Quantitative Finance
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nxstock-trader
  • Member for 11 years, 10 months
  • Last seen more than 1 year ago
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About

Interested in - R, F#, Home/Retail Quant/Algorithmic trading.

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Top posts
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All Questions Answers
Score Newest
question
45
Why does the minimum variance portfolio provide good returns?
Feb 1, 2012
question
9
Does random matrix theory (RMT) for returns' correlation matrices apply if there are high correlations?
Jan 21, 2012
question
9
Optimizing a portfolio of ETFs
Mar 17, 2012
question
9
How to optimize a portfolio under *both* maximum diversity ratio and minimum variance
Mar 28, 2012
question
9
portfolio optimization from empirical return distributions
Nov 20, 2012
question
7
How do I calculate probability distribution of stock prices given option prices?
Mar 20, 2014
question
6
How to cluster ETFs to reduce cardinality for portfolio selection
Dec 19, 2012
question
5
Reduce correlation in output of Minimum Variance Portfolio Optimization
Mar 22, 2012
question
5
RMT (Random Matrix Theory) issue with callibrating MP distribution -
Jan 21, 2012
question
3
Home/hobbyist quant trading - possible to profitable or just an intellectual hobby? [closed]
Feb 1, 2012
Top network posts
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8
How do I manually encode and send transaction data?
5
@uniswap SDK -- how do I figure out the best route for a SWAP? How do do multihop with SDK?

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