8,212 reputation
2367
bio website
location Aschaffenburg, Germany
age 44
visits member for 3 years, 2 months
seen 9 hours ago

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


1d
comment if technical analysis rules for predict stock prices is unique for all cases, why should we learn neural networks?
What do you mean by "all technical rules"?
Apr
14
comment How can the Wiener process be nowhere differentiable but still continuous?
@Ilya: It is always good to be careful, right ;-) Yet I think you described the trivial case of self-similarity. It is a little bit like which function is its own derivative? Well, the exp-function, right? But there is also a trivial case: f(x)=0... Yet this isn't very helpful when you try to solve a differential equation...
Apr
13
comment How can the Wiener process be nowhere differentiable but still continuous?
@user2069136: If one of the answers were helpful to you please accept one of them - Thank you :-)
Apr
11
reviewed Reject suggested edit on Are e-mini markets manipulated?
Apr
9
comment How can the Wiener process be nowhere differentiable but still continuous?
+1: I think the example of the absolute function is a good one!
Apr
9
answered How can the Wiener process be nowhere differentiable but still continuous?
Apr
7
comment Graduating Quantitative Finance (please don't move it to meta immidiately)
The question got closed on Area51 :-(
Apr
7
comment Graduating Quantitative Finance (please don't move it to meta immidiately)
+1: I feel the same way!
Apr
6
reviewed Approve suggested edit on Are e-mini markets manipulated?
Apr
4
comment What quant-related functionalities is R lacking compared to commercial software like Mathematica and Matlab?
I retracted my vote to close because as it now stands the question is a valid and interesting one.
Apr
4
revised What quant-related functionalities is R lacking compared to commercial software like Mathematica and Matlab?
edited title
Mar
28
revised Random matrix theory (RMT) in finance
deleted 32 characters in body
Mar
22
awarded  Notable Question
Mar
12
awarded  Nice Question
Mar
12
comment Why does it “say” portfolio diversification not suitable during market turmoil?
@bonCodigo: Not a problem. When you have more question: Happy to answer them. If these answers were helpful so far it would be nice if you could accept one of them :-) Thank you.
Mar
11
comment Why does it “say” portfolio diversification not suitable during market turmoil?
@BrianB: Thank you, I will try to find it and edit the post accordingly.
Mar
11
answered Why does it “say” portfolio diversification not suitable during market turmoil?
Mar
9
revised An alternative to the Gaussian distribution to describe/fit market stock returns
added 9 characters in body
Mar
9
answered An alternative to the Gaussian distribution to describe/fit market stock returns
Mar
7
awarded  Nice Answer