Stanislaus Maier-Paape

RWTH Aachen

Prof. Maier-Paape has been teaching mathematics at the RWTH University Aachen, Germany, since 2001.

The research focus of his group is on quantitative finance, statistical analysis, modeling of mechanical trading systems, and portfolio theory for asset allocation.

Articles by Stanislaus Maier-Paape

Original research

Risk averse fractional trading using the current drawdown

In this paper, the fractional trading ansatz of money management, also called growth optimal trading, is reconsidered. Special attention is paid to the chance and risk parts of the goal function for the related optimization problem.

26 Jun 2018

Original research

Correctness of backtest engines

In this paper, the authors provide tools to test the correctness of backtest engines for setups with at most one entry and one exit.

20 Jun 2017