Quantitative Finance
MichaelJ's user avatar
MichaelJ's user avatar
MichaelJ's user avatar
MichaelJ
  • Member for 11 years, 4 months
  • Last seen more than 1 year ago
  • New York, NY
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About

I work at a quant fund in NY.

I'm generally interested in statistical learning and optimization.

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Top posts
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answer
6
Do hedge fund trading desks use portfolio optimization?
Jun 30, 2014
answer
5
George Soros models
Dec 9, 2012
answer
5
Why shrink the covariance matrix?
Jun 10, 2014
answer
4
How do I find the most diversified portfolio, or least correlated subset, of stocks?
Jun 9, 2014
answer
3
Optimal trading strategy in toy world of simple Hidden Markov model with Gaussians
Jun 12, 2014
answer
3
Distribution of profit/loss for retail traders in FX
Jun 30, 2014
answer
3
How to better understand trading signals?
Jun 30, 2014
answer
2
What math concepts are used in designing volatility models
Nov 21, 2014
answer
2
What is an acceptable Sharpe Ratio for a prop desk?
Oct 9, 2015
answer
2
Determining optimal trading signals (buy/sell) from past data
Jun 12, 2014
Top network posts
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31
k-fold Cross validation of ensemble learning
11
When using glmnet how to report p-value significance to claim significance of predictors?
5
Time complexity of quadratic programming
5
How to select a subset of variables from my original long list in order to perform logistic regression analysis?