Alexey Kalmykov
  • Member for 10 years, 10 months
  • Last seen more than a month ago
17 answers
103 votes
20k views
166 bookmarks
Video lectures and presentations on quantitative finance
14 answers
91 votes
20k views
120 bookmarks
Innovative ways of visualizing financial data
6 answers
59 votes
27k views
62 bookmarks
How are correlation and cointegration related?
9 answers
58 votes
72k views
70 bookmarks
What are some useful approximations to the Black-Scholes formula?
7 answers
55 votes
6k views
45 bookmarks
Paradoxes in quantitative finance
8 answers
53 votes
27k views
55 bookmarks
Time-series similarity measures
5 answers
48 votes
9k views
50 bookmarks
How do I graphically represent the evolution of a covariance matrix over time?
3 answers
47 votes
17k views
48 bookmarks
How can we reverse engineer a market-making algorithm (HFT)?
12 answers
44 votes
6k views
32 bookmarks
Lévy alpha-stable distribution and modelling of stock prices.
12 answers
44 votes
29k views
45 bookmarks
Why does the minimum variance portfolio provide good returns?
9 answers
39 votes
19k views
33 bookmarks
What tools exist for order book analysis and visualization?
8 answers
37 votes
33k views
48 bookmarks
Digital Signal Processing in Trading
1 answers
35 votes
3k views
28 bookmarks
Is my trading strategy search methodology sound?
3 answers
32 votes
5k views
48 bookmarks
How do you mix quantitative asset allocation with qualitative views?
9 answers
32 votes
25k views
41 bookmarks
How should I store tick data?
4 answers
30 votes
10k views
22 bookmarks
Why do high frequency traders use rapidly cancelled limit orders?
11 answers
29 votes
5k views
31 bookmarks
Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones?
6 answers
27 votes
4k views
27 bookmarks
Most successful investors using academic-based framework?
5 answers
26 votes
14k views
24 bookmarks
Is the stock price process a martingale or a Markov process?
5 answers
25 votes
8k views
11 bookmarks
Why hold options when you can dynamically replicate their payoff?
2 answers
24 votes
3k views
20 bookmarks
How to quickly estimate a lower bound on correlation for a large number of stocks?
6 answers
24 votes
3k views
7 bookmarks
Setting the r in put-call parity?
3 answers
24 votes
4k views
13 bookmarks
Tools in R for estimating time-varying copulas?
4 answers
23 votes
7k views
11 bookmarks
The application of quantitative finance in sports betting
1 answers
22 votes
3k views
24 bookmarks
Portfolio optimization with monte carlo sampling from predictive distribution
5 answers
22 votes
9k views
19 bookmarks
Volatility pumping in practice
1 answers
22 votes
8k views
10 bookmarks
Skewness and Kurtosis under aggregation
4 answers
22 votes
9k views
4 bookmarks
data on historical stock price of bankrupt companies
2 answers
21 votes
1k views
13 bookmarks
Measuring Behavioral Finance Effects in Fund/Portfolio Manager Analysis
2 answers
21 votes
4k views
18 bookmarks
statistical arbitrage option overlay strategies / volatility trading