Quantitative Finance
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Quantopik's user avatar
Quantopik's user avatar
Quantopik
  • Member for 11 years, 6 months
  • Last seen more than a month ago
  • Milano, MI, Italia
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About

BY DAY: quantitative risk manager @... Bank.

BY NIGHT: data scientist for fun, quant for passion & Linux user for love.

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Top posts
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All Questions Answers
Score Newest
question
11
What are the main market efficiency measures in the stock market?
May 1, 2015
answer
11
Have Goldman Sachs Quantitative Strategies Research Notes been published as a book or a comprehensive collection?
Jun 18, 2015
question
10
What's the meaning of the intercept in asset pricing model?
Jan 25, 2014
question
9
What are the main market anomalies/inefficiencies detected in quantitative finance?
May 8, 2015
question
7
Why are factor models so popular for risk analysis of portfolios?
May 5, 2014
question
7
What is the price pressure?
May 7, 2014
answer
7
Where can I get historical fundamental data for multiple companies in a single CSV file?
Apr 9, 2015
answer
6
Expert System for Credit Scoring
Jul 10, 2015
answer
6
References for PD / LGD estimates of low-default portfolios
May 6, 2015
answer
5
Actually benefiting from logistic regression to estimate probability of default
Feb 22, 2015
Top Meta posts
3
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3
Self-answering questions - acceptable on Quant or not?
Top network posts
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29
"installation of package 'FILE_PATH' had non-zero exit status" in R
13
What are "reverse dependencies" in R?
11
How to activate the hotkeys in Linux Debian 8 Jessie (Gnome 3 DE)?
10
What are the k-means algorithm assumptions?
9
R - Interpreting neural networks plot

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