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May
28
answered Successfull applications of Chaos Theory in Quant Finance
May
23
comment When to use the real world drift and when the risk neutral one for a Monte-Carlo simulation?
@user12348: Yes, or cannot hedge at all.
May
23
comment When to use the real world drift and when the risk neutral one for a Monte-Carlo simulation?
@Probilitator: Thank you. I wouldn't rule that out, the markets are huge and there is a place for many diverse strategies out there!
May
23
comment Hidden Markov Models methods for selecting optimal number of states
Is there anything else we could do for you? Otherwise it would be great if you could accept the answer given - Thank you :-)
May
23
comment How to model hedge fund returns?
Is there anything else we could do for you? Otherwise it would be helpful if you accepted one of the answers - Thank you :-)
May
23
comment How to model hedge fund returns?
This only links to a log-in screen :-( But anyway: What is your point? You should extend your answer considerably! It is no good fit as it stands.
May
23
comment When to use the real world drift and when the risk neutral one for a Monte-Carlo simulation?
I think "risk-neutrality" is no less controversial...
May
23
answered When to use the real world drift and when the risk neutral one for a Monte-Carlo simulation?
May
19
comment Relationship between Large Cap and Small Cap Volatility
Cross-posted here: wilmott.com/messageview.cfm?catid=38&threadid=96826
May
19
reviewed No Action Needed Why is the Drawdown measure not used for portfolio optimization?
May
19
reviewed No Action Needed Which data service to buy for redistributable data?
May
19
reviewed Leave Open Forex brokers with free API compatible with Node.js
May
16
answered How to model hedge fund returns?
May
14
reviewed Reviewed What is the motivation for index benchmark?
May
14
reviewed No Action Needed Utility to download historical Implied Volatility data from Interactive Brokers?
May
14
reviewed Reviewed Beta arbitrage in CAPM
May
11
comment Are the sin, cos, tan functions used in some financial calculations?
But the initial conditions in Black Scholes lead to the normal distribution as a solution (i.e. not trig functions)!
May
8
reviewed Reviewed Why does regression capture differences in volatility?
May
8
reviewed No Action Needed Calculate correlation between two sub portfolios and the combined portfolio
May
8
reviewed Leave Open Adjusting open, highs and lows for past monthly stock prices?