Taylor

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returns

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Questions (10)

Votes Activity Newest

6	How to use factor models for prediction?
3	Discretizing a Continuous Time Stochastic Volatility Model
2	explanation of factor tilts that uses mathematical notation
2	Calculating excess returns
2	name of this portfolio optimization strategy

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Reputation (460)

+20	How to use factor models for prediction?
+10	How do I know what my portfolio weight constraints are given to me by my broker?
+10	explanation of factor tilts that uses mathematical notation
+10	Discretizing a Continuous Time Stochastic Volatility Model

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Answers (7)

Votes Activity Newest

3	How to tune Kalman filter's parameter?
2	Questions on continuously compounded return vs long term expected return
2	Using R with princomp to create hedge baskets
0	How do I know what my portfolio weight constraints are given to me by my broker?
0	Discretizing a Continuous Time Stochastic Volatility Model

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Tags (37)

3 parameter	2 expected-return
3 kalman	2 quant-trading-strategies
3 modeling	2 kelly-criterion
2 returns × 3	2 r
2 brownian-motion	2 hedging

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Quantitative Finance

460 rep

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Yearling × 2	Disciplined
Caucus × 2	Scholar
Popular Question × 2	Commentator
Curious	Student
Excavator	Autobiographer

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22	up		5	question
0	down		17	answer

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