Quantitative Finance
Jerem Lachkar's user avatar
Jerem Lachkar's user avatar
Jerem Lachkar's user avatar
Jerem Lachkar
  • Member for 1 year, 4 months
  • Last seen more than a week ago
  • Paris
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220
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8
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22
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3
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33
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2
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22
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11
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11
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Top posts
All Questions Answers
Score Newest
question
3
Mixing Max Drawdown and Sharpe Ratio in a single utility function : is there a standard approach?
May 10
question
2
Standardized residual by GARCH model shows bimodal distribution, is it normal?
Apr 17
question
1
Why isn't the Sharpe Ratio computed on the cumulative return rather than return mean? [closed]
May 4
question
1
StatArb : Fourier transform to find the perfect factor?
Aug 3, 2022
question
1
GARCH on returns or on log-returns?
Jun 28
question
1
Technical Analysis Indicators as input of a LSTM Neural Network ? Need advices
Jul 21
answer
1
Which volatility measure would you use for intraday minute data?
May 11
question
0
VEC model on log prices, for random simulation?
May 24
question
0
Standard deviation of the difference between a time series and its EMA?
Nov 11, 2022
Top network posts
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14
Which is faster: multiple single INSERTs or one multiple-row INSERT?
8
Clone private git repo with dockerfile
6
Add layoutMargins to one element in a UIStackView
6
Add layoutMargins to one element in a UIStackView
6
Animation within arranged subview in uistackview "jumps"

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