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May
21
accepted Demonstration of Ito's correction term/lemma in binomial tree
May
19
revised How to fully replicate ADX + DI Indicators in Excel?
edited tags
May
19
comment Estimate simple option price without a calculator
possible duplicate of What are some useful approximations to the Black-Scholes formula?
May
19
answered Is R being replaced by Python at quant desks?
May
17
comment Why is volume a totally independent variable from price?
Well, I think he should explain how he arrives at this statement. But normally people doing technical analysis are not very rigorous types (otherwise they wouldn't do technical analysis ;-)
May
15
comment What should I put on a math finance cheat sheet?
Please consider accepting one of the answers - Thank you
May
10
awarded  Popular Question
May
10
comment What are the main market anomalies/inefficiencies detected in quantitative finance?
You can find my answer John is referring to here: quant.stackexchange.com/a/15959/12
May
8
comment What are the main market anomalies/inefficiencies detected in quantitative finance?
Sorry but this doesn't make sense! Fama is in fact one of the most prominent advocates of the EMH! His factors like value or size are additional risk factors where investors get compensated for holding those risks! It would be same if you said beta is an anomaly because some people earn more than others when they hold more beta...
May
8
comment What are the main market anomalies/inefficiencies detected in quantitative finance?
Could you define what you mean by "anomaly"?
May
4
awarded  Favorite Question
May
2
accepted New ways of communicating risk
Apr
30
comment New ways of communicating risk
+1: Very interesting, thank you!
Apr
29
comment New ways of communicating risk
@vanguard2k: It is e.g. in the link I provided under criticism: en.wikipedia.org/wiki/Value_at_risk#Criticism
Apr
29
asked New ways of communicating risk
Apr
27
accepted Braess's paradox in quantitative finance: When optionality leads to lower value…?
Apr
26
comment Braess's paradox in quantitative finance: When optionality leads to lower value…?
when you say "unlikely" do you mean "still possible" or "impossible"?
Apr
26
revised Braess's paradox in quantitative finance: When optionality leads to lower value…?
added 15 characters in body
Apr
26
asked Braess's paradox in quantitative finance: When optionality leads to lower value…?
Apr
21
comment Distribution of running maximums of a log normal process
A very warm welcome to Quant.SE! What do you mean by "running maxima"? (maxima is the plural of maximum.)