Quantitative Finance
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Shane
  • Member for 12 years, 1 month
  • Last seen more than a month ago
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About

Quantitative researcher focusing on statistics and machine learning methods in finance. Primarily use R, C++, Python, various databases (including OneTick and KDB), and LaTeX on a daily basis.

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Top posts
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All Questions Answers
Score Newest
answer
161
How can I go about applying machine learning algorithms to stock markets?
Feb 1, 2011
answer
61
Innovative ways of visualizing financial data
Feb 18, 2011
answer
55
What concepts are the most dangerous ones in quantitative finance work?
Feb 3, 2011
question
47
What are the key risks to the quantitative strategy development process?
Feb 3, 2011
answer
35
What is the intuition behind cointegration?
Feb 7, 2011
question
30
What is the difference between the methods for calculating VaR?
Jan 31, 2011
question
27
What programming languages are most commonly used in quantitative finance?
Feb 8, 2011
question
26
How to forecast volatility using high-frequency data?
Mar 18, 2011
answer
26
What is a stationary process?
Feb 5, 2011
answer
24
Lévy alpha-stable distribution and modelling of stock prices.
Feb 1, 2011
Top Meta posts
12
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11
How does QF.SE relate to Nuclear Phynance and Wilmott?
10
Who should the moderators be?
10
Vote early, vote often
10
What level of questions are appropriate for "Quantitative Finance"?
8
Are "help me develop this strategy" questions in scope?
Top network posts
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612
Counting the number of elements with the values of x in a vector
592
How do I install an R package from source?
486
The Two Cultures: statistics vs. machine learning?
391
Elegant way to check for missing packages and install them?
387
Convert data.frame columns from factors to characters

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