User olaker - Quantitative Finance Stack Exchange

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visits	member for	2 years, 4 months
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	2,313 reputation	bio	website		visits	member for	2 years, 4 months
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124

93

votes

19

answers

26

kviews

What data sources are available online?

jun 4 at 0:26 user508 869

64

33

votes

10

answers

13

kviews

How can I go about applying machine learning algorithms to stock markets?

machine-learning prediction mathematics

may 29 at 3:26 chin chin 1

14

29

votes

5

answers

1

kviews

Lévy alpha-stable distribution and modelling of stock prices.

risk equities variance probability

apr 10 '11 at 3:59 Community♦ 1

19

26

votes

6

answers

3

kviews

Which approach dominates? Mathematical modeling or data mining?

modeling market data-mining

jun 20 '12 at 19:22 David Tate 11

27

26

votes

12

answers

23

kviews

Why is C++ still a very popular language in quantitative finance? [closed]

programming

feb 15 at 13:01 Quartz 449

8

23

votes

4

answers

947

views

Are there any new Option pricing models?

black-scholes option-pricing

may 20 at 20:54 chrisaycock♦ 5,212

20

22

votes

10

answers

3

kviews

Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones?

performance-evaluation

mar 15 at 23:42 isomorphismes 332

14

21

votes

9

answers

6

kviews

Why does the minimum variance portfolio provide good returns?

portfolio-management optimization modern-portfolio-theory covariance

mar 19 at 14:16 chrisaycock♦ 5,212

10

21

votes

2

answers

2

kviews

How useful is Markov chain Monte Carlo for quantitative finance?

probability monte-carlo modeling

sep 9 '11 at 13:13 Louis Marascio 1,682

19

votes

3

answers

1

kviews

How do you mix quantitative asset allocation with qualitative views?

asset-allocation

dec 14 at 1:06 Community♦ 1

6

19

votes

6

answers

3

kviews

What type of investor is willing to be short gamma?

options hedging portfolio-management greeks investing

mar 26 '12 at 12:40 Community♦ 1

4

17

votes

2

answers

482

views

How are distributions for tail risk measures estimated in practice?

risk probability estimation var expected-return

sep 22 '11 at 22:07 Feral Oink 241

19

16

votes

4

answers

2

kviews

Any research on how natural language processing can be used to forecast stocks?

quant-trading-strategies research equities forecasting prediction

oct 16 '11 at 0:38 Ryogi 1,837

3

16

votes

6

answers

9

kviews

What's the difference between volatility and variance?

volatility variance

dec 29 at 5:36 Bryce 314

28

15

votes

5

answers

2

kviews

Recommendations for books to understand the math in quantitative finance papers?

soft-question books mathematics

nov 29 at 5:57 William S. Wong 310

2

15

votes

3

answers

629

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When do Finite Element method provide considerable advantage over Finite Differences for option pricing?

option-pricing numerical-methods greeks

nov 28 at 15:51 egbutter 169

11

14

votes

2

answers

811

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From a high frequency point of view, with a price prediction and assuming infinite leverage, how do you determine optimal trade size?

quant-trading-strategies high-frequency modeling position-sizing

mar 29 at 20:32 Ryogi 1,837

5

14

votes

6

answers

1

kviews

How does the “risk-neutral pricing framework” work?

risk risk-management

mar 6 at 12:01 chrisaycock♦ 5,212

12

13

votes

5

answers

2

kviews

Is the stock price process a martingale or a Markov process?

equities martingale stochastic-processes

jan 20 at 6:31 GAM 76

11

13

votes

4

answers

1

kviews

What methods do you use to improve expected return estimates when constructing a portfolio in a mean-variance framework?

modern-portfolio-theory mean-variance expected-return estimation

may 30 at 1:46 chrisaycock♦ 5,212

7

13

votes

5

answers

1

kviews

George Soros models

models

may 31 at 19:22 quasi 701

14

13

votes

7

answers

5

kviews

Switching from Matlab to Python for Quant Trading and Research

quant-trading-strategies

dec 29 at 10:15 Joern 9

9

12

votes

5

answers

2

kviews

Proof that you cannot beat a random walk

quant-trading-strategies random-walk

feb 27 '12 at 4:43 hhh 320

4

12

votes

2

answers

436

views

Can you fully hedge an option in the presence of counterparty risk?

options hedging counterparty-risk

jan 8 '12 at 5:27 Feral Oink 241

3

11

votes

2

answers

423

views

What benchmark/index to use for backtesting a portfolio of stock options?

options backtesting option-strategies benchmark

jan 14 '12 at 23:38 JonnyBoats 196

4

11

votes

2

answers

620

views

What is the precision of standard deviation estimates with small samples?

statistics econometrics

jun 10 '12 at 17:47 SRKX♦ 4,788

8

11

votes

2

answers

487

views

Transparent quant products with real track record

option-strategies quant-trading-strategies

feb 11 '11 at 10:03 Joshua Chance 780

4

11

votes

2

answers

2

kviews

How does left tail risk differ from right tail risk?

risk probability expected-return

sep 22 '11 at 20:01 Feral Oink 241

12

11

votes

2

answers

2

kviews

How do I find the most diversified portfolio, or least correlated subset, of stocks?

trading correlation portfolio diversification

may 29 '12 at 15:13 Tal Fishman 6,765

12

11

votes

3

answers

445

views

Empirical or theoretical quant insights that have shaped your thinking?

soft-question theory

jan 29 at 4:12 kristine 196

olaker

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