978 reputation
518
bio website activemesa.com
location Stockholm, Sweden
age 29
visits member for 3 years, 4 months
seen Dec 16 at 17:10
  • B.Sc. Computer Science (University of Southampton); currently studying Quant Finance
  • >10 years in software development (C#/F#/C++)
  • Microsoft MVP – Visual C# (since 2009)
  • ReSharper Evangelist

Sep
9
awarded  Notable Question
Sep
6
revised How to calculate burnrate?
language fixes
Sep
6
suggested approved edit on How to calculate burnrate?
Aug
14
awarded  Yearling
Jul
2
awarded  Curious
Mar
24
awarded  Popular Question
Mar
12
comment Free and tested optimization, statistical and visualization packages for C#
@Aksakal the Excel solver is rather widely used by those who need quick-and-dirty optimization.
Mar
10
answered How are HFT systems implemented on FPGA nowadays?
Mar
10
comment Free and tested optimization, statistical and visualization packages for C#
"Do I recommend it? Of course, not" -- you need to explain why not.
Mar
7
awarded  Benefactor
Mar
6
accepted How to use a realized kernel?
Feb
28
awarded  Promoter
Feb
6
awarded  Popular Question
Dec
2
comment Why doesn't a simulated delta hedging process go to zero?
@ChristianFries couldn't find this demo in the source code (searched for 'delta'), would welcome a pointer
Dec
1
asked How to use a realized kernel?
Nov
28
accepted Why doesn't a simulated delta hedging process go to zero?
Sep
7
comment Question about option theta
Calculations with your input data give me $P=37.60$ and $\Theta=-20$.
Aug
14
awarded  Yearling
Aug
7
awarded  Popular Question
Jul
28
awarded  Nice Answer