3,528 reputation
1126
bio website dirk.eddelbuettel.com
location Chicago, IL
age
visits member for 3 years, 8 months
seen 6 hours ago
  • See my blog for some updates on what I've been up to.
  • Sometimes I tweet using the @eddelbuettel tag.

Feb
8
answered Is Scala used in trading systems
Feb
8
comment What are the ensemble techniques to forecast returns?
Good question, and no clear suggestion. Maybe read up a little and then come back with a more pointed question on consensus forecasts, forecast pooling, ... ?
Feb
8
awarded  Critic
Feb
8
answered QuantLib in industry
Feb
8
comment QuantLib in industry
Dude you entirely missed the question. May we remind you of Wittgenstein's Axiom 7 ?
Feb
8
revised What are the ensemble techniques to forecast returns?
added 239 characters in body
Feb
8
answered What are the ensemble techniques to forecast returns?
Feb
7
revised What's the difference between volatility and variance?
added 454 characters in body
Feb
7
answered What's the difference between volatility and variance?
Feb
7
awarded  Beta
Feb
7
revised How does the “risk-neutral pricing framework” work?
added 24 characters in body
Feb
6
awarded  Nice Answer
Feb
5
awarded  Nice Question
Feb
5
answered What are the limitations of Gaussian copulas in respect to pricing credit derivatives?
Feb
4
comment Is there a way to estimate (predict) the half life of a quantitative trading system?
That's my point, this was a rhetorical device. You can't, hence you cannot model how your trading model would do within the realm of your meta-model.
Feb
4
reviewed Reject suggested edit on Is there a way to estimate (predict) the half life of a quantitative trading system?
Feb
4
revised Is there a way to estimate (predict) the half life of a quantitative trading system?
added 5 characters in body; edited body
Feb
4
revised Is there a way to estimate (predict) the half life of a quantitative trading system?
added 149 characters in body
Feb
4
answered Is there a way to estimate (predict) the half life of a quantitative trading system?
Feb
4
awarded  Self-Learner