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Dirk Eddelbuettel's user avatar
Dirk Eddelbuettel's user avatar
Dirk Eddelbuettel's user avatar
Dirk Eddelbuettel
  • Member for 13 years, 4 months
  • Last seen more than 1 year ago
47 votes

What concepts are the most dangerous ones in quantitative finance work?

34 votes

Switching from C++ to R - limitations/applications

30 votes
Accepted

How 'High' is the frequency in HFT?

28 votes

What is the difference between volatility and variance?

22 votes

Usage of NoSQL storage in Finance

21 votes
Accepted

What C++ math libraries are typically used by quants?

19 votes

Which approach dominates? Mathematical modeling or data mining?

15 votes

Training set of tick-by-tick data?

14 votes
Accepted

QuantLib in industry

13 votes

What kind of basic framework or application do you use to run your trading algorithms?

12 votes
Accepted

Ways of treating time in the BS formula

10 votes
Accepted

Who cares about autocorrelation?

10 votes

Is there a way to estimate (predict) the half life of a quantitative trading system?

9 votes

What are the limitations of Gaussian copulas in respect to pricing credit derivatives?

9 votes

Is Scala used in trading systems

9 votes

How can an ETF outperform its benchmark index?

9 votes

How random are financial data series?

8 votes

Covariance for arbitrarily large portfolios

8 votes

Is variable binning a good thing to do?

8 votes
Accepted

How can I export intraday frequency data from Bloomberg and (how) is this procedure different than for lower frequencies?

8 votes

The option values are different from two r package - foptions,rquantlib

8 votes
Accepted

AmericanOptionImpliedVolatility - root not bracketed issue in QuantLib/R

7 votes

Statistical learning libraries

7 votes

What are the ensemble techniques to forecast returns?

7 votes
Accepted

Vanilla European options: Monte carlo vs BS formula

7 votes

using quantlib function in my c++ program

6 votes

Is there an all Java options-pricing library (preferably open source) besides jquantlib?

6 votes
Accepted

Multiple comparison problems

6 votes

knowing the order of GARCH model

6 votes
Accepted

Change periodicity on Rblpapi