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Mar
1
reviewed Satisfactory Some questions about implied volatilities and how to generate theoretical prices when market prices are not available
Mar
1
reviewed Satisfactory When are implied and real world parameters the same?
Mar
1
reviewed Satisfactory How to get Multivariate Betas from an Estimated EWMA co variance Matrix?
Feb
26
reviewed No Action Needed Please recommend a book regarding Monte Carlo simulation in OAS
Feb
26
reviewed No Action Needed Forward Curves and Par Yield Curves
Feb
25
reviewed No Action Needed Reducing multicollinearity in Arbitrage Pricing model
Feb
25
reviewed No Action Needed Correctly applying GARCH in Python
Feb
22
reviewed No Action Needed Why does the volatility smile flatten as maturities increase?
Feb
17
comment Portfolio optimised for diversification and regular yield. How to hedge?
ok, I hoped for something more detailed and challenging ;{(} no problem anyway
Feb
15
revised Online algorithm for selecting smoothing parameter?
edited tags
Feb
15
revised Online algorithm for selecting smoothing parameter?
added 997 characters in body
Feb
15
answered Online algorithm for selecting smoothing parameter?
Feb
15
awarded  Informed
Feb
15
comment Portfolio optimised for diversification and regular yield. How to hedge?
Please be more accurate in your question. You cannot just say "look at this external page", you should summarize properly the framework to expect answers.
Feb
13
answered Semi-strong efficiency and HFT
Feb
13
revised Semi-strong efficiency and HFT
edited tags
Feb
11
reviewed Approve Why do we usually model returns and not prices?
Jan
18
answered Any New Discoveries in Quantitative Finance?
Dec
20
reviewed Reviewed Is “eoddata” a good data source?
Dec
20
comment Is “eoddata” a good data source?
welcome @Ales, and thank you for the question. Nevertheless it could be great if you could rewrite it around "what is the best way to detect spikes", or something similar.