User vonjd - Quantitative Finance Stack Exchange

vonjd

Member for 12 years, 10 months
Last seen this week

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blog.ephorie.de
Aschaffenburg, Germany

261 Answers

Score Activity Newest

83 votes

What concepts are the most dangerous ones in quantitative finance work?

answered Feb 4, 2011 at 7:12

50 votes

What is the intuition behind cointegration?

answered Feb 7, 2011 at 16:18

45 votes

What are some useful approximations to the Black-Scholes formula?

answered May 10, 2011 at 16:30

39 votes

How does the "risk-neutral pricing framework" work?

answered Feb 1, 2011 at 16:37

37 votes

Accepted

How do we use option price models (like Black-Scholes Model) to make money in practice?

answered Jan 15, 2013 at 9:23

33 votes

Why Drifts are not in the Black Scholes Formula

answered Jun 18, 2013 at 16:44

30 votes

Time-series similarity measures

answered May 30, 2013 at 18:07

26 votes

Is R being replaced by Python at quant desks?

answered May 19, 2015 at 11:27

25 votes

How useful is the genetic algorithm for financial market forecasting?

answered Feb 18, 2011 at 10:24

23 votes

Accepted

Papers about backtesting option trading strategies

answered Jul 11, 2011 at 15:50

20 votes

What types of neural networks are most appropriate for trading?

answered Apr 12, 2011 at 11:55

18 votes

Why is C++ still a very popular language in quantitative finance?

answered Aug 25, 2011 at 6:05

18 votes

Why do some anomalies persist while others fade away?

answered Sep 12, 2011 at 17:52

17 votes

Hidden Markov Model & Its Application

answered Dec 26, 2012 at 16:45

17 votes

Accepted

Can the concept of entropy be applied to financial time series?

answered Apr 1, 2011 at 6:27

16 votes

Paradoxes in quantitative finance

answered Feb 7, 2011 at 14:42

16 votes

Accepted

How to numerically obtain delta?

answered Jul 1, 2013 at 12:52

16 votes

Regime-Switching Model for detecting market shifts

answered Jun 25, 2014 at 19:54

15 votes

Accepted

Why shrink the covariance matrix?

answered Jun 5, 2014 at 19:32

15 votes

How to optimally allocate capital among trading strategies?

answered Oct 7, 2011 at 8:13

15 votes

Usage of Random forests in Quantitative analysis of stocks

answered May 13, 2016 at 16:51

14 votes

Excellent information source on advanced machine learning / data mining based trading?

answered Sep 27, 2011 at 17:40

14 votes

Video lectures and presentations on quantitative finance

answered Mar 30, 2011 at 18:31

14 votes

Accepted

Why are options trades supposed to be delta-neutral?

answered May 4, 2011 at 15:39

14 votes

How can the Wiener process be nowhere differentiable but still continuous?

answered Apr 9, 2014 at 15:45

14 votes

Accepted

How to simulate correlated Geometric brownian motion for n assets?

answered Apr 24, 2013 at 10:57

12 votes

Video lectures and presentations on quantitative finance

answered Feb 11, 2011 at 11:34

12 votes

Recommendations for books to understand the math in quantitative finance papers?

answered Sep 27, 2011 at 6:54

12 votes

How to build a factor model?

answered Mar 31, 2015 at 15:26

12 votes

Accepted

Which algorithms do robo-advisors use?

answered Oct 24, 2015 at 10:24

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