User Juan M. Almodóvar - Quantitative Finance Stack Exchange

bio	website	sistemasinversores.com
	location	Barcelona, Spain
	age
visits	member for	2 years, 3 months
	seen	Apr 20 at 11:04
stats	profile views	12

	163 reputation	bio	website	sistemasinversores.com	visits	member for	2 years, 3 months
15 badges		location	Barcelona, Spain		seen	Apr 20 at 11:04

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What concepts are the most dangerous ones in quantitative finance work?

theory academia

mar 1 at 14:37 kurast 166

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Video lectures and presentations on quantitative finance

jan 12 at 22:23 André Christoffer Andersen 141

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Innovative ways of visualizing financial data

data derivatives visualization

jun 27 at 10:06 Mark Boulder 101

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12

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

machine-learning prediction mathematics

apr 9 at 7:09 GeorgeH 3

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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

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What are the key risks to the quantitative strategy development process?

backtesting risk-management

mar 30 '11 at 3:56 Jason Wirth 41

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6

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How useful is the genetic algorithm for financial market forecasting?

quant-trading-strategies forecasting algorithm

sep 11 '11 at 21:32 Tal Fishman 6,740

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2

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What are the popular methodologies to minimize data snooping?

backtesting strategy

apr 7 '11 at 2:35 zweiterlinde 103

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

performance-evaluation

mar 15 at 23:42 isomorphismes 332

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3

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How 'High' is the frequency in HFT?

strategy hft high-frequency

apr 17 '12 at 19:57 vonjd 6,299

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8

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5

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Digital Signal Processing in Trading

trading digital-signal-processing

mar 22 at 20:47 Eric Kigathi 1

9

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7

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3

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Why is volatility mean-reverting?

volatility

dec 10 '11 at 1:07 Quant Guy 7,531

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Excellent information source on advanced machine learning / data mining based trading?

automated-trading machine-learning

apr 12 '12 at 18:33 rtybase 66

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2

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1

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How much data is needed to validate a short-horizon trading strategy?

data time-series backtesting quant-trading-strategies arbitrage

sep 14 '11 at 23:47 chrisaycock♦ 5,300

5

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3

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2

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What is a stationary process?

stochastic-calculus time-series stationarity

aug 10 '11 at 12:11 Derek Ploor 313

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What kind of basic framework or application do you use to run your trading algorithms?

data software api algorithm

feb 9 '11 at 3:59 Community♦ 1

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How random are financial data series?

time-series statistics mathematics random-walk

dec 18 '11 at 8:10 dizzy 126

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3

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2

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Can the concept of entropy be applied to financial time series?

time-series

dec 3 '11 at 13:44 Dan 291

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4

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How are cryptography and speech recognition technology applied to forecasting financial markets?

quant-trading-strategies research forecasting machine-learning

may 26 '12 at 2:44 bill_080 2,682

7

13

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5

answers

893

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How to estimate the probability of drawdown / ruin?

estimation probability drawdown

feb 21 '11 at 15:54 Ilya 761

3

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4

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1

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Good quant finance jokes

soft-question

apr 6 '11 at 15:20 barrycarter 785

4

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Is there any theoretical basis for pattern-recognition strategies?

theory

feb 2 '11 at 8:47 Zarbouzou 1,140

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5

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Is Scala used in trading systems

trading-systems

mar 4 '11 at 18:54 Alexander Temerev 159

12

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3

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1

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How to encode trading strategies mathematically

trading-patterns data-mining

mar 9 '11 at 11:09 Owe Jessen 591

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Why is there no “meta-model”?

strategy

mar 25 '12 at 20:44 stevegt 354

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2

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

equities martingale stochastic-processes

jan 20 at 6:31 GAM 76

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4

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3

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Is statistical arbitrage on FX possible?

fx research arbitrage pair-trading

aug 30 '11 at 14:03 Tal Fishman 6,740

11

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3

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1

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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

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When to shut down a trend following strategy?

arbitrage

mar 24 '11 at 3:46 giminey 61

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What is a martingale?

mathematics martingale emh

sep 15 '11 at 17:32 olaker♦ 2,303

Juan M. Almodóvar

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