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Quantitative Finance
Dave Harris
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106 Answers

Newest Activity Votes
10
Current industry standard for (active/passive) portfolio optimizations
Apr 3 '18 at 4:46
9
Why is Markowitz portfolio optimisation so popular considering it is worse than an equal weighted portfolio?
Jun 12 '17 at 17:40
8
What mathematical theory is required for high frequency trading?
Jun 17 at 5:19
5
Why (most) quants think that the risk-neutral measure should not be used for financial forecasting?
Nov 14 '17 at 0:21
4
Insoluble Enigma
Dec 12 '18 at 10:51
4
Implying risk-free rates using Put/Call parity
Nov 23 '17 at 22:33
4
Predict probability of returns: How does changing volatility affect the return pdf?
Jun 18 '17 at 6:51
4
What are some classical papers to read for a mathematician looking to get into quant finance?
May 31 '17 at 22:52
3
Condition expectation calculation examples and theory
May 28 at 15:17
3
Why does Kelly maximise $E[\log\space G]$ rather than simply $E[G]$?
Jan 8 at 18:21
3
What Process Does the Market Follow in the CAPM?
May 1 '18 at 1:01
3
Rate of convergence between price and value
Mar 1 '18 at 7:02
3
Portfolio returns with unequal asset return histories
Nov 12 '17 at 23:00
3
Covariance estimation: shrinkage, random matrix theory, what else?
Feb 17 '17 at 11:56
3
Is this realized “efficient” frontier reasonable?
Nov 26 '16 at 1:35
2
Transforming non-normally distributed interest rates for OLS regression
Jun 1 at 17:58
2
Why can we assume that asset return rates are normally (or lognormally) distributed?
May 21 at 20:50
2
Reducing pricing errors (Alpha) in the CAPM with Bitcoin
May 17 at 14:19
2
Financial Statement Analysis
May 6 at 10:58
2
bayes theorem probability Jar
Mar 23 at 2:46
2
Is there a robust way to calculate stock beta or factor exposure that's specific to crashes?
Feb 19 at 13:25
2
Why Good forecasting != Good trading?
Feb 12 at 5:37
2
Failing Jarque-Bera test but residuals looks normal on q-q plot and histogram
Feb 5 at 19:23
2
How did Dickey and Fuller know something was wrong?
Jan 14 at 22:53
2
Mean Variance optimization on hourly data with gaps
Jan 7 at 4:50
2
How can the Kelly Criterion be adjusted for making Angel Investment Decisions?
May 6 '18 at 20:26
2
Order Book Dynamics
Apr 24 '18 at 4:08
2
Central limit theorem and normality assumption of asset return distribution
Feb 20 '18 at 20:56
2
Modeling Long-Term Mean Reversion in Asset Returns
Feb 15 '18 at 6:03
2
Lévy alpha-stable distribution and modelling of stock prices.
Nov 10 '17 at 21:37
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