Quantitative Finance
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steveo'america
  • Member for 4 years, 7 months
  • Last seen more than 1 year ago
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About

Just another guy working for a big company.

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Top posts
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All Questions Answers
Score Newest
answer
5
Method to combine trading signals to achieve higher sharpe
Jan 19, 2018
answer
4
Sharpe Ratio : why the normalization factor?
Jan 19, 2018
answer
4
What is the disadvantage using the edge ratio?
Jul 29, 2020
answer
3
Contribution of an asset's variance to portfolio variance
Nov 12, 2020
answer
3
Is positive skewness preferences rational or irrational?
Jul 5, 2018
answer
2
Portfolio Allocation given Sharpe Ratio
May 16, 2018
answer
2
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, 2018
answer
2
Market Portfolio Optimization
Jan 23, 2019
answer
2
Mathematical proof that the covariance between two portfolios is $w_A^\top\Sigma w_B$
Nov 19, 2020
answer
2
Statistical methodology for proving the stability in time of asset allocation weights
May 4, 2021
Top network posts
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7
What is the distribution of the (arbitrarily) weighted Maximum Likelihood Estimator?
7
Logistic function with a slope but no asymptotes?
6
how to generate SQL from dbplyr without a database connection?
5
How to perform over-dispersion test where null is quasi-Poisson
5
What is the distribution of a bivariate normal component conditional on the max of the other component?

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