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Dec
10
revised Find the order of an ARMA model (q & p )
added 2 characters in body
Dec
9
reviewed Reviewed Skew in Black Scholes model
Dec
9
comment Skew in Black Scholes model
Please use Tex for the formulas. Can you provide the chart or the code that produced the chart?
Dec
9
reviewed Reviewed What is a medium to low frequency trading strategy and why is it less hyped?
Dec
9
comment What is a medium to low frequency trading strategy and why is it less hyped?
This is a very rudimentary answer. As it is your first answer here mabye you would like to improve it (e.g. using full sentences, references, ...)
Dec
9
answered Portfolio Optimization to include ALL Securities?
Dec
9
comment How to annualise the volatility of non-iid returns?
I edited the question a bit. You do not annualise returns but you annualise their volatility.
Dec
9
revised How to annualise the volatility of non-iid returns?
I added the word "volatility"
Dec
9
awarded  Organizer
Dec
9
revised What do I need to do with my data before fitting the ARIMA model?
edited tags
Dec
9
answered What do I need to do with my data before fitting the ARIMA model?
Dec
4
comment How to compute the historical VaR for a portfolio with long and short positions?
Please clarify your question and correct the typing.
Dec
4
revised How to extrapolate VaR?
deleted 1 character in body
Dec
4
answered How to extrapolate VaR?
Dec
3
comment Equivalent (true) Martingale Measures and no-arbitrage conditions
This is a nice joke. But sometimes you can construct (more or less) realistic arbitrage as an example. Maybe in this setting too? If not then we can call it purely mathematical ...
Dec
3
comment Why can't I multiply two SDE Solutions?
Please use latex for formulas.
Dec
2
accepted Stability of correlations and volatility
Dec
2
accepted Risk and Reward in practice
Dec
2
accepted Non-negative matrix factorization for factor analysis of stocks
Dec
2
comment The role of micro credit in finance
@TomAu Do you know anything about the mutual fund industry in this area? I know European players - what are global/US players?