Quantitative Finance
Profile Activity
Meta user
Network profile
1,903
reputation
1
16
26

RockScience

Apparently, this user prefers to keep an air of mystery about them.

17
answers
11
questions
~134k
people reached
  • Member for 9 years, 5 months
  • 340 profile views
  • Last seen Jun 22 at 6:22

Communities (20)

Top network posts

Top tags (43)

Score 8
Posts 2
Posts % 7
Score 8
Posts 2
Score 8
Posts 2
Score 7
Posts 2
Score 7
Posts 2
Score 4
Posts 4
View all tags →

Top posts (28)

All Questions Answers
Votes Newest
22 Can the concept of entropy be applied to financial time series? Apr 1 '11
21 portfolio optimisation with VaR (or CVaR) constraints Aug 10 '12
14 Why is the first principal component a proxy for the market portfolio, and what other proxies exist? Dec 30 '11
12 How to compute performance attribution between daily rebalanced strategies? Feb 4 '12
12 How does pair trading work? Feb 2 '11
10 better estimator of volatility for small samples Mar 31 '11
9 Mean reverting strategies Feb 1 '11
8 illiquid american options pricing Mar 1 '11
8 Obtaining characteristics of stochastic model solution Jul 15 '11
8 What .NET library can I use to solve optimization problems? Apr 14 '11
View all questions and answers →

Badges (43)

Gold

1

Rarest

Silver

16

Rarest

Bronze

26

Rarest

View all badges →