User Ralph Winters

7 votes

Cluster analysis vs PCA for risk models?

answered Mar 18, 2011 at 16:44

6 votes

Keeping a track record honest

answered Mar 20, 2011 at 15:56

6 votes

When to shut down a trend following strategy?

answered Mar 18, 2011 at 15:57

5 votes

Methods for pricing options

answered Mar 11, 2011 at 22:46

5 votes

Accepted

better estimator of volatility for small samples

answered Mar 31, 2011 at 13:37

4 votes

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

answered Apr 10, 2011 at 17:03

4 votes

Time-series similarity measures

answered Mar 30, 2011 at 15:45

4 votes

Seeking Historical Non-Finance Datapoints for Backtesting

answered Mar 18, 2011 at 19:21

3 votes

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

answered Feb 28, 2011 at 19:12

2 votes

Using Black-Scholes equations to "buy" stocks

answered Mar 19, 2011 at 15:10

2 votes

How to compute momentum from equity time series?

answered Mar 1, 2011 at 21:50

1 vote

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

answered Apr 29, 2022 at 19:35

1 vote

Is there a performance measure for the entire efficient frontier?

answered May 5, 2022 at 19:00

0 votes

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

answered Apr 22, 2022 at 16:00

0 votes

What's the point of resampling?

answered Apr 24, 2022 at 18:09

0 votes

How can I optimize a Bond Portfolio in Practice?

answered Apr 29, 2022 at 14:11

0 votes

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

answered Mar 28, 2011 at 15:46

0 votes

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

answered Mar 10, 2011 at 17:05

Stack Exchange Network

18 Answers

Cluster analysis vs PCA for risk models?

Keeping a track record honest

When to shut down a trend following strategy?

Methods for pricing options

better estimator of volatility for small samples

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

Time-series similarity measures

Seeking Historical Non-Finance Datapoints for Backtesting

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

Using Black-Scholes equations to "buy" stocks

How to compute momentum from equity time series?

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

Is there a performance measure for the entire efficient frontier?

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

What's the point of resampling?

How can I optimize a Bond Portfolio in Practice?

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

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