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vonjd
  • Member for 13 years, 2 months
  • Last seen more than a month ago
18 votes

Why do some anomalies persist while others fade away?

8 votes
Accepted

Why do anomalies disappear after they get detected?

1 vote

How to fundamentally value cryptocurrencies?

7 votes

Something fundamentally different about cryptocurrencies?

5 votes

Most complete list of investment mistakes in stock markets

6 votes

Daily option data

3 votes

Paper on returns from perfect market timing?

7 votes
Accepted

Typical risk aversion parameter value for mean-variance optimization?

1 vote

Innovative ways of visualizing financial data

1 vote

Are there any good tools for back testing options strategies?

23 votes
Accepted

Papers about backtesting option trading strategies

0 votes

backtesting options strategies in R

2 votes

Alternatives to Zipline backtester / Alternatives to futures data from Quandl

3 votes

Volatility pumping in practice

1 vote

MATLAB or Python as starting language?

3 votes

Most natural generalization of covariance/correlation to model dependence of extreme events

4 votes

Replicate a Portfolio with Given Payoff

2 votes

Backtesting algorithms

6 votes

How to estimate real-world probabilities

2 votes
Accepted

Which of Terry Tao's co-authors on compressed sensing consulted for Renaissance Technologies?

-1 votes

Backtest overfitting - in-sample vs out-of-sample

7 votes

Is "risk-neutral probability" a misnomer?

10 votes

Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff?

5 votes

R or Cpp for some finance work involved complex numbers?

7 votes

What are the options for a mathematician to break into QF without working for a fund?

8 votes
Accepted

What are the main market anomalies/inefficiencies detected in quantitative finance?

16 votes

Regime-Switching Model for detecting market shifts

5 votes

Why does Kelly maximise $E[\log\space G]$ rather than simply $E[G]$?

6 votes
Accepted

DB quant research

26 votes

Is R being replaced by Python at quant desks?

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