Quantitative Finance
Matthew Gunn
  • Member for 5 years, 9 months
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PhD in finance from University of Chicago Booth School of Business

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28
What are reasons not to do factor investing in equity markets?
May 8 '17
20
Why does Kelly maximise $E[\log\space G]$ rather than simply $E[G]$?
Jan 9 '19
15
Why do trading strategies lose effectiveness over time?
Aug 28 '17
14
Philosophical Question about Factor Models
May 5 '17
14
$\mathbb{P}$ vs $\mathbb{Q}$ Probabilities - Transitioning Between Measures
Jul 28 '17
13
Cochrane on Return Predictability
Jun 30 '17
13
Data for the Tulip mania
Nov 9 '17
13
cvxpy portfolio optimization with risk budgeting
Nov 24 '17
12
What is the difference between risk neutral probabilities and stochastic discount factor?
Feb 26 '18
11
Choosing the right statistical test for Mutual Fund Performance Evaluation
Aug 19 '17
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82
Is this chart showing the likelihood of a terrorist attack statistically useful?
73
Why is it that natural log changes are percentage changes? What is about logs that makes this so?
52
Why do we take the square root of variance to create standard deviation?
47
Is the sum of two white noise processes necessarily a white noise?
44
Is a high $R^2$ ever useless?

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