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| bio | website | citeulike.org/user/lehalle/… |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 1 year, 1 month |
| seen | May 21 at 8:18 | |
| stats | profile views | 380 |
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Aug 30 |
comment |
Switching from Matlab to Python for Quant Trading and Research I would just add few points on the matlab side: (1) if you buy the compiling toolkit, then you can redistribute your code everywhere without paying more license fees. (2) matlab statistical tools are very good and properly coded. |
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Aug 23 |
revised |
Equivalent (true) Martingale Measures and no-arbitrage conditions added 35 characters in body |
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Aug 23 |
comment |
How to normalize different instruments by volatility? @Freddy, please do not think that formalizing answers to try to be clear is academic arrogance. I try to be as concise as possible, we have the chance to share the formalism of stochastic calculus, I just use it. |
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Aug 23 |
revised |
How to normalize different instruments by volatility? added 251 characters in body; deleted 1 characters in body |
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Aug 23 |
comment |
How to normalize different instruments by volatility? @Freddy, the question was about normalization and not volatility definition. your generic remark about "there is no single answer" should be on renormalization and not volatility, don't you think? your answer is out of the scope of the question I think. |
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Aug 18 |
revised |
How to normalize different instruments by volatility? added 1316 characters in body; added 103 characters in body |
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Aug 18 |
revised |
Equivalent (true) Martingale Measures and no-arbitrage conditions added a probable reference |
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Aug 17 |
reviewed | Leave Open How to annualize skewness and kurtosis based on daily returns |
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Aug 17 |
reviewed | Leave Open How to develop journeymanship and mastery in the field Quantitative Finance? |
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Aug 17 |
reviewed | Close Option symbol conversion |
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Aug 17 |
comment |
How to normalize different instruments by volatility? @Freddy volatility of the price is the multiplier of the normalized random part of the returns. What do you call "returns volatility"? |
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Aug 17 |
awarded | Critic |
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Aug 17 |
revised |
Reference request: Survey article on GPU in Finance edited tags |
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Aug 17 |
answered | Equivalent (true) Martingale Measures and no-arbitrage conditions |
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Aug 17 |
revised |
Meta-view of different time-series similarity measures? ICA |
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Aug 17 |
revised |
transaction size and liquidity in simulation of US stocks added 176 characters in body |
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Aug 16 |
revised |
Meta-view of different time-series similarity measures? Typos |
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Aug 15 |
answered | Meta-view of different time-series similarity measures? |
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Aug 15 |
answered | transaction size and liquidity in simulation of US stocks |
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Aug 8 |
answered | How to normalize different instruments by volatility? |
