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 Revival
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May
21
reviewed No Action Needed Calculating VaR with Monte Carlo simulation
May
20
reviewed No Action Needed Technical Analysis - OBV indicator calculation in R
May
20
reviewed No Action Needed Leverage on ETF the same effect as on portfolio?
May
19
reviewed No Action Needed Order Book vs Wallet Updates
May
19
reviewed No Action Needed How to fully replicate ADX + DI Indicators in Excel?
May
19
reviewed No Action Needed Show that the equation solves the Black-Scholes PDE
May
19
reviewed No Action Needed Negative time value european options
May
18
revised Fractional Brownian motion
added 186 characters in body
May
18
answered Fractional Brownian motion
May
18
comment Application of Control Theory in Quantitative Finance
Most firms make the difference between the "operator" (trader, portfolio manager), the "engineer" (the "quant" who designs the models) and the "IT" (who takes care of the implementation). You have to look after "quant" positions, or "quantitative analyst", or "financial engineer" (sometimes they are called "structurers" in some derivatives small teams) @markroche
May
17
awarded  Revival
May
17
answered Application of Control Theory in Quantitative Finance
May
17
reviewed No Action Needed Application of Control Theory in Quantitative Finance
May
14
reviewed Leave Closed Why is TransactTime not required on ExecutionReports?
May
14
reviewed Reviewed Efficiently storing real-time intraday data in an application agnostic way
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