9,090 reputation
12879
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location Aschaffenburg, Germany
age 44
visits member for 3 years, 10 months
seen 1 hour 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


Oct
6
answered Is linear programming important for quant?
Oct
5
comment Which quantitative tools are actually used for hedging energy price and volume risk?
Dear colleague! Welcome to Quant.SE and thank you for your question. If the answer was helpful upvoting and accepting it is highly appreciated :-)
Oct
1
answered Which quantitative tools are actually used for hedging energy price and volume risk?
Sep
30
awarded  Explainer
Sep
25
revised Hidden Markov Model & Its Application
added 198 characters in body
Sep
24
awarded  Notable Question
Sep
21
comment Solving Black-Scholes PDE using Laplace transform
Welcome to Quant Stackexchange :-) Thank you for your interesting first question. If the answer was helpful you could upvote and accept it :-)
Sep
20
awarded  Necromancer
Sep
18
comment In what kind of stochastic process Ito's lemma is adopted?
This is a site for professional quants. Concerning this question: Wikipedia is your friend.
Sep
18
answered Solving Black-Scholes PDE using Laplace transform
Sep
18
revised Solving Black-Scholes PDE using Laplace transform
deleted 5 characters in body; edited title
Sep
8
comment Martingale Stock Prices
@Downvoter: It is good practice here to state a reason why you downvoted and/or give advice on how you think the answer could be improved - thank you!
Sep
1
comment When Fed stops QE, Treasury Futures will go down in price, so… LEAP Puts are a good idea?
@user1883050: Now you have your min. rep (I just upvoted your question :-)
Aug
25
awarded  Popular Question
Aug
17
awarded  Popular Question
Aug
7
awarded  Popular Question
Aug
3
accepted Worked examples of applying Ito's lemma
Jul
31
awarded  Popular Question
Jul
30
awarded  Notable Question
Jul
26
comment How to find optimal look back in quant trading models
@user2763361 The OP is not referring to indicators as such but to lookback lenghts of indicators (this is even the title of the question). Furthermore he is not talking about models that work for multiple lookbacks (you made this up) but about optimising lookback periods in the range of very long and very short (he mentions that explicitly). A model will not be finalized until you haven't decided on all parameters used (lookback period being one of them). So at best you are addressing a completely different question.