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Jul
6
comment Estimating correlation using EWMA
What's the use of calculation correlation using yearly data? Will the data from 2008, 2009 as yearly data points help you to understand the dynamics of 2016? 2015? The world is changing ... a yearly frequency is too low in my opinion.
Jul
3
revised Closed form solution of PDE of Option Price
added 9 characters in body
Jul
3
comment Closed form solution of PDE of Option Price
Everything fine .. I just thought that the correct expression is "closed form solution". So I edited the question. I hope this is fine with you.
Jul
3
revised Closed form solution of PDE of Option Price
added 6 characters in body; edited title
Jul
3
comment What is the best data structure/implementation for representing a time series in C#?
doesn't this better fit to stackoverflow?
Jul
2
comment Fractals indicator (Bill Williams) R Quantstrat
Would be great if your question were a bit more self-contained with less links ... then we don't have to click on them and we don't have to fear that they die someday .... ;)
Jul
2
comment Conversion of SPY prices to ES prices
For clarity: eMini S&P 500 futures (ES), SPY ETF taken from here zerohedge.com/article/spy-vs-es-who%E2%80%99s-leading-sp-500
Jul
2
comment Conversion of SPY prices to ES prices
Would you mind defining SPY and ES? It might be pretty clear but should be included for clarity.
Jul
1
comment good R package for vectorized option pricing
I stumbled upon this post: r-bloggers.com/… there they propose to use the compiler package which can improve speed under some circumstances ...
Jul
1
comment good R package for vectorized option pricing
I see ... this is different.
Jul
1
answered good R package for vectorized option pricing
Jul
1
comment good R package for vectorized option pricing
what do you mean by vectorized? Getting price and delta with one function call? Or getting the price for a bunch of options with one call?
Jul
1
comment Joint probability distribution only measures product sets?
Right! I think this is what the author wants to say ..
Jun
30
revised Joint probability distribution only measures product sets?
added 158 characters in body
Jun
30
answered Joint probability distribution only measures product sets?
Jun
30
awarded  Popular Question
Jun
30
answered Underlying Sample Space in Continuous Market Model
Jun
23
revised Covariance between two stocks in a two-factor model
added 5 characters in body
Jun
23
answered Covariance between two stocks in a two-factor model
Jun
23
comment Covariance between two stocks in a two-factor model
You write "the factor model is" and then two numbers. This is not a model. Do the 2 stocks "have" 2 different models? This is very unclear. Please format the question and insert the formulas that describe the models.