Quantitative Finance
Patrick Burns's user avatar
Patrick Burns's user avatar
Patrick Burns's user avatar
Patrick Burns
  • Member for 12 years, 10 months
  • Last seen more than 11 years ago
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37
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6
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19
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30
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5
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16
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29
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7
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22
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26
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4
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12
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25
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12
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Top posts
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All Questions Answers
Score Newest
answer
18
How to annualize Sharpe Ratio?
Oct 28, 2011
answer
12
Evaluating automated trading strategies: accepted practice
Oct 27, 2011
answer
12
What is the intuition behind cointegration?
Feb 8, 2011
answer
11
Does mean-variance portfolio optimization provide a real edge to those who use it?
Feb 9, 2011
answer
11
Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones?
Apr 18, 2011
answer
9
How do I adjust a correlation matrix whose elements are generated from different market regimes?
Dec 6, 2011
answer
7
What are the popular methodologies to minimize data snooping?
Feb 8, 2011
answer
7
Does random matrix theory (RMT) for returns' correlation matrices apply if there are high correlations?
Jan 21, 2012
answer
7
What is the best way to "fix" a covariance matrix that is not positive semi-definite?
Oct 1, 2011
answer
7
How to detect regime change when estimating asset correlation from historical time series?
Oct 12, 2011
Top network posts
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36
Differences between cross validation and bootstrapping to estimate the prediction error
21
Benefits of using genetic algorithm
18
Bootstrap vs. permutation hypothesis testing
10
matrix %in% matrix
10
Genetic Algorithms Introduction

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