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Today morning I ended up spending an hour or so browsing through some quant-finance related blogs. Not surprisingly most of them were dealing with active trading strategies rather than pricing derivatives. There are a lot of lone warriors out there who after 8-10 hours of drudgery (often in a non finance related field) go home to tend to their own small portfolio.

As often mentioned in comments etc. the modern quant does more than just pricing. Perhaps an even larger number does alpha-research or portfolio management.

Seeing how we (hopefully) have the know-how do you think private-trades could benefit from this site ? (this is more of a meta-type question. But again I post it here until awareness of met is high enough. I am also aware that it is opinion based.)

I am asking this bcause we mostly get general pricing questions on how to implement certain models etc. Wouldn't question concernings the mecahnics of certain porfolio management and trading strategies be nice for a change ? (Also in the light of the fact that there are as many quants doing fund mangement etc. as there pricing derivatives)

Perhaps I am just naive (as is often the case)

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  • $\begingroup$ Please don't cross-post between meta and the site. $\endgroup$ – SRKX May 29 '14 at 9:56
  • $\begingroup$ I know !! but no one reads meta !! Thus I post it on the main site to make people see it !! - I will delete the post on the main site after a couple of days. Like I did with some earlier questions. $\endgroup$ – Probilitator May 29 '14 at 10:05
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Quantitative Portfolio Management is clearly on-topic here. Two year's ago we even had "Asset Allocation" as a topic of the week.

However, the goal of the site is to address professionals, which we struggle to do, probably because a lot of questions are basic.

Pricing questions are most common because they are the one asked in academy, so most students would be asking about it here.

Less quantitative portfolio management questions for should be asked on Money SE.

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  • $\begingroup$ if I understand you correctly however quantitative trading and management questions are welcome. Thus if people were looking for how to back-test properly or how apply some statistical method in a trading context we would be a possible place to turn for help correct ?? $\endgroup$ – Probilitator May 29 '14 at 10:09
  • $\begingroup$ I think addressing professionals might be a bit difficult. Most banks have quite large quant divisions and people will end up discussing most problems amongst themselves. Also how do you define "Professional" ? $\endgroup$ – Probilitator May 29 '14 at 10:10
  • $\begingroup$ Yes. But the question has to be put in context properly. It can't be something like "what strategy can I use to make money?" $\endgroup$ – SRKX May 29 '14 at 10:10
  • $\begingroup$ See this page, for our definition of professional and I disagree, we have some people quite famous contributing to this site anonymously in fact. $\endgroup$ – SRKX May 29 '14 at 10:12
  • $\begingroup$ Okey this I did not know. I also already assumed that questions like "what strategy can I use to make money?" are a no-go. However I was thinking about those lone guys learning the trade on there own in the after office hours. I think quant SE could really help this type of individual if they are going for a more quantiative approach for the private trading strategy. $\endgroup$ – Probilitator May 29 '14 at 10:15

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