Quantitative Finance
Tim Wilding's user avatar
Tim Wilding's user avatar
Tim Wilding's user avatar
Tim Wilding
  • Member for 5 years, 4 months
  • Last seen more than a month ago
Profile Activity
Stats
1,386
reputation
44k
reached
41
answers
0
questions
Communities
Badges
View all badges
This user doesn’t have any gold badges yet.
5
silver badges
8
bronze badges
Top tags
View all tags
25
Score
6
Posts
15
Posts %
21
Score
7
Posts
17
Posts %
16
Score
5
Posts
12
Posts %
15
Score
4
Posts
10
Posts %
15
Score
4
Posts
10
Posts %
12
Score
5
Posts
12
Posts %
Top posts
View all questions and answers
All Questions Answers
Score Newest
answer
7
Interpreting the coefficients of Fama-MacBeth regression
Mar 27, 2018
answer
6
Are Fama French Factors market neutral?
Feb 19, 2020
answer
6
characteristics of factor portfolios
Nov 4, 2021
answer
5
CAPM and Beta: problem with regression (Beta is too low yet statistically significant?)
Jun 1, 2020
answer
5
Question about quadratic form of f* in the Continuous Kelly Criterion
Oct 24, 2018
answer
5
What is the industry standard way of calculating and annualizing performance metrics?
Jun 20, 2018
answer
4
How can I find the portfolio with maximum Sharpe Ratio - Using Lagrange Multipliers
Apr 6, 2018
answer
4
Struggling with tau in Black-Litterman
Jul 25, 2018
answer
3
Annualising Data
Jul 30, 2018
answer
3
Comparing two regressions that differ by a few data points
Aug 14, 2018

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.