260 reputation
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location Chicago, IL
age 34
visits member for 2 years, 10 months
seen May 23 '12 at 21:23

Oct
7
accepted Skew arbitrage: How can you realize the skewness of the underlying?
Oct
7
comment Skew arbitrage: How can you realize the skewness of the underlying?
Bravo! I think your second reference is almost what I am looking for (haven't finished it yet but can feel it). Thank you, Tal. This paper is highly relevant and helpful.
Oct
3
comment Skew arbitrage: How can you realize the skewness of the underlying?
Glad you like it and thanks for editing. I will definitely look into it, and see what I can extract and get back to everyone.
Oct
3
comment Skew arbitrage: How can you realize the skewness of the underlying?
Thank you TheBridge. The title of this paper seems to be a better question than mine! Give me some time to digest. I will extract the ideas and merge it to this question.
Oct
3
awarded  Quorum
Oct
3
awarded  Student
Oct
3
awarded  Editor
Oct
3
revised Skew arbitrage: How can you realize the skewness of the underlying?
deleted 240 characters in body
Oct
2
asked Skew arbitrage: How can you realize the skewness of the underlying?
Sep
29
awarded  Supporter
Sep
29
comment Excellent information source on advanced machine learning / data mining based trading?
Thank you for the warm welcome! I am glad to find this site.
Sep
29
awarded  Teacher
Sep
29
answered Excellent information source on advanced machine learning / data mining based trading?