User Michael WS - Quantitative Finance Stack Exchange

Michael WS

Member for 12 years, 3 months
Last seen more than 1 year ago

11 Answers

Score Activity Newest

1 vote

News on ETF sector performance

answered Aug 5, 2014 at 14:45

2 votes

Cross validation of a garch model

answered Dec 27, 2013 at 19:59

1 vote

Analyst Forecasts for monthly unemployment rate

answered Jul 14, 2013 at 1:48

1 vote

API to perform queries on stocks and financial derivatives

answered Jul 13, 2013 at 19:40

1 vote

BSYM for historical tickers

answered Jul 3, 2013 at 21:37

4 votes

Appropriate method for calculating negative returns on a trading strategy?

answered Aug 23, 2012 at 13:21

0 votes

Is it better to grade hedging strategies based on the sum of absolute or squared hedging errors?

answered Sep 26, 2011 at 22:40

3 votes

Which lags or percentiles should be run in a batch when calculating Value-at-Risk?

answered Sep 24, 2011 at 15:47

11 votes

What is the best data structure/implementation for representing a time series?

answered Sep 23, 2011 at 2:18

4 votes

How much data is needed to validate a short-horizon trading strategy?

answered Sep 14, 2011 at 0:35

4 votes

What is a sound way to project Company X's earnings over the next Y years?

answered Sep 14, 2011 at 0:02