Quantitative Finance
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Michael's user avatar
Michael's user avatar
Michael
  • Member for 8 years, 5 months
  • Last seen more than a week ago
Profile Activity
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470
reputation
22k
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answers
18
questions
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6
Posts
33
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0
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5
Posts
28
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0
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3
Posts
17
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0
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2
Posts
11
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2
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11
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2
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11
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Top posts
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All Questions Answers
Score Newest
question
16
statistical arbitrage vs factor trading
Oct 12, 2017
question
9
cvxpy portfolio optimization with risk budgeting
Nov 21, 2017
question
7
GARCH modeling - sliding or expanding window?
Mar 2, 2018
question
5
Bayesian strategy selection
Mar 7, 2018
question
4
Shrink covariance or correlation matrix
Dec 26, 2018
question
3
Statistical distribution of Max Drawdown
Jan 23, 2021
question
3
black litterman for rebalancing
Sep 8, 2017
question
2
Alpha decay for strong vs weak signals
Feb 27, 2019
question
2
Vol surface fitting to options on commodity futures
Aug 29, 2019
question
1
Disjoint covariance matrix estimation
Mar 4, 2021
Top network posts
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171
R apply function with multiple parameters
108
Repeat rows of a data.frame N times
85
Using principal component analysis (PCA) for feature selection
81
Merge Two Lists in R
70
Removing elements from array Ruby

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