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shabbychef

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128 votes cast

Answers (19)

Votes Activity Newest

19	How are risk management practices applied to ML/AI-based automated trading systems
9	What are the popular methodologies to minimize data snooping?
6	What papers have progressed the field of quantitative finance in recent years (post 2000)?
6	How to calculate future distribution of price using volatility?
5	How to combine multiple trading algorithms?

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Reputation (2,737)

+10	Is there a standard model for market impact?
+10	Should Sharpe ratio be computed using log returns or relative returns?
+10	How do you evaluate a covariance forecast?
+10	Why does the VIX index have any correlation to the market?

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Questions (10)

Votes Activity Newest

26	Should Sharpe ratio be computed using log returns or relative returns?
25	Is there a standard model for market impact?
22	Why does the VIX index have any correlation to the market?
21	How high of a Sharpe ratio is implausibly high for a low-frequency equity strategy?
21	How do you evaluate a covariance forecast?

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Tags (54)

24 trading × 2	9 prediction × 2
24 automated-trading × 2	9 strategy
23 risk × 3	9 backtesting
19 best-practices	7 quant-trading-strategies × 2
19 risk-management	7 machine-learning × 2

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Bookmarks (8)

Votes Activity Newest Views Added

288	What data sources are available online?
136	How can I go about applying machine learning algorithms to stock markets?
55	How are correlation and cointegration related?
20	What is the implied volatility skew?
10	Markowitz mean-variance optimization as “error maximization”

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Votes cast (128)

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128	up		75	question
0	down		53	answer

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