User Sergey Bushmanov - Quantitative Finance Stack Exchange

Sergey Bushmanov

Member for 8 years, 9 months
Last seen this week

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r-train.ru
Moscow, Russia

18 Answers

Score Activity Newest

6 votes

Accepted

Calculating log-returns across multiple securities and time

answered Oct 7, 2015 at 20:50

6 votes

Accepted

Mean Variance Portfolio theory and real-world problem?

answered Oct 13, 2015 at 11:25

4 votes

Accepted

Basic question on Portfolio Theory

answered Oct 12, 2015 at 21:40

3 votes

Is there a good backtesting package in R?

answered Oct 7, 2015 at 21:32

3 votes

What are the advantages of financial modelling in R?

answered Oct 4, 2015 at 22:11

3 votes

Annualized Sharpe Ratio calculation

answered Oct 14, 2015 at 9:49

3 votes

Risk-adjusted performance measurement: Log returns vs. simple returns and geometric vs. arithmetic mean return

answered Oct 27, 2015 at 8:26

2 votes

Accepted

How are we underestimating liquidity risk?

answered Oct 15, 2015 at 10:06

2 votes

Interpretation of t-test in event study with dummy regression

answered Oct 17, 2015 at 18:44

2 votes

Accepted

How to compute returns and daily VaR of a currency position?

answered Oct 6, 2015 at 7:14

2 votes

Accepted

How to estimate the beta of corporations?

answered Oct 13, 2015 at 12:24

1 vote

How to trade a Ratio?

answered Oct 7, 2015 at 19:10

1 vote

Accepted

Discounting dividends and terminal value in valuation

answered Oct 25, 2015 at 9:43

1 vote

How can I find stocks that have had a X% price swing within Y days, sorted by recency of said swing?

answered Jan 14, 2016 at 0:28

1 vote

Memory-efficient clustering algorithm for large time-series datasets

answered Jan 25, 2016 at 18:56

0 votes

adding dummy variable to ts object in r for particular quarter

answered Jan 12, 2016 at 15:48

0 votes

Sharpe Ratio for strategies with different rebalancing period

answered Oct 9, 2015 at 20:05

0 votes

Cost of revenue vs SG&A

answered Oct 12, 2015 at 22:48