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Mar
25
comment The use of GARCH
Your answer is too short, @user2142 , it is good for a comment but if you want to post it as a question, please ellaborate.
Mar
25
reviewed No Action Needed IB with R which package?
Mar
25
reviewed No Action Needed Building curves using onshore or offshore JPY overnight rates?
Mar
25
reviewed No Action Needed What is the fair price of this option?
Mar
25
reviewed No Action Needed Downloading Data from Interactive Brokers using IbPy
Mar
25
reviewed No Action Needed Numerical delta of Bond Options
Mar
18
reviewed No Action Needed Right metric to manage a portfolio based on correlation?
Mar
16
reviewed Leave Closed CFA (Level 1) schedule after school and working a 9-5 job
Mar
16
revised Determination of Quote / Trade Ratio
edited tags
Mar
16
answered Determination of Quote / Trade Ratio
Mar
11
answered What is an efficient data structure to model order book?
Mar
9
comment Book on market microstructure
funny that Louis Marascio's answer on my book scored more points than my own answer, even if the later included my book... ;{)}
Mar
8
answered Where can one find realistic historical transaction costs?
Mar
1
reviewed Needs Improvement Why is there onshore and offshore currency?
Mar
1
reviewed Satisfactory How to compute the VaR for European Call, using the delta-normal method?
Mar
1
reviewed Satisfactory Deriving the definition of stochastic integrals with respect to Ito processes from first principles
Mar
1
reviewed Satisfactory Black Scholes formula with continuous dividend paying stock
Mar
1
reviewed Satisfactory How to obtain a log of all trades done on the Nasdaq or other major US exchange?
Mar
1
reviewed Satisfactory Is printing money really a bad thing?
Mar
1
reviewed Satisfactory CIR model: is the short rate really non-central $\chi^2$ distributed?