Head of R&D Planning & Support (Financial Academy under the Government of Russian Federation). Startups founder. Broker/algotrader in the past.
I use R for research, C++/C# for Bloomberg, Ruby and Cocoa - on occasion.
4 reference question about portfolio optimization jul 23 '14
3 Backtesting with Simulated Historical Data? aug 2 '14
2 Does Modern Portfolio Theory align with EMH? jul 20 '14