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Richard Herron

Boston, MA, United States

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Top Questions
59 votes

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

r sorting dataframe asked Nov 8 '10 at 17:29
stackoverflow.com

52 votes

Automatically scale big and small graphics for beamer presentations

beamer graphics asked Feb 24 '11 at 16:23
tex.stackexchange.com

39 votes

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

python string pandas split asked Sep 20 '12 at 1:24
stackoverflow.com

30 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 '11 at 2:34
stats.stackexchange.com

27 votes

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

terminal user-account logout asked Oct 27 '10 at 0:21
apple.stackexchange.com

24 votes

How to use subscripts in ggplot2 legends [R]

r ggplot2 asked Jun 1 '11 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 '11 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 '11 at 15:23
quant.stackexchange.com

16 votes

Aggregate by week in R

r aggregate zoo asked Nov 29 '10 at 23:45
stackoverflow.com

15 votes

Tips and tricks to tightly couple LaTeX paper and Beamer presentation

beamer workflow asked May 14 '12 at 13:40
tex.stackexchange.com

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Top Answers
49
Automatically scale big and small graphics for beamer presentations
tex.stackexchange.com

33
Techniques for finding near duplicate records
stackoverflow.com

25
How does the “risk-neutral pricing framework” work?
quant.stackexchange.com

22
Has high frequency trading (HFT) been a net benefit or cost to society?
quant.stackexchange.com

20
Fitting an exponential model to data
stats.stackexchange.com

16
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
What type of analysis is appropriate for assessing the performance time-series forecasts?
quant.stackexchange.com

13
Control for bid/ask bounce in high-frequency trade data?
quant.stackexchange.com

13
What is the “delta” option quoting convention about?
quant.stackexchange.com

13
Why is there no “meta-model”?
quant.stackexchange.com

12
Gram-Schmidt orthogonalization
stackoverflow.com

12
Split a vector into chunks in R
stackoverflow.com

12
Is there any theoretical basis for pattern-recognition strategies?
quant.stackexchange.com

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

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

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

10
How do I reproduce the cross-sectional regression in “Intraday Patterns in the Cross-section of Stock Returns”?
quant.stackexchange.com

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

10
Using linear regression on (lagged) returns of one stock to predict returns of another
quant.stackexchange.com

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

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

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

9
UNIX Importing LARGE csv into SQLite
stackoverflow.com

9
Calculate Returns over Period of Time
stackoverflow.com

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

8
Non Linear Integer Programming
stackoverflow.com

8
Standard error clustering in R (either manually or in plm)
stats.stackexchange.com

8
Is Conditional Value-at-Risk (CVaR) coherent?
quant.stackexchange.com

7
Why does the VIX index have *any* correlation to the market?
quant.stackexchange.com

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