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4h
revised What are the main market anomalies/inefficiencies detected in quantitative finance?
added 70 characters in body
1d
revised Why do people always seek finite-variance models for option pricing
added 180 characters in body
Jun
19
revised Have Goldman Sachs Quantitative Strategies Research Notes been published as a book or a comprehensive collection?
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Jun
18
revised Seasonal patterns in financial markets (weekday effects)
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Jun
17
revised Lipschitz condition in mathematical finance
added 42 characters in body
Jun
17
revised Lipschitz condition in mathematical finance
added 52 characters in body
Jun
17
revised Lipschitz condition in mathematical finance
deleted 15 characters in body
Jun
16
revised Lipschitz condition in mathematical finance
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Jun
16
revised Lipschitz condition in mathematical finance
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May
31
revised How to compute/find the volatility of an index like the S&P 500 to be used to control risk exposure?
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May
19
revised How to fully replicate ADX + DI Indicators in Excel?
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Apr
26
revised Braess's paradox in quantitative finance: When optionality leads to lower value…?
added 15 characters in body
Apr
6
revised Please give a step-by-step explanation on how to build a factor model
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Mar
25
revised Why the Black-Scholes formula can be used in the real world?
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Mar
19
revised Technical Indicators reference
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Mar
15
revised Book recommendation: math toolkit for quantitative finance and statistics
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Feb
27
revised Demonstration of Ito's correction term/lemma in binomial tree
added 491 characters in body; edited tags
Feb
26
revised If an option went down in value, how much is due to theta decay and how much due to fall in IV
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Feb
26
revised correlation for portfolio of stocks
added 269 characters in body
Feb
26
revised correlation for portfolio of stocks
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