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vonjd
  • Member for 13 years, 1 month
  • Last seen more than a week ago
93 votes
14 answers
21k views

Innovative ways of visualizing financial data

47 votes
13 answers
80k views

Are there any good tools for back testing options strategies?

40 votes
5 answers
8k views

Why aren't econometric models used more in Quant Finance?

32 votes
5 answers
8k views

Random matrix theory (RMT) in finance

29 votes
11 answers
5k views

Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones?

28 votes
2 answers
31k views

Transformation from the Black-Scholes differential equation to the diffusion equation - and back

28 votes
8 answers
16k views

How are cryptography and speech recognition technology applied to forecasting financial markets?

28 votes
2 answers
48k views

Worked examples of applying Ito's lemma

27 votes
5 answers
10k views

Volatility pumping in practice

26 votes
10 answers
70k views

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

26 votes
3 answers
8k views

Papers about backtesting option trading strategies

26 votes
5 answers
9k views

Proof that you cannot beat a random walk

21 votes
2 answers
2k views

Statistical properties of stochastic processes for moving average trading to work

20 votes
1 answer
2k views

What is the most stable, non-trivial dependence structure in finance?

19 votes
2 answers
3k views

How to build a regime-switching model which knows its own limits?

18 votes
4 answers
2k views

HFT: What is the big differentiator in comparison to other time scales?

18 votes
2 answers
1k views

Duality between constant rebalanced portfolio (CRP) and corresponding derivative

18 votes
4 answers
6k views

Topological methods in finance

17 votes
2 answers
692 views

Does the rise in passive investing make the markets less efficient?

16 votes
4 answers
2k views

How to encode trading strategies mathematically

15 votes
2 answers
671 views

Transparent quant products with real track record

15 votes
3 answers
12k views

Which algorithms do robo-advisors use?

14 votes
2 answers
760 views

Something fundamentally different about cryptocurrencies?

14 votes
3 answers
2k views

Deterministic interpretation of stochastic differential equation

13 votes
1 answer
4k views

Easiest and most accessible derivation of Black-Scholes formula

13 votes
1 answer
534 views

Is Arithmetic Return Bias Basis of Low Vol Anomaly?

12 votes
3 answers
4k views

Optimality of Kelly criterion in non-normal environment

12 votes
1 answer
1k views

One dimensional analog of cleansing a correlation matrix via random matrix theory

12 votes
2 answers
2k views

Tools/R code for predicting Dragon-Kings

10 votes
3 answers
769 views

How to test for and how to simulate price rise/fall asymmetry in the stock market