Quantitative Finance
Meta user
Network profile
1,853
reputation
1
15
26

RockScience

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

17
answers
11
questions
~123k
people reached
  • Member for 8 years, 10 months
  • 323 profile views
  • Last seen Apr 30 at 11:04

Communities (20)

Top network posts

Top tags (43)

Score 9
Posts 2
Posts % 7
Score 8
Posts 2
Score 8
Posts 2
Score 7
Posts 2
Score 7
Posts 2
Score 3
Posts 4
View all tags →

Top posts (28) All Questions Answers | Votes Newest

20 portfolio optimisation with VaR (or CVaR) constraints Aug 10 '12
19 Can the concept of entropy be applied to financial time series? Apr 1 '11
13 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
11 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 (42)

Gold

1

Rarest

Silver

15

Rarest

Bronze

26

Rarest

View all badges →