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11,007
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91/100 score
21/20 answers
Badges
3 34 85
Impact
~346k people reached

May
21
accepted Demonstration of Ito's correction term/lemma in binomial tree
May
2
accepted New ways of communicating risk
Apr
27
accepted Braess's paradox in quantitative finance: When optionality leads to lower value…?
Apr
19
accepted How are cryptography and speech recognition technology applied to forecasting financial markets?
Mar
14
accepted Tools/R code for predicting Dragon-Kings
Feb
24
accepted Black Scholes: How does it help to transform uncertainty and still not be able to calculate a fair price?
Dec
22
accepted Optimal trading strategy in toy world of simple Hidden Markov model with Gaussians
Aug
3
accepted Worked examples of applying Ito's lemma
Jun
10
accepted Quant teams predicting the World Cup
Aug
6
accepted Measuring and proxies for leverage in the financial system
Apr
11
accepted Topological methods in finance
Mar
21
accepted Examples of investable factors via factor funds/ETFs
Jan
23
accepted Overview of software companies in the industry
Dec
26
accepted Is Arithmetic Return Bias Basis of Low Vol Anomaly?
Dec
24
accepted Most natural generalization of covariance/correlation to model dependence of extreme events
Nov
21
accepted When gains are made: Overnight or during trading hours? What is the connection to volatility?
Oct
24
accepted Connections between random walk and heat equation (Material for ~)
Apr
10
accepted How to calculate the most realistic historical option prices with additional publicly available parameters
Apr
4
accepted Constructing an approximation of the S&P 500 volatility smile with publicly available data
Jan
10
accepted One dimensional analog of cleansing a correlation matrix via random matrix theory