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ZAxisMapping
  • Member for 11 years, 4 months
  • Last seen more than a month ago
22 votes

Video lectures and presentations on quantitative finance

14 votes
Accepted

Random matrix theory (RMT) in finance

14 votes

Switching from Matlab to Python for Quant Trading and Research

13 votes

What exactly is meant by "microstructure noise"?

12 votes

Innovative ways of visualizing financial data

11 votes

Why does the minimum variance portfolio provide good returns?

10 votes
Accepted

Is there a standard method for quantifying mean-reversion for use in directional trading?

8 votes

How do macro funds manage risk and model asset returns? Do they use factor models?

6 votes

Links to the risk model methodologies of the major providers?

5 votes
Accepted

Should I use currency hedged or unhedged returns for a global equity allocation model?

4 votes

How can I select the least correlated portfolio of assets?

4 votes

How do I graphically represent the evolution of a covariance matrix over time?