Reputation
588
Top tag
Next privilege 750 Rep.
See votes, expandable usercard
Badges
4 19
Newest
 Tumbleweed
Impact
~14k people reached

15h
awarded  Tumbleweed
1d
revised ETNs as bank funding
added 258 characters in body
1d
revised ETNs as bank funding
added 446 characters in body
1d
comment Is the Altman Z-Score broken?
I know this is off topic but what software are you using in the pictures?, looks neat
1d
comment ETNs as bank funding
@KERO My guess is in Denmark there are certain legal restrictions or disincentives to ETFs.
1d
comment ETNs as bank funding
@KERO Operational costs are cheap, its not hard to automate an index. Also most ETNs charge their % aum fees on a daily basis/level. To clarify further ETNs are not the preferred instrument, look at the volume on some US ETFs vs US ETNs with the same index for example, the only ETNs in the US with decent volume are the ones with a difficult to physically trade index.
May
18
comment How much does Axioma risk model cost?
They cost around the same now, competition.
May
17
comment Building a personal computer for automated trading/analysis…what bottlenecks could I run into?
You should get to the point of having your laptop be a bottle neck first before even thinking about anything else.
May
16
revised Use of implied vol averages for expected underlying returns
deleted 89 characters in body
May
15
revised Use of implied vol averages for expected underlying returns
deleted 47 characters in body
May
15
comment Clean EOD global Equities data provider for backtesting investment strategies
I doubt you will get this for free but I can name a few alternative vendors if you'd like.
May
15
revised Use of implied vol averages for expected underlying returns
added 40 characters in body
May
15
revised Use of implied vol averages for expected underlying returns
added 11 characters in body
May
15
asked Use of implied vol averages for expected underlying returns
May
13
revised S&P 500 total return since 1956
added 904 characters in body
May
13
answered S&P 500 total return since 1956
May
9
comment On the interface between Quant finance and actuarial-science/insurance-math
Some of the founders of quantedge, top preforming fund of 2014, are actuaries.
Apr
21
comment Futures fair value with spot in different currency
You should check the contract specs, for instance read this quick note on nikkei index futures , cmegroup.com/trading/equity-index/files/…
Apr
21
revised Why do I still see large orders?
added 62 characters in body
Apr
21
comment Symbols for options on gold futures
May I ask how you found this?