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Aug
7
revised What is the ideal ratio of in-sample length to out-of-sample length?
changed title to question
Aug
7
revised How do I estimate convergence in monte carlo methods?
Changed title to question.
Aug
7
revised What are some quantitative approaches to value investment?
Changed title to question
Aug
7
revised What time are Bloomberg Open Symbology Files updated daily?
Changed title to question
Aug
7
revised Are there any brokerages which use URL-based web APIs?
Changed title to question
Aug
7
awarded  Citizen Patrol
Aug
7
comment Could the Implied Volatility distribution change again?
It is not just the shape of the implied volatility curve that changed after the crash, but rather the physical distribution of stock prices. Options prices adjusted to reflect the new reality. Presumably, if the stock price distribution changed again, options prices would change as well. However, all this is speculation, and I believe this question is not in scope, as it is not a practical, answerable question.
Aug
5
comment What are some quantitative approaches to value investment?
@taesung-shin, thanks for the question. If you like the answer, you can accept it by clicking the check mark.
Aug
5
revised What are some quantitative approaches to value investment?
Corrected spelling/grammar, added tags.
Aug
5
answered What are some quantitative approaches to value investment?
Aug
5
awarded  Revival
Aug
5
revised What are some simple algorithms for hedging vanilla bonds?
linked to book
Aug
5
revised What are some simple algorithms for hedging vanilla bonds?
fixed grammar, added tags
Aug
5
answered What are some simple algorithms for hedging vanilla bonds?
Aug
4
comment How do I graphically represent the evolution of a covariance matrix over time?
you may be right that SNA could one day prove useful in finance, but I'm really not sure that this particular application (my question) is such a case. Your answer strikes me somewhat as falling under the saying, "to someone with only a hammer, everything looks like a nail." Nevertheless, I encourage you to post your own question asking whether SNA is useful in finance.
Aug
4
revised What methods do I need to learn in order forecast asset price movements?
fixed spelling, removed extraneous information, added/removed tags (question not actually about options)
Aug
4
awarded  Organizer
Aug
4
revised How do I calculate the skewness of a portfolio of assets?
fixed grammar and spelling, added tags
Aug
4
revised How do I graphically represent the evolution of a covariance matrix over time?
fixed grammar and spelling, eliminated repetitiveness
Aug
4
comment How do I graphically represent the evolution of a covariance matrix over time?
Interesting idea. Do you have any references of how it can be adapted to correlation analysis?