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Feb
16
comment Model Validation Criteria
Apart from your point that all seems to be relative could you give some criteria that you think would be helpful in the context of quantitative trading (let's stick with the buy side for the sake of simplicity).
Feb
14
comment Is it wrong to use 'real world' probabilities for option valuation?
I agree: It is one of the dirty little secrets of the financial industry that in the end supply and demand again matter also for derivatives. +1
Feb
14
comment Model Validation Criteria
I especially like 4) and 5): +1
Feb
13
answered Model Validation Criteria
Feb
13
comment Is it wrong to use 'real world' probabilities for option valuation?
@Downvoter: It is good practice here to give a reason for the downvote - Thank you!
Feb
13
answered Is it wrong to use 'real world' probabilities for option valuation?
Feb
12
comment Is it possible to understand financial theory without mathematics?
@Anna: I haven't seen you before here, so a very warm welcome to you! What is your background? I see that you are located in Frankfurt. I am a professor in Aschaffenburg, near Frankfurt. If you would like to expand your quant network you can drop me a line here: h-ab.de/nc/eng/…
Feb
12
answered Is it possible to understand financial theory without mathematics?
Feb
1
answered probablity expiring in the money ..basic question
Jan
31
awarded  Yearling
Jan
31
reviewed Approve time-series tag wiki excerpt
Jan
27
reviewed Approve Local Volatility vs. Stochastic Volatility
Jan
27
revised How to remove outliers in financial times series?
added 280 characters in body
Jan
26
comment How to remove outliers in financial times series?
@user2763361 I totally concur, see my answer below.
Jan
26
answered How to remove outliers in financial times series?
Jan
3
reviewed Approve Optimization: Factor model versus asset-by-asset model
Jan
3
awarded  Favorite Question
Dec
29
reviewed Approve Multilayer Perceptron (Neural Network) for Time Series Prediction
Dec
29
reviewed Approve How to prove price of Asian option under geometric averaging is cheaper than a European call?
Dec
29
reviewed Approve Pairs trading: Question on non-negative profits, size of the positions and trading signals