Quantitative Finance
Profile Activity
Meta user
Network profile
5,124
reputation
1
12
23

Matthew Gunn

PhD in finance from University of Chicago Booth School of Business

101
answers
0
questions
~98k
people reached
  • mattgunn.com
  • Member for 4 years, 2 months
  • 651 profile views
  • Last seen Jul 1 at 18:14

Communities (19)

Top network posts

Top tags (117)

Score 79
Posts 12
Posts % 12
Score 62
Posts 12
Score 60
Posts 15
Score 43
Posts 14
Score 37
Posts 10
Score 32
Posts 8
View all tags →

Top posts (101)

All Questions Answers
Votes Newest
25 What are reasons not to do factor investing in equity markets? May 8 '17
15 Why do trading strategies lose effectiveness over time? Aug 28 '17
13 Why does Kelly maximise $E[\log\space G]$ rather than simply $E[G]$? Jan 9 '19
12 Philosophical Question about Factor Models May 5 '17
12 Cochrane on Return Predictability Jun 30 '17
11 Calculating alpha and its meaning May 6 '17
10 $\mathbb{P}$ vs $\mathbb{Q}$ Probabilities - Transitioning Between Measures Jul 28 '17
10 Choosing the right statistical test for Mutual Fund Performance Evaluation Aug 19 '17
10 cvxpy portfolio optimization with risk budgeting Nov 24 '17
9 What is the difference between risk neutral probabilities and stochastic discount factor? Feb 26 '18
View all questions and answers →

Badges (36)

Gold

1

Rarest

Silver

12

Rarest

Bronze

23

Rarest

View all badges →