Reputation
4,096
Next tag badge:
38/100 score
9/20 answers
Badges
10 35
Newest
 Revival
Impact
~115k people reached

May
14
comment Efficiently storing real-time intraday data in an application agnostic way
wiredtiger.com seems not to be a sustainable solution since they have merged with mongoDB
May
14
reviewed Reviewed Leverage on ETF the same effect as on portfolio?
May
14
reviewed No Action Needed Bootstrap yield curve with QLNet / Quantlib
May
12
reviewed Leave Open HFT Architecture
May
12
answered HFT Architecture
May
10
reviewed No Action Needed Are PX_BID and PX_ASK on Bloomberg closing bid/ask? or are they daily averaged?
May
10
reviewed Reviewed Calculation of bond spot rates
May
10
revised Calculation of bond spot rates
added 6 characters in body
May
10
reviewed No Action Needed How to express the Black Derman & Toy Model in a $dr=A\,dt+B\, dW$ form?
May
9
awarded  Revival
May
9
answered Regression in liquidity risk model of Jarrow/Protter
May
8
awarded  Revival
May
8
answered On the interface between Quant finance and actuarial-science/insurance-math
May
6
reviewed No Action Needed References on Statistical Arbitrages
May
6
reviewed No Action Needed Comprehensive List of Regime Switching/ Change Point Models
May
6
reviewed No Action Needed Delta derivation from the expectation
May
4
reviewed No Action Needed Value of sequential mutually-exclusive options (A variant on the Secretary Problem)
May
4
reviewed No Action Needed probability question about brownian motion
May
4
reviewed No Action Needed FX rollover swaps rates based on LIBOR rates
May
4
reviewed No Action Needed Exercising an American call option early