Quantitative Finance
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Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 8 years, 1 month
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Top posts (18)

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6 Itô diffusion processes in finance with unknown distribution at a terminal value Nov 28 '13
3 Leverage and Drawdown Apr 2 '16
3 Filtering smallest eigenvalues Jul 2 '18
3 Intuition behind Fama-French factors Feb 13 '16
3 Filtering smallest eigenvalues Jul 11 '18
2 shrinking covariance matrix for assets coming from different asset class Feb 3
2 Leverage and Drawdown Oct 17 '17
2 Theoretical Expected Maximum Drawdown vs Empirical Maximum Drawdown Sep 30 '20
2 Trading Ranges for Tactical Asset Allocation Apr 9 '20
2 Beta estimates of Regressions on AR(1) Process Apr 24 '20
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