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| bio | website | myindigolives.wordpress.com |
|---|---|---|
| location | Arizona | |
| age | ||
| visits | member for | 2 years, 1 month |
| seen | yesterday | |
| stats | profile views | 32 |
Descriptive statistics, data quality, probability models for all things risk.
Need to find work ASAP!
Twitter @EllieAsksWhy
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Nov 25 |
comment |
How reliable is Benford's Law in forecasting crises? Oh, one more thing. I wasn't able to access that second URL you posted, which I've been eager to read for quite awhile (Handelsblatt journalist Olaf Storbeck wrote about it too). Any suggestions about that? (Your first URL was cross-published in the FT by the way, and it was quite a fine article). |
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Nov 25 |
comment |
How reliable is Benford's Law in forecasting crises? I appreciated the econerdfood post. What a good econ blog (written by an assistant professor, so I shouldn't be that surprised). Make sure to read her follow-up article, econerdfood.blogspot.com/2011/10/… posted after you wrote this. Her findings were less conclusive in some ways, and more in other ways in the follow-up. |
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Oct 21 |
comment |
How to calculate unsystematic risk? You mean the calculation of beta in the Capital Asset Pricing Model, no? As @Quant Guy mentioned, I was also puzzled by the "CAPM formula" in the question. |
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Oct 21 |
comment |
Why write options on a volatility target index? Excellent answer. Perfectly explains why some would do this, even if they are "paying through the nose" so to speak. EDIT: That is a very old expression, nothing to do with any illegal activities. Just occurred to me! |
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Oct 20 |
awarded | Critic |
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Sep 22 |
comment |
How to update an exponential moving average with missing values? Yes, the second option actually works well. It is practical and less prone to error because there isn't excess computation required. I presume there isn't lots of missing data. There shouldn't be if the data frequency is generally available at 1-second intervals. |
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Sep 22 |
revised |
How to update an exponential moving average with missing values? edited tags |
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Sep 22 |
revised |
How are distributions for tail risk measures estimated in practice? edited tags |
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Sep 22 |
comment |
Role of skewness in portfolio optimization? See this question it has good answers that may help quant.stackexchange.com/questions/1557/… |
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Sep 22 |
revised |
How does left tail risk differ from right tail risk? edited tags |
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Sep 19 |
comment |
Option pricing before Black-Scholes Thank you so much @vonjd particularly for the second URL. This entire question and answer thread is one of the best I've seen on quantSE, actually. |
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Sep 13 |
awarded | Citizen Patrol |
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Sep 13 |
revised |
Is there an all Java options-pricing library (preferably open source) besides jquantlib? edited tags |
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Sep 13 |
comment |
Is there an all Java options-pricing library (preferably open source) besides jquantlib? Odd, the site is down for me too. |
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Sep 13 |
comment |
What time are Bloomberg Open Symbology Files updated daily? I spent about an hour trying to find the answer to your question, as I am really curious about Bloomberg Open Symbology. Best I could find was that they ARE updated once daily, but no specifics. |
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Aug 20 |
awarded | Organizer |
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Aug 20 |
awarded | Excavator |
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Aug 20 |
awarded | Editor |
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Aug 20 |
revised |
What are some examples of non-financial risks and contingency plans? added a tag, removed a tag, changed phrasing slightly |
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Aug 20 |
suggested | suggested edit on What are some examples of non-financial risks and contingency plans? |
