Quantitative Finance
mathtick
  • London, UK
  • Member for 10 years
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About

Mostly desk-work.

  • maths
  • machine learning
  • data science
  • dev, dev-ops and engineering
  • finance
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All Questions Answers
Votes Newest
4
Is there a clear mathematical statement of what problem Hierarchical Risk Parity is solving?
Jun 28 '20
2
What is the importance of alpha, beta, rho in the SABR volatility model?
Feb 29 '20
1
How much shall we bet on head/tail with $1m bankroll?
Feb 29 '20
1
Predicting time series based on another
Mar 16 '20
1
Understanding Cover's Universal Portfolio Algorithm
Feb 25 '20
1
Is there a differentiable formulation of Prado's HRP algo?
Mar 17 '20
0
What the most general but precise description one can make about mean-reversion and momentum strategies?
Feb 29 '20
0
Problem with the maximum likelihood for a GARCH-type of model
Apr 3 '20
Top network posts
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54
pandas.read_csv: how to skip comment lines
30
numpy array with dtype Decimal?
21
python pandas: pivot_table silently drops indices with nans
18
python "help" function: printing docstrings
16
newbie python subprocess: "write error: Broken pipe"

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