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
4 Can Gaussianity of returns depend on the time frame? Jun 16 '15
3 Backtesting with Simulated Historical Data? Aug 2 '14
2 Does Modern Portfolio Theory align with EMH? Jul 20 '14