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

How to fundamentally value cryptocurrencies?

5 votes

Most complete list of investment mistakes in stock markets

3 votes

Paper on returns from perfect market timing?

1 vote

Innovative ways of visualizing financial data

1 vote

Are there any good tools for back testing options 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?

4 votes

Replicate a Portfolio with Given Payoff

2 votes

Backtesting algorithms

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?

5 votes

R or Cpp for some finance work involved complex numbers?

5 votes

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

6 votes
Accepted

DB quant research

4 votes

Why does it make sense that $S$ and $e^{rt}$ are solutions to the Black-Scholes PDE?

1 vote

Usage of Random forests in Quantitative analysis of stocks

6 votes
Accepted

If markets are efficient, why are most returns systematically high?

2 votes

Quant teams predicting the World Cup

8 votes

Problems with local volatility models (vs stochastic volatility models)

3 votes
Accepted

Taylor series expansion and hedging

1 vote
Accepted

Asset class dynamics differences

4 votes

Literature recommendation on extreme asset price movements

1 vote

Testing the accuracy of a created Index

1 vote

Why the expected return rate of a stock has nothing to do with its option price?

2 votes

How important is p-value in a logistic regression based strategy?

3 votes

Is there an intuitive explanation for why Kelly gambling ignores odds?

6 votes

Which risk-free interest rate to use in Black-Scholes equation

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