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seen Feb 4 '12 at 17:51

Feb
3
comment How to simulate correlated assets for illustrating portfolio diversification?
This is perfect, thanks! I will accept this shortly.
Jan
3
comment Which indices to use for an equity vs. fixed-income portfolio simulation?
Thanks for this thoughtful response. Regarding your first point, if you have the time/inclination, would you mind expressing that as an equation within the body of your answer? Having a hard time following. :) Imagine that I want to backtest a 60/40 portfolio and rebalance monthly, how can I compute the returns for bonds? Regarding (2), any idea where that is publicly available? Let me know if you think I should specify any of this as a separate question...
Jan
3
comment Which indices to use for an equity vs. fixed-income portfolio simulation?
Thanks! Two questions: (1) the 10-year constant maturity on FRED is an interest rate, right? Don't I need to convert that into a price to backtest a 60/40 portfolio? (2) Are you aware of any bond aggregate indexes? US 10-year isn't very diversified by itself...
Aug
25
comment Why is C++ still a very popular language in quantitative finance?
IMO This question is inappropriate for quant.SE. You provide no evidence that it in fact is the most popular language. Please search the site for other programming questions to see how this has been discussed in the past.