Quantitative Finance
Richard Herron
Profile Activity
Stats
4,411
reputation
248k
reached
45
answers
3
questions
About
Apparently, this user prefers to keep an air of mystery about them.

Communities (36)

Top Meta Posts
0
6

Top network posts

1
gold badge
18
silver badges
34
bronze badges
View all badges

Top tags (72)

Score 53
Posts 5
Posts % 10
Score 47
Posts 6
Score 46
Posts 4
Score 33
Posts 4
Score 32
Posts 3
Score 30
Posts 5
View all tags →

Top posts (48)

All Questions Answers
Votes Newest
34 How does the "risk-neutral pricing framework" work? Feb 2 '11
23 Has high frequency trading (HFT) been a net benefit or cost to society? Aug 13 '11
22 How are distributions for tail risk measures estimated in practice? Feb 4 '11
18 Where to find Greeks for futures to form delta-hedged futures portfolio of S&P 500 index/futures Feb 14 '11
15 Why are GARCH models used to forecast volatility if residuals are often correlated? Feb 25 '11
14 What is the "delta" option quoting convention about? Jan 31 '11
14 What type of analysis is appropriate for assessing the performance time-series forecasts? Feb 1 '11
14 Control for bid/ask bounce in high-frequency trade data? Jun 23 '11
13 Why is there no "meta-model"? Feb 9 '11
13 Is there any theoretical basis for pattern-recognition strategies? Feb 1 '11
View all questions and answers →

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.