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Digests
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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