David Nehme

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269 reputation
212
bio website abremod.com
location Austin, TX
age 46
visits member for 1 year, 8 months
seen May 18 at 3:28
stats profile views 39

Operations Research Analyst


79 Actions

suggestions reviews revisions comments badges posts accepts all
Aug
17
 suggested suggested edit on What models for backing out Equity IVOL
Aug
16
 revised Historical Level 2 Data (Market Depth)
removed personal comments, duplicate sentences, formatted links
Aug
16
 suggested suggested edit on Historical Level 2 Data (Market Depth)
Aug
16
 revised How to annualize skewness and kurtosis based on daily returns
removed personal comment
Aug
16
 suggested suggested edit on How to annualize skewness and kurtosis based on daily returns
Aug
16
 revised What are some examples of Compound Poisson processes in insurance?
added explanation
Aug
15
 revised portfolio optimisation with VaR (or CVaR) constraints
added brief description of the cvar lp.
Aug
14
 revised VaR implementation using quantlib?
removed signature lines
Aug
14
 revised market completion under stochastic volatility model
removed personal comment, fixed spelling
Aug
14
 revised Quadratic Programming Problem
removed personal comments
Aug
14
 awarded  Vox Populi
Aug
14
 awarded  Citizen Patrol
Aug
14
 suggested suggested edit on VaR implementation using quantlib?
Aug
14
 suggested suggested edit on Quadratic Programming Problem
Aug
14
 suggested suggested edit on market completion under stochastic volatility model
Aug
10
 answered portfolio optimisation with VaR (or CVaR) constraints
Apr
22
 answered What is the difference between Option Adjusted Spread (OAS) and Z-spread?
Mar
1
 revised One bar look-ahead backtesting
fixed grammar, spelling, removed personal comments
Mar
1
 suggested suggested edit on One bar look-ahead backtesting
Feb
29
 revised Can you help identify/name this equity options strategy?
removed personal comments,
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