Cross Validated
Sponsored by
Sponsored logo
Profile Activity
Network profile
357
reputation
1
10

Alex Craft

I'm interested in Finance, Investing and Option Pricing.

Building reliable, highly diversified and hedged portfolios.

Analysing data, presenting it in a nice visual way.

Turning idea into product quickly and efficiently.

Tags: Asset Pricing, Kelly Criterion, Monte Carlo Modelling, Stochastic Processes, Mechanical and Statistical Hedging, Tail Hedging, Algorithms and Machine Learning, Trading.

0
answers
18
questions
~2k
people reached
  • Sydney, New South Wales, Australia
  • apetrushin
  • al6x
  • al6x.com
  • Member for 4 years
  • 36 profile views
  • Last seen Feb 19 at 6:29

Communities (20)

Top network posts

Top tags (38)

Score 0
Posts 6
Posts % 33
Score 0
Posts 3
Score 0
Posts 3
Score 0
Posts 3
Score 0
Posts 3
Score 0
Posts 2
View all tags →

Top posts (18)

All Questions Answers
Votes Newest
11 Why is an unbiased random walk non-ergodic? Dec 19 '19
2 Why Pareto distribution has pointy head? How its symmetrical version looks like? Dec 7 '19
2 Can the temperature of neural network be used to calculate probability distribution? May 22 '19
2 Measure how good is the discrete approximation of continuous random process? Jan 9 '20
2 Differential Equation Prediction Model for Future Revenue Jun 4 '20
1 Past price data has predictive power, it's not 50/50 Jul 25 '20
1 How to fit Markov Chain on price time series? Jan 15 '20
1 Visualise high dimensional data - returns of n-asset portfolio as 2D plot, like heatmap? Feb 2 '20
1 Predict Probability Distribution with Neural Network or Monte Carlo May 22 '19
1 Robust sum of non-independent random variables Dec 7 '19
View all questions and answers →

Badges (11)

Gold

—

Silver

1

Rarest

Bronze

10

Rarest

View all badges →

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.