9,030 reputation
12878
bio website
location Aschaffenburg, Germany
age 44
visits member for 3 years, 9 months
seen 10 hours 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


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
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
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?
May
7
reviewed Reviewed Valuation of Cox-Ross-Rubinstein Model
May
7
reviewed Leave Open Where can i find tick data for futures contracts
Apr
11
reviewed Reject suggested edit on Are e-mini markets manipulated?
Apr
6
reviewed Approve suggested edit on Are e-mini markets manipulated?
Mar
5
reviewed Approve suggested edit on Which interest rate model for which product
Mar
3
reviewed Approve suggested edit on Linear-Boundary Crossing Problem for Brownian Motion
Mar
1
reviewed Approve suggested edit on Pre-trade evaluation and risk assessment of option trading strategies (in market practice)
Feb
28
reviewed Approve suggested edit on Sharpe Ratio, annualized monthly returns vs annual returns vs annual rolling returns?
Jan
31
reviewed Approve suggested edit on time-series tag wiki excerpt
Jan
27
reviewed Approve suggested edit on Local Volatility vs. Stochastic Volatility
Jan
3
reviewed Approve suggested edit on Optimization: Factor model versus asset-by-asset model