Dirk Eddelbuettel

less info
meta site favicon meta user | stack exchange network profile network profile
3,088 reputation
923
bio website dirk.eddelbuettel.com
location Chicago, IL
age
visits member for 2 years, 3 months
seen 14 hours ago
stats profile views 602
  • See my blog for some updates on what I've been up to.
  • Sometimes I tweet using the @eddelbuettel tag.

35 Answers

newest activity votes
5
knowing the order of GARCH model
16
Usage of NoSQL storage in Finance
3
How to get greeks using Monte-Carlo for arbitrary option?
7
Ways of treating time in the BS formula
3
What are the advantages of switching platforms/languages between strategy development and implementation?
13
What C++ math libraries are typically used by quants?
4
Quantlib in JavaScript?
3
What's the difference between SA and SAAR?
6
How can an ETF outperform its benchmark index?
4
Is there an all Java options-pricing library (preferably open source) besides jquantlib?
19
How 'High' is the frequency in HFT?
5
using quantlib function in my c++ program
13
Which approach dominates? Mathematical modeling or data mining?
7
How random are financial data series?
4
Divergence issue with my monte carlo pricer…
6
Vanilla European options: Monte carlo vs BS formula
9
Who cares about autocorrelation?
6
Multiple comparison problems
9
Covariance for arbitrarily large portfolios
21
Switching from C++ to R - limitations/applications
4
Technology stack used in Bloomberg
6
Statistical learning libraries
10
Training set of tick-by-tick data?
6
Is variable binning a good thing to do?
4
Proving Random Walk Hypothesis in Stock Market
1
Are there ways to measure the risk aversion of a representative investor, based on publicly available market data?
5
Is Scala used in trading systems
11
QuantLib in industry
5
What are the ensemble techniques to forecast returns?
13
What's the difference between volatility and variance?
1 2