Quantitative Finance
Taylor's user avatar
Taylor's user avatar
Taylor's user avatar
Taylor
  • Member for 11 years, 11 months
  • Last seen more than a month ago
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About

I'm an assistant professor of statistics at UVa.

Grab my code and course materials on my Github.

Buy my book here.

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Top posts
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All Questions Answers
Score Newest
question
8
How to use factor models for prediction?
Dec 6, 2016
answer
4
Intuitive explanation for expectiles
Jul 6, 2022
question
3
Discretizing a Continuous Time Stochastic Volatility Model
Jul 10, 2018
answer
3
How to tune Kalman filter's parameter?
Jun 1, 2015
answer
2
Using R with princomp to create hedge baskets
May 28, 2016
answer
2
Questions on continuously compounded return vs long term expected return
Jul 9, 2017
question
2
name of this portfolio optimization strategy
Aug 11, 2018
question
2
Calculating excess returns
Oct 6, 2018
question
2
explanation of factor tilts that uses mathematical notation
Jan 25, 2019
question
1
How do I know what my portfolio weight constraints are given to me by my broker?
Aug 6, 2019

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