vonjd's user avatar
vonjd's user avatar
vonjd's user avatar
vonjd
  • Member for 13 years, 2 months
  • Last seen more than a month ago
2 votes

Backtesting algorithms

1 vote

Usage of Random forests in Quantitative analysis of stocks

1 vote
Accepted

Asset class dynamics differences

1 vote

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

1 vote

Testing the accuracy of a created Index

1 vote

MATLAB or Python as starting language?

1 vote

Are there any good tools for back testing options strategies?

1 vote

Innovative ways of visualizing financial data

1 vote

How to fundamentally value cryptocurrencies?

1 vote
Accepted

De-annualizing a target alpha return

1 vote

Why the Black-Scholes formula can be used in the real world?

1 vote

Why does the minimum variance portfolio provide good returns?

1 vote

Proof that no trading system always wins

1 vote

Orthogonal sources of risk and return

1 vote

Sharpe ratio: discrete or continuous returns?

1 vote

Estimating investor's utility from the trades data

1 vote

Plot Evolution of portfolio weights over time in R

1 vote

Can you use a t-test on bootstrapped Value at Risk (VaR) figures?

1 vote

Black scholes text book

0 votes

backtesting options strategies in R

-1 votes

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

1
5 6 7 8
9