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Ralph Winters's user avatar
Ralph Winters's user avatar
Ralph Winters's user avatar
Ralph Winters
  • Member for 13 years, 2 months
  • Last seen more than 1 year ago
7 votes

Cluster analysis vs PCA for risk models?

6 votes

Keeping a track record honest

6 votes

When to shut down a trend following strategy?

5 votes

Methods for pricing options

5 votes
Accepted

better estimator of volatility for small samples

4 votes

Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones?

4 votes

Time-series similarity measures

4 votes

Seeking Historical Non-Finance Datapoints for Backtesting

3 votes

How do you correct Max Draw-Down for auto-correlation?

2 votes

Using Black-Scholes equations to "buy" stocks

2 votes

How to compute momentum from equity time series?

1 vote

Dumb question : under the assumption of the normal distribution and using log return stationarity

1 vote

Is there a performance measure for the entire efficient frontier?

0 votes

Right way to standardize price based features across different stocks for supervised learning

0 votes

What's the point of resampling?

0 votes

How can I optimize a Bond Portfolio in Practice?

0 votes

How to conduct Monte Carlo simulations to test validity of Black Scholes for a specific option?

0 votes

How would one price a "credit event binary option"?