Matt Wolf

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location Tokyo, Japan
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visits member for 1 year, 2 months
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182 Answers

newest activity votes
12
Why do we use GARCH(1,1) to predict volatility?
11
Is MATLAB-generated code good enough for use in live trading?
9
When hiring a quant, how can I protect my IP?
8
What are the options for a mathematician to break into QF without working for a fund?
8
Implications of the Riemann hypothesis in finance?
7
So many volatility models. Any comparisons of them?
7
Applications of Fourier theory in trading
6
Call vs. Put Option
6
Square root of time
6
What are the advantages/disadvantages of these approaches to deal with volatility surface?
6
Kalman Filter Equity Example
6
Profit estimation with a dice: 10 dollars for 6, -1 dollar for anything else
6
Reseach on when people/institutions sell?
5
How is historical data for forex collected or computed?
5
Implied Volatility Calculation
5
How do you know if if an option is priced correctly?
5
how to derive yield curve from interest rate swap?
5
Do futures have predictive value?
5
Why FX Vanilla Options are quoted in volatility
5
The Basis of Using Technical Indicators as Inputs
5
How do we use option price models (like Black-Scholes Model) to make money in practice?
5
Determining portfolio risk return in R given historical data for individual holdings?
5
easy one step option replication
5
How to Delta Hedge with Futures?
5
When gains are made: Overnight or during trading hours? What is the connection to volatility?
5
Trade execution in HFT - role of quants
5
Library of basic indicators
5
Is this a common variation of sharpe ratio?
5
How high of a Sharpe ratio is implausibly high for a low-frequency equity strategy?
5
With there being such a high demand for electronic trading or just trading in general why are market hours so limited?
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