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visits member for 2 years, 1 month
seen Aug 29 at 9:00

Jul
2
awarded  Curious
Jun
10
awarded  Yearling
Jun
10
asked Estimating the Hurst exponent in short terms in developed markets
Jun
4
awarded  Commentator
Jun
4
comment Modelling driftless stock price with geometric Brownian motion
This is great, thanks!
Jun
4
accepted Modelling driftless stock price with geometric Brownian motion
Jun
2
comment Modelling driftless stock price with geometric Brownian motion
The link is broken.
Jun
2
comment Modelling driftless stock price with geometric Brownian motion
Thanks! Could you explain what the superscript $Q$ means? And: when you say, "we can compute", what exactly do you have in mind?
Jun
2
comment Modelling driftless stock price with geometric Brownian motion
Oh, you right, I was thinking about the logarithm... so that actually makes no sense. I might have a calculation error somewhere.
Jun
2
comment Modelling driftless stock price with geometric Brownian motion
Thanks, that makes me happy...
Jun
2
asked Modelling driftless stock price with geometric Brownian motion
May
29
asked Calculating volatility of inhomogeneous time series
May
13
awarded  Organizer
May
13
revised Calculating Bollinger Band Correctly
Adding a relevant tag
May
13
comment Calculating Bollinger Band Correctly
Perhaps try to plot ave to see where it is, and perhaps on a different window plot std to see its size. Providing a full code might be helpful as well.
May
13
suggested suggested edit on Calculating Bollinger Band Correctly
May
13
comment Pricing binary options with kernel density estimation
Could you explain why you believe so?
May
12
revised Pricing binary options with kernel density estimation
Important typo...
May
12
awarded  Scholar
May
12
accepted Drawdown calculation for strategies