vonjd

6,289 reputation

1658

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

	6,289 reputation	bio	website		visits	member for	2 years, 3 months
1658 badges		location	Frankfurt, Germany		seen	12 hours ago

114 Posts

May 17	answered	What's the first time-integral of price called?
May 6	answered	How to test the efficiency of Exponential Moving Averages as a trading startegy?
May 5	answered	How to implement Maximum Diversification in R?
Apr 26	answered	Time Varying Volatility
Apr 24	answered	How to simulate correlated Geometric brownian motion for n assets?
Apr 24	answered	In Black-Scholes, why is $\log{\frac{S_{t+\triangle t}}{S_t}} \sim \phi{((\mu - \frac{1}{2}\sigma^2)\triangle t, \sigma^2 \triangle t)}$?
Apr 15	answered	How do you know if if an option is priced correctly?
Mar 23	answered	Black-Scholes and Fundamentals
Mar 20	answered	Endogeniety of Black-Scholes
Mar 19	asked	Examples of investable factors via factor funds/ETFs
Mar 11	answered	Predict Market Direction, What is forecastable/unforecastable?
Mar 10	answered	Volatility pumping in practice
Feb 26	answered	Applications of Fourier theory in trading
Jan 29	answered	What are the options for a mathematician to break into QF without working for a fund?
Jan 27	asked	Topological methods in finance
Jan 23	answered	How can I quantitatively test the validity of momentum indicators?
Jan 22	asked	Overview of software companies in the industry
Jan 21	answered	The Basis of Using Technical Indicators as Inputs
Jan 17	answered	Tools in R for estimating time-varying copulas?
Jan 15	answered	What are the advantages/disadvantages of these approaches to deal with volatility surface?