pyCthon

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bio	website	nan
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	age	23
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Here are some Libraries I find useful/have used over the years

C++

Haskell

HQuantLib *

Note

The * symbol means I am a contributor

	455 reputation	bio	website	nan	visits	member for	1 year, 6 months
315 badges		location	nan		seen	3 hours ago

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Jun 8	comment	Stochastic modeling of stock price process uh whats so hard about googling "stochastic volatility" plenty of others are posting arma-garch questions here... hint hint
Jun 1	awarded	Organizer
Jun 1	revised	Any one know how to implement the Heston and Rouwenhorst country-sector effects regression in R? fixed grammer and highlighted formula
Jun 1	suggested	suggested edit on Any one know how to implement the Heston and Rouwenhorst country-sector effects regression in R?
May 31	revised	which product supports Basel III LCR (liquidity coverage ratio) reporting? fixed terrible grammar
May 31	suggested	suggested edit on which product supports Basel III LCR (liquidity coverage ratio) reporting?
May 30	suggested	suggested edit on Time-series similarity measures
May 28	comment	Statistical models for exchange rates? triangle arbitrage is a good start
May 23	comment	What's the first time-integral of price called? What your looking for is Stochastic Calculus
May 20	reviewed	No Action Needed Option trading API other than Interactive Brokers
May 20	reviewed	Reviewed Early execise of American Call on Non-Dividend paying stock.
May 20	reviewed	No Action Needed Replicating strategy in the Black-Scholes model
May 20	reviewed	No Action Needed How is historical data for forex collected or computed?
May 17	comment	Reading recommendation on using statistical analysis in online fraud prevention good old bucketshops
May 17	comment	Distribution of profit/loss for retail traders in FX @user2183336 I believe that "statistic" relates to "bucket shops" and investors under 100k
Apr 4	comment	Lévy alpha-stable distribution and modelling of stock prices. there is still alot of research effort being put into alpha-stable distributions particularly in the area of risk management.
Apr 4	comment	Lévy alpha-stable distribution and modelling of stock prices. also stock prices and stock returns are two different things
Apr 4	comment	Lévy alpha-stable distribution and modelling of stock prices. Taylors book link is broken
Apr 4	revised	Obtaining a consistent covariance matrix for stochastic volatility processes fixed title
Apr 3	suggested	suggested edit on Obtaining a consistent covariance matrix for stochastic volatility processes