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Oct
29
answered Volatility models using Rugarch
Oct
29
reviewed Reviewed forward- and backward adjusting stockprices
Oct
29
comment forward- and backward adjusting stockprices
Maybe you should try do describe an example in full detail. In doing so, edit your own question instead of adding a comment.
Oct
29
awarded  Custodian
Oct
29
reviewed Reviewed Conditional or unconditional volatility?
Oct
29
reviewed Approve suggested edit on Where can I find exercises on building a project finance spreadsheet?
Oct
29
reviewed Edit suggested edit on Where can I find exercises on building a project finance spreadsheet?
Oct
29
revised Where can I find exercises on building a project finance spreadsheet?
changed URL to a link
Oct
22
comment Connections between random walk and heat equation (Material for ~)
Einstein's derivation of the diffusion equation is really intuitive. I can't find a good ref right now...
Oct
21
reviewed Approve suggested edit on Calculating the right portfolio(position size for each leg) in a Long/Short Strategy
Oct
21
answered Alternative liquidity measures
Oct
16
revised Are two identical time series cointegrated?
clarified relevance to the question posed by OP
Oct
16
comment Are two identical time series cointegrated?
No, using vs not-using qualifiers in a technical discussion is not an objective thing.
Oct
16
comment Are two identical time series cointegrated?
More importantly, since the cointegrating linear combination in this case requires $\alpha = -\beta$, the conclusion that $(\alpha + \beta) X$ must be stationary does not lead to any contradiction as $\alpha + \beta$ equals zero and $X$ could be anything.
Oct
16
comment Are two identical time series cointegrated?
You didn't use any quantifier in the original answer. That's wrong. Using some is acceptable. A mathematical text would state that there exist $\alpha$ and $\beta$ such that $\alpha X + \beta Y$ is stationary.
Oct
13
awarded  Yearling
Sep
25
reviewed Reject suggested edit on Hedging stocks with VIX futures
Sep
21
awarded  Custodian
Aug
29
reviewed Looks Good How to account for jumps in intraday data when calculating beta?
Aug
20
reviewed Approve suggested edit on derivation of formula for portfolio skewness and kurtosis