User olaker - Quantitative Finance Stack Exchange

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	2,303 reputation	bio	website		visits	member for	2 years, 3 months
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120

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kviews

What data sources are available online?

apr 24 at 9:44 haki 101

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26

votes

12

answers

23

kviews

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

programming

feb 15 at 13:01 Quartz 326

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32

votes

10

answers

13

kviews

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

machine-learning prediction mathematics

apr 9 at 7:09 GeorgeH 3

2

3

votes

2

answers

10

kviews

How to calculate unsystematic risk?

risk risk-management risk-models risk-premium

jun 21 '12 at 18:23 chrisaycock♦ 5,263

3

16

votes

6

answers

9

kviews

What's the difference between volatility and variance?

volatility variance

dec 29 at 5:36 Bryce 314

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21

votes

9

answers

5

kviews

Why does the minimum variance portfolio provide good returns?

portfolio-management optimization modern-portfolio-theory covariance

mar 19 at 14:16 chrisaycock♦ 5,263

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

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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

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

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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

3

1

vote

2

answers

3

kviews

What does it mean to be long gamma?

greeks gamma

feb 3 at 14:12 chrisaycock♦ 5,263

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12

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5

answers

2

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Proof that you cannot beat a random walk

quant-trading-strategies random-walk

feb 27 '12 at 4:43 hhh 320

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

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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

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

11

12

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

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 6,740

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16

votes

4

answers

1

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 1,827

7

3

votes

1

answer

1

kviews

Where can I find some examples of high frequency or stat arb trading algorithms beyond basic textbook pairs trading?

high-frequency hft

jan 2 at 11:38 Nissim Nabar 41

19

votes

3

answers

1

kviews

How do you mix quantitative asset allocation with qualitative views?

asset-allocation

dec 14 at 1:06 betonviews 1

14

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5

answers

1

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Lévy alpha-stable distribution and modelling of stock prices.

risk equities variance probability

apr 10 '11 at 3:59 Community♦ 1

5

13

votes

6

answers

1

kviews

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

risk risk-management

mar 6 at 12:01 chrisaycock♦ 5,263

11

votes

3

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

feb 1 '11 at 8:09 Anass 81

2

6

votes

2

answers

1

kviews

What does it mean to modify the factor loadings of a credit risk model?

risk risk-models factor-loading

dec 14 '11 at 3:11 Tal Fishman 6,740

2

6

votes

1

answer

1

kviews

What is a self-financing and replicating portfolio?

black-scholes derivatives replication portfolio derivation

dec 30 '11 at 13:27 strimp099 996

4

votes

2

answers

1

kviews

using quantlib function in my c++ program

options quantlib programming

aug 26 '11 at 14:47 Dmitri Nesteruk 822

2

7

votes

1

answer

1

kviews

Easiest and most accessible derivation of Black-Scholes formula

intuition black-scholes derivation

jul 13 '11 at 15:02 SRKX♦ 4,749

3

10

votes

5

answers

1

kviews

Formal proof for risk-neutral pricing formula

option-pricing pricing-formulae risk-neutral-measure

apr 9 '12 at 14:42 SRKX♦ 4,749

3

10

votes

4

answers

1

kviews

What is a “coherent” risk measure?

risk modern-portfolio-theory coherent-risk-measure

jul 18 at 8:15 SRKX♦ 4,749

4

9

votes

2

answers

1

kviews

Why a self-financing replicating portfolio should always exist?

black-scholes derivatives

jan 6 '12 at 9:48 楊祝昇 973

olaker

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