# Tag Info

## Hot answers tagged statistics

Accepted

### Is R being replaced by Python at quant desks?

My deal is HFT so what I care about is read/load data from file or DB quickly in memory perform very efficient data-munging operations (group,transform) visualize easily the data I think is is ...
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### Is R being replaced by Python at quant desks?

Instead of wild guesses about R's/python's future in the community, here some facts: The following query on StackExchange Data Explorer counts the number of questions that have ...
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### Is R being replaced by Python at quant desks?

This is interesting because I see another trend: Matlab is being replaced by R, but I guess this is another story. I use R for my academic (I am also teaching this stuff) as well as my consulting ...
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### Is R being replaced by Python at quant desks?

I've used both R and Python with Pandas in a professional quantitative financial work to do both large and small scale projects. I would strongly recommend Python with Pandas over R for most new ...
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### How did James Simons clinch that security prices didn't look random?

I'm sure Simons, as a first-rate pure and applied mathematician, had sufficient understanding of statistics to detect market inefficiencies and anomalies. As far as I know, the development and ...
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### Is R being replaced by Python at quant desks?

For data analysis, particularly for large data analysis project, pretty much most of the top quant hedge funds and a lot of the banks are using Python (over R) for a couple of reasons but many still ...
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### What is the total correlation between assets in a portfolio?

This is indeed an interesting question. According to this website, a paper by Goldman Sachs [Tierens and Anadu (2004)] proposes three alternative methods for estimating average stock correlations: ...
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### How did James Simons clinch that security prices didn't look random?

Jim Simons' initial intuitions about nonrandomness were probably driven by the very psychological/evolutionary predispositions to want to find the hidden meaning within noise that affect humanity in ...
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### Book recommendation for time series analysis

I would suggest Time Series Analysis by James Douglas Hamilton
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### Should I use an arithmetic or a geometric calculation for the Sharpe Ratio?

The correct answer is "arithmetic mean, because Bill Sharpe says so". He invented the thing, and he's pretty clear on which one he was looking at. If you use the geometric mean, which is lower the ...
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### What machine learning method is more suitable for prediction of financial time series?

From what I have read, there are 3 popular algorithms for financial time series. Random Forests and SVMs, then followed by Neural Network Architectures. There are a couple of good papers, to name a ...
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### How is stock data objectively different to this random walk?

I think the main difference even in this little example is the gain-loss asymmetry which is a known stylized fact: When you look at the big bump both time series posses your artificial one is ...
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