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safetyduck
  • Member for 13 years, 2 months
  • Last seen more than a month ago
  • London, UK
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About

Mostly desk-work.

  • maths
  • machine learning
  • data science
  • dev, dev-ops and engineering
  • finance
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11
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Top posts
question
4
Is there a clear mathematical statement of what problem Hierarchical Risk Parity is solving?
Jun 28, 2020
answer
2
What is the importance of alpha, beta, rho in the SABR volatility model?
Feb 29, 2020
answer
1
How much shall we bet on head/tail with $1m bankroll?
Feb 29, 2020
answer
1
Predicting time series based on another
Mar 16, 2020
question
1
What is the regulation mandated minimum reporting of calculations and holdings for ETFs?
May 24, 2022
answer
1
Understanding Cover's Universal Portfolio Algorithm
Feb 25, 2020
question
1
Is there a differentiable formulation of Prado's HRP algo?
Mar 17, 2020
question
0
What the most general but precise description one can make about mean-reversion and momentum strategies?
Feb 29, 2020
answer
0
Problem with the maximum likelihood for a GARCH-type of model
Apr 3, 2020
Top network posts
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77
pandas.read_csv: how to skip comment lines
42
Are Decimal 'dtypes' available in NumPy?
29
python pandas: pivot_table silently drops indices with nans
22
Is there an option to print the output of help()?
19
python subprocess: "write error: Broken pipe"