meta user
network profile
| bio | website | |
|---|---|---|
| location | ||
| age | 33 | |
| visits | member for | 2 years, 3 months |
| seen | 6 hours ago | |
| stats | profile views | 277 |
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6h |
comment |
VaR for portfolio of funds Why? Over the space of 1-10 days the funds NAV should track their assets' values rather closely. |
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15h |
asked | VaR for portfolio of funds |
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May 7 |
asked | Risk-free rate for ex-post evaluation of investment strategy |
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Feb 15 |
awarded | Necromancer |
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Jan 31 |
awarded | Yearling |
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Nov 25 |
accepted | How do I estimate the parameters of an MA(q) process? |
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Nov 25 |
comment |
How do I estimate the parameters of an MA(q) process? Why the vote to close as off-topic? Time series analysis is very important in stat-arb/HFT trading. |
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Nov 25 |
comment |
How do I estimate the parameters of an MA(q) process? Thanks. I know mature libraries are the way to go in production applications, but I am simply interested in this problem. |
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Nov 24 |
asked | How do I estimate the parameters of an MA(q) process? |
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Nov 3 |
accepted | Trade execution in HFT - role of quants |
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Nov 3 |
answered | Do taking in account the CSA create convexity effects in your stripping? |
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Nov 3 |
comment |
Trade execution in HFT - role of quants Thanks, that's another thing which is good to know. However, I meant to ask about the attribution to the whole execution group, as opposed to the group which developed the strategy (or is it impossible to divide the work in this way and execution quants are effectively also developing the strategy?). |
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Nov 3 |
comment |
Trade execution in HFT - role of quants Thank you. Do you know how P&L is attributed to quants working on execution algorithms? |
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Nov 2 |
asked | Trade execution in HFT - role of quants |
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May 10 |
awarded | Popular Question |
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May 2 |
accepted | Pricing callable range accruals on spreads |
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Apr 2 |
awarded | Popular Question |
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Feb 11 |
comment |
Why is C++ still a very popular language in quantitative finance? @user492238 Subjective, like all the discussion about this question. |
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Feb 10 |
answered | Why is C++ still a very popular language in quantitative finance? |
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Feb 10 |
comment |
Why is C++ still a very popular language in quantitative finance? @chrisaycock God forbid that somebody should flat THE MODERATOR!! ;-) |
