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Quantitative Finance
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Felix's user avatar
Felix's user avatar
Felix
  • Member for 11 years
  • Last seen more than 4 years ago
  • Zurich, Switzerland
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About

I work in asset allocation of multi asset class mandates. I also develop econometric models.

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Top posts
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question
13
Portfolios from Sorts
Dec 9, 2013
answer
8
On learning the bayesian approach to portfolio optimization
Jan 27, 2015
answer
5
Efficient Markets Paradox
Sep 8, 2014
answer
4
Black-Litterman: Why should the views be independent of each other?
Feb 5, 2015
answer
4
Art market specificities
Aug 25, 2014
answer
4
Black-Litterman, how to choose the uncertainty in the views $\Omega$ for smooth transitions from prior to posterior
Jan 20, 2015
answer
4
How do different methods and techniques used in pairs trading compare?
Dec 27, 2013
answer
4
Applications of Fourier theory in trading
Jul 28, 2014
answer
3
Sampling problem in portfolio optimization
Apr 14, 2014
answer
3
Budget Constraint in Sharpe Ratio Optimization
Apr 16, 2014
Top network posts
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42
How was Avogadro's number first determined?
28
Contributions to chemistry from medieval Arabia
26
How did group theory enter quantum mechanics?
25
Hilbert's reaction to Gödel's incompleteness theorems
25
How did German become the language of science?