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Quantitative Finance
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Forgottenscience
  • Member for 9 years, 9 months
  • Last seen more than 1 year ago
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Terrible Probabilist. Working in quantitative asset management.

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Top posts
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7
Risk-adjusted returns ratio that does not reward high risk for negative returns
Feb 15, 2017
answer
5
Reliable random number generation for Monte Carlo
Oct 26, 2020
answer
4
Simple Sharpe Ratio Question Related to Trading Strategy
Feb 12, 2017
answer
4
black litterman for rebalancing
Sep 8, 2017
answer
3
Given three stocks what is the fraction of each stock's risk is diversified away
Jan 30, 2017
answer
3
Given two risky stocks calculate the rate of return, standard deviation, beta, and risk-free rate
Feb 5, 2017
answer
2
How to plot time series for stock data using R
Dec 13, 2016
question
2
Acquiring large sets of price series
Jun 23, 2015
answer
2
What is the logic behind this backtesting code in R
Aug 9, 2015
answer
2
Fractional Brownian motion - probability density function of the increments
Feb 21, 2017
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15
Print numbers from 1 to 10
10
Ryanair using "unauthorised screen scraper" argument to refuse refund
6
ELBO maximization with SGD
6
The rice and chess problem
5
Sufficient Statistics - Relating the Intuition with the Mathematical Definition