Quantitative Finance
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steveo'america

Just another guy working for a big company.

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  • wet coats
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5 Method to combine trading signals to achieve higher sharpe Jan 19 '18
4 Sharpe Ratio : why the normalization factor? Jan 19 '18
3 Is positive skewness preferences rational or irrational? Jul 5 '18
2 Portfolio Allocation given Sharpe Ratio May 16 '18
2 Market Portfolio Optimization Jan 23 '19
1 p-value of Sharpe Ratio Differences Jan 19 '18
1 Many quants optimize sharpe ratios, sortino ratios, or anything of the form A/B. What about maximizing something of the form (AB)/(CD)? May 25 '18
0 Can the dependent samples t test be used for this problem? Jun 25 '18
0 Deriving the long-horizon predictive regression and hypothesis testing Jul 19 '18
0 The possible preferences of investors for higher than first 2 moments of return distribution? Jul 25 '18
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