Richi Wa's user avatar
Richi Wa's user avatar
Richi Wa's user avatar
Richi Wa
  • Member for 11 years, 8 months
  • Last seen this week
42 votes
3 answers
33k views

How to build a factor model?

28 votes
6 answers
35k views

Applications of Fourier theory in trading

24 votes
2 answers
21k views

Discrete returns versus log returns of assets

23 votes
2 answers
2k views

What are reasons not to do factor investing in equity markets?

18 votes
2 answers
1k views

Stochastic modelling of derivatives on dividends

17 votes
2 answers
2k views

Copula models and the distribution of the sum of random variables without Monte Carlo

16 votes
2 answers
2k views

Real world application of stochastic portfolio theory

15 votes
1 answer
2k views

Optimization: Factor model versus asset-by-asset model

14 votes
1 answer
5k views

Which are useful applications of clustering in quantitative finance?

14 votes
1 answer
2k views

Cheatsheet/summary of financial laws and regulations

11 votes
1 answer
2k views

Minimum Variance and Minimum Tracking Error portfolio as second order cone program

11 votes
3 answers
10k views

How does Cornish-Fisher VaR (aka modified VaR) scale with time?

10 votes
2 answers
1k views

Empirical distribution function of overlapping time series data

9 votes
2 answers
10k views

Getting ETF data from google finance

9 votes
4 answers
1k views

Why should there be an equity risk premium?

9 votes
1 answer
7k views

Documentation of the ISDA CDS standard model

9 votes
1 answer
823 views

The optimization problem of the equal risk contribution portfolio

8 votes
1 answer
2k views

Expectation of maximum draw down in the Brownian motion case

7 votes
2 answers
698 views

Intuitive explanation of stochastic portfolio theory

7 votes
5 answers
4k views

Intuition behind Fama-French factors

7 votes
3 answers
247 views

Where to find good notations to teach investment portfolio maths?

7 votes
1 answer
2k views

Korean Bond futures market: is there a fundamental difference between 3yrs, 5yrs and 10yrs contracts?

7 votes
2 answers
2k views

Non-negative matrix factorization for factor analysis of stocks

7 votes
2 answers
2k views

Average correlation of index/portfolio

7 votes
0 answers
308 views

Applications of distance correlation

7 votes
1 answer
795 views

Benfords law and quantitative finance

7 votes
3 answers
3k views

Valuation of open FX-Forward

7 votes
0 answers
86 views

Quantitative and regulatory aspects of portfolio integration in IRB credit portfolios

6 votes
1 answer
891 views

Proof for non-positive semi-definite covariance matrix estimator

6 votes
1 answer
1k views

Stability of correlations and volatility