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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
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