastructure/Architecture Development Experience: C#/MVC4/Razor/SQL/jQuery/AJAX/AWS RDS/Rackspace CloudFiles/Azure

http://www.fullstackpartners.com


Feb
8
awarded  Student
Dec
4
awarded  Supporter
Nov
28
awarded  Teacher
Nov
27
answered Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff?
Aug
21
comment What are the options for a mathematician to break into QF without working for a fund?
voted up! (don't have enough points)
Aug
12
awarded  Scholar
Aug
12
accepted Industry convention to track trading performance against market indices?
Aug
12
comment Industry convention to track trading performance against market indices?
very interesting! thank you Matt!
Aug
12
comment Industry convention to track trading performance against market indices?
Applied the suggestions, normalized deposits/withdrawals. Original post has an img of what I have now. As far as your second part about measuring performance of my fund against the DOW goes for instance, why isn't it as simply as "if on Jan 1 the DOW was at 1000 and on Jan 31 it was at 1100, that index rose 10%, and if my fund was 1000 in the beginning and 1200 in the end, mine rose 20%...? I lost it when you talked about 'summing up daily returns', 'risk adjustment' and involving the 'sharpe ratio'? What am I missing out on if I just say my fund rose 20% over the month when the DOW rose 10%?
Aug
12
revised Industry convention to track trading performance against market indices?
added 172 characters in body
Aug
8
revised Industry convention to track trading performance against market indices?
added 111 characters in body
Aug
8
revised Industry convention to track trading performance against market indices?
added 177 characters in body
Aug
8
revised Industry convention to track trading performance against market indices?
added 33 characters in body
Aug
8
awarded  Editor
Aug
8
revised Industry convention to track trading performance against market indices?
added 227 characters in body
Aug
8
asked Industry convention to track trading performance against market indices?