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develarist's user avatar
develarist's user avatar
develarist
  • Member for 4 years, 11 months
  • Last seen more than 3 years ago
  • South Carolina, USA
11 votes
Accepted

What does the concept "standard Markowitz approach" include?

6 votes
Accepted

Closed-form analytical solution for Markowitz efficient portfolio without short-selling

6 votes

What are the most crucial research areas currently in quantitative finance/interesting subfields?

5 votes

What is stopping me from using high leverage on high Sharpe strategies?

5 votes
Accepted

Widely accepted methods for coming up with the co-variance matrix of assets?

4 votes
Accepted

Methods for superior estimates of returns in m.v. portfolio optimization

4 votes

Basics of trading strategy development

4 votes

Tangency portfolio with two additional constraints so that portfolio weights are unconstrained

3 votes

MLFinLab package for financial machine learning from Hudson and Thames

3 votes
Accepted

What are the advantages of $EVaR$ over $CVaR$?

3 votes

Efficient frontier doesn't look good

3 votes
Accepted

Starting Point for understanding Financial Theory for a Statistician

3 votes

Regularizers to compute Minimum Variance Portfolio weights

3 votes

Why do Factor Models set up their factors differently from regression?

3 votes

Adjusting volatility while constructing portfolio

2 votes

Is a more robust Covariance estimation possible?

2 votes

Sign retention in mean variance optimization

2 votes

Why am I getting nan returns from PyPortfolioOpt package

2 votes

step by step calculation of the sharpe ratio

2 votes
Accepted

Why is Portfolio Theory not using the distribution of portfolio returns

2 votes

Order anticipation

2 votes

Negative Beta and CAPM

2 votes

Backtesting with Level 2 depth of book

2 votes

how to construct a diversified portfolio based on correlation

2 votes
Accepted

Do the weights of the exponentially weighted moving average (EWMA) have to sum to 1?

2 votes

How to add the effect of skewness in the portfolio optimisation objective function?

2 votes
Accepted

Ridge and Quadratic Programming for Portfolio Norm Optimization

2 votes

Ideas for calculating Accumulation/distribution and buying selling/pressure

1 vote

Tactical Investment Algorithms

1 vote
Accepted

Portfolio vs individual security Sharpe and Sortino ratios