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The stock market is a metaphor for life: "How to survive in a stochastic environment?"

I am proud member of the Bachelier Finance Society: http://www.bachelierfinance.org


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awarded  Popular Question
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reviewed Approve suggested edit on Is the volatility for these two SDEs the same
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comment Relationship between Beta and Standard Deviation
A warm welcome to Quant.SE and thank you for your question! If you find the answers helpful please upvote them and accept one of them. Thank you and looking forward to interacting with you more in the future :-)
1d
reviewed Approve suggested edit on Is the value also log-normally distributed?
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answered Relationship between Beta and Standard Deviation
Nov
16
comment Black litterman model
wikipedia is your friend: en.wikipedia.org/wiki/Black%E2%80%93Litterman_model
Nov
5
comment Black scholes text book
A Warm Welcome to Quant.SE :-) If you find these answers helpful please upvote them and consider to accept one of them. Looking forward to having you as an active member of this vibrant community :-)
Nov
4
revised Black scholes text book
added 2 characters in body; edited tags
Nov
4
answered Black scholes text book
Oct
27
comment How is stock data objectively different to this random walk?
Hello Mark! Welcome to Quant.SE. Hope that the answers are useful for you. If you find them helpful please free to upvote them and accept one of them. Thank you and looking forward to future interactions with you here :-)
Oct
26
comment How is stock data objectively different to this random walk?
Yes and no: In general you are of course right but financial markets can be in different regimes. When you only take 250 trading days selectively it could well be that they are mainly from a "normal" regime. In fact you could model financial time series and their stylized facts with a mixture of 2 to 4 Gaussian distributions quite well.
Oct
26
answered How is stock data objectively different to this random walk?
Oct
24
comment PerformanceAnalytics and Annual Charting
Could you give the reference or be a little bit more specific what these different blocks represent?
Oct
22
revised How to calculate the most realistic historical option prices with additional publicly available parameters
added 3 characters in body
Oct
22
revised Papers about backtesting option trading strategies
added 3 characters in body
Oct
22
awarded  Popular Question
Oct
13
comment Is there anyone still using Markowitz modern portfolio theory?
+1: I see it the same way...
Oct
7
comment Is linear programming important for quant?
Welcome to Quant.SE! Thank you for this question. If you find the answers helpful it would be great if you upvoted them and accepted one of them :-)
Oct
7
awarded  Nice Answer
Oct
6
comment Is linear programming important for quant?
+1 for covering the P part, see my answer for the Q part :-)