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1d
accepted New ways of communicating risk
Apr
30
comment New ways of communicating risk
+1: Very interesting, thank you!
Apr
29
comment Who is to blame for the flash crash?
@LazyCat: Could you give reasons? I think this is an interesting question because it is quite a relevant topic in quant finance.
Apr
29
comment New ways of communicating risk
@vanguard2k: It is e.g. in the link I provided under criticism: en.wikipedia.org/wiki/Value_at_risk#Criticism
Apr
29
asked New ways of communicating risk
Apr
27
accepted Braess's paradox in quantitative finance: When optionality leads to lower value…?
Apr
26
comment Braess's paradox in quantitative finance: When optionality leads to lower value…?
when you say "unlikely" do you mean "still possible" or "impossible"?
Apr
26
revised Braess's paradox in quantitative finance: When optionality leads to lower value…?
added 15 characters in body
Apr
26
asked Braess's paradox in quantitative finance: When optionality leads to lower value…?
Apr
21
comment Distribution of running maximums of a log normal process
A very warm welcome to Quant.SE! What do you mean by "running maxima"? (maxima is the plural of maximum.)
Apr
19
accepted How are cryptography and speech recognition technology applied to forecasting financial markets?
Apr
12
comment Can you use a t-test on bootstrapped Value at Risk (VaR) figures?
Is there any special reason why you unnaccepted my answer?
Apr
9
comment How can I create a public viewable stock market index?
+1 and a very warm welcome to Quant.SE :-)
Apr
9
comment Best written quantitative finance papers
A warm welcome to Quant.SE
Apr
9
comment building stocks screener using R and Quantmod
A warm welcome to Quant.SE. Could you tell us what you tried so far and where your concrete problems are?
Apr
9
comment Geometric Variance
+1 and a very warm welcome to Quant.SE :-)
Apr
9
comment Risk Neutrality Necessary for Dual Delta Calculation?
I concur with Bob: Please provide an example.
Apr
7
comment Why is rate of return on the stock normally distributed under GBM?
+1, perhaps you should add that the log of a log-normally distributed random variable is normally distributed, that log of a division is equal to the difference between the logs of both values and that the difference of two normally distributed random variables is again normally distributed.
Apr
7
comment Please give a step-by-step explanation on how to build a factor model
+1: Great answer, you deserve the bounty :-)
Apr
7
comment Please give a step-by-step explanation on how to build a factor model
@Richard: pbr142's answer is great, I upvoted it myself - he deserves the bounty!