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Jun
27
reviewed No Action Needed Are there any good tools for back testing options strategies?
Jun
27
reviewed No Action Needed How can I calculate $Cov\left(\int_{0}^{s}W_u\,du\,\,\,,\,\int_{0}^{t}W_v\,dv\right)$
Jun
19
reviewed Leave Open Suppose you bought a July ITM call and sold an August ATM put, am I net long or short?
Jun
17
reviewed No Action Needed Parameters variation in fundraising financial model
Jun
17
reviewed Close What sources would you recommend for Real Time Market Data other than Bloomberg/Reuters?
Jun
17
revised out-of-sample variance using rolling window
edited tags
Jun
17
comment Importance Sampling - where to center the sampling distribution?
I would recommend this paper arxiv.org/abs/math/0702473 . It makes a link between importance sampling and large deviations, and give some applications to finance.
Jun
17
answered Option Pricing Model Calibration In Practice
Jun
15
reviewed Leave Closed Implied volatility interview question
Jun
9
reviewed No Action Needed Higher expected value and same variance implies weak dominance?
Jun
9
reviewed No Action Needed Black Scholes with Dilution
Jun
8
revised Binomial representation of stochastic processes
added 18 characters in body
Jun
8
answered Binomial representation of stochastic processes
Jun
8
reviewed Looks OK where to get long time historical intraday data?
Jun
8
reviewed No Action Needed Higher expected value and same variance implies weak dominance?
Jun
8
reviewed No Action Needed Binomial representation of stochastic processes
Jun
6
reviewed No Action Needed t-statistics for the mean return, using Newey-West standard errors
Jun
6
reviewed Leave Closed Difference between Tick data and NASDAQ ITCH VIEW
Jun
6
reviewed No Action Needed What is a standard credit default swap contract and where can I find spread data? What alternatives exist to judge creditworthiness?
Jun
6
reviewed No Action Needed How can I go about applying machine learning algorithms to stock markets?