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bio website fotetah.com
location New York, United States
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visits member for 4 months
seen Apr 20 at 14:08

I am the founder of www.fotetah.com, a predictive analytics firm. I enjoy doing mathematics for fun.


Apr
20
answered How to calculate the expected value of a function of a standard brownian motion (Wiener process)
Mar
18
comment Testing the validity of a factor model for stock returns
Can you be a little more clear? What do you mean on a time-series basis? From reading this, one is tempted to think that you want to use lagged variables versus snapshot (cross-sectional). But again, the way the question is asked, it sounds like you are wondering if you should assess the model validity for each stock or do the validity check at portfolio level. I think this confusion is why the question is still hanging.
Mar
18
answered Distribution of Geometric Brownian Motion