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Aug
26
answered using quantlib function in my c++ program
Aug
17
awarded  Nice Answer
Jul
24
answered Which approach dominates? Mathematical modeling or data mining?
Jul
2
comment Usage of NoSQL storage in Finance
Chris, thanks for expanding the answer.. Besides Vertica, one could also mentions Sybase's offering in the area. I do think SciDB is column-oriented too, though, and could become a dark horse. They talk R support right from the start.
Jul
1
answered Usage of NoSQL storage in Finance
Jun
21
answered How random are financial data series?
Jun
20
answered Divergence issue with my monte carlo pricer…
Jun
19
answered Vanilla European options: Monte carlo vs BS formula
Jun
17
answered Who cares about autocorrelation?
May
13
awarded  Popular Question
Apr
27
awarded  Nice Answer
Apr
21
awarded  Nice Answer
Apr
18
answered Multiple comparison problems
Apr
16
answered How can an ETF outperform its benchmark index?
Apr
9
revised What is the effect of quant finance on global markets?
fixed spelling for D MacKenzie; added 1 characters in body
Apr
2
comment Trading C++ Libraries
Sorry, but this is a clear -1: TAlib is written in C and is, for better or worse, or technical analysis library. Why do you equate that to trading strategy? TAlib has nothing on drawdowns, vol forecasting etc pp.
Apr
2
comment Is Scala used in trading systems
To whoever downvoted: If you vote something, give at least a comment for your reasoning. It is the exchange of ideas and arguments that makes stackexchange what it is.
Mar
25
answered Covariance for arbitrarily large portfolios
Mar
21
awarded  Quorum
Mar
19
revised Using Black-Scholes equations to “buy” stocks
edited title