Quantitative Finance
steveo'america
  • wet coats
  • Member for 3 years, 8 months
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Just another guy working for a big company.

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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
4 What is the disadvantage using the edge ratio? Jul 29 '20
3 Contribution of an asset's variance to portfolio variance Nov 12 '20
3 Is positive skewness preferences rational or irrational? Jul 5 '18
2 Portfolio Allocation given Sharpe Ratio May 16 '18
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 '18
2 Market Portfolio Optimization Jan 23 '19
2 Mathematical proof that the covariance between two portfolios is $w_A^\top\Sigma w_B$ Nov 19 '20
2 Statistical methodology for proving the stability in time of asset allocation weights May 4
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