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Richard Herron

Boston, MA, United States

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Top Questions
113 votes

Get last "column" after .str.split() operation on column in pandas DataFrame

python string pandas split asked Sep 20, 2012 at 1:24
stackoverflow.com

87 votes

How to quickly form groups (quartiles, deciles, etc) by ordering column(s) in a data frame

r sorting dataframe asked Nov 8, 2010 at 17:29
stackoverflow.com

57 votes

Automatically scale big and small graphics for beamer presentations

beamer graphics asked Feb 24, 2011 at 16:23
tex.stackexchange.com

42 votes

Standard error clustering in R (either manually or in plm)

r panel-data standard-error fixed-effects-model clustered-standard-errors asked Apr 27, 2011 at 2:34
stats.stackexchange.com

38 votes

Log out other user w/o first switching to that user

terminal user-account logout asked Oct 27, 2010 at 0:21
apple.stackexchange.com

28 votes

How to use subscripts in ggplot2 legends [R]

r ggplot2 asked Jun 1, 2011 at 14:18
stackoverflow.com

22 votes

How are distributions for tail risk measures estimated in practice?

risk probability estimation var expected-return asked Feb 4, 2011 at 19:14
quant.stackexchange.com

18 votes

Where to find Greeks for futures to form delta-hedged futures portfolio of S&P 500 index/futures

futures hedging delta-neutral index asked Feb 14, 2011 at 15:23
quant.stackexchange.com

18 votes

Problem with enumerate package in beamer class

beamer lists enumerate asked Sep 24, 2010 at 18:38
tex.stackexchange.com

17 votes

Aggregate by week in R

r aggregate zoo asked Nov 29, 2010 at 23:45
stackoverflow.com

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Top Answers
59
Automatically scale big and small graphics for beamer presentations
tex.stackexchange.com

35
How does the "risk-neutral pricing framework" work?
quant.stackexchange.com

34
Techniques for finding near duplicate records
stackoverflow.com

23
Has high frequency trading (HFT) been a net benefit or cost to society?
quant.stackexchange.com

23
Fitting an exponential model to data
stats.stackexchange.com

18
How to update summary when using NeweyWest?
stackoverflow.com

15
Why are GARCH models used to forecast volatility if residuals are often correlated?
quant.stackexchange.com

14
Control for bid/ask bounce in high-frequency trade data?
quant.stackexchange.com

14
Why is there no "meta-model"?
quant.stackexchange.com

14
What is the "delta" option quoting convention about?
quant.stackexchange.com

14
What type of analysis is appropriate for assessing the performance time-series forecasts?
quant.stackexchange.com

13
Split a vector into chunks
stackoverflow.com

13
Is there any theoretical basis for pattern-recognition strategies?
quant.stackexchange.com

12
Gram-Schmidt orthogonalization
stackoverflow.com

12
data on historical stock price of bankrupt companies
quant.stackexchange.com

12
How do I reproduce the cross-sectional regression in "Intraday Patterns in the Cross-section of Stock Returns"?
quant.stackexchange.com

11
Using linear regression on (lagged) returns of one stock to predict returns of another
quant.stackexchange.com

11
Generating random samples from a custom distribution
stats.stackexchange.com

10
What is the unit of the Distance to Default measure?
quant.stackexchange.com

10
Standard error clustering in R (either manually or in plm)
stats.stackexchange.com

10
How to perform risk factor calculation?
quant.stackexchange.com

10
Deterministic interpretation of stochastic differential equation
quant.stackexchange.com

9
Is Conditional Value-at-Risk (CVaR) coherent?
quant.stackexchange.com

9
How to include a Percent Symbol in an xtable caption using Sweave in R
stackoverflow.com

9
UNIX Importing LARGE csv into SQLite
stackoverflow.com

9
Calculate Returns over Period of Time
stackoverflow.com

9
Are two identical time series cointegrated?
quant.stackexchange.com

9
Using Black-Scholes equations to "buy" stocks
quant.stackexchange.com

8
How to prevent linebreaks after \subsection or \section
stackoverflow.com

8
Non Linear Integer Programming
stackoverflow.com

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