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Feb
18
revised Calculate theoretical forward price of a stock
added 155 characters in body
Feb
18
revised Calculate theoretical forward price of a stock
added 2 characters in body
Feb
3
revised how to derive yield curve from interest rate swap?
added 7 characters in body
Feb
3
comment how to derive yield curve from interest rate swap?
@armensg90 Since the 2-year bond is at par, the fixed coupon payments over the 2 years match the payments in the fixed leg of the 2-year swap exactly. Hence the par rate of the bond is the same as the par swap rate.
Dec
21
comment Why the difference between SPY and ^GSPC?
Not to mention that there is a small negative drift on SPY because of management costs.
Dec
17
answered Calculate theoretical forward price of a stock
Dec
13
revised Distribution of stochastic integral
added 252 characters in body
Dec
12
revised Distribution of stochastic integral
added 51 characters in body
Dec
11
answered Distribution of stochastic integral
Dec
9
revised Probability of reversion for cointegrated variables
fix a typo in the title.
Dec
8
suggested approved edit on Probability of reversion for cointegrated variables
Nov
24
revised Logistic Regression of tick data
Fixed the typo in the title
Nov
23
suggested approved edit on Logistic Regression of tick data
Oct
31
awarded  Yearling
Oct
29
comment Why does it take so many lines of code to price even the simplest of options with QuantLib
I tried to improve OP's code quality.
Oct
28
answered Why does it take so many lines of code to price even the simplest of options with QuantLib
Oct
21
revised Swap Rate vs Par Rate
edited body
Oct
21
answered Swap Rate vs Par Rate
Oct
18
comment Switching from C++ to R - limitations/applications
This is a quant finance site. People often have to answer questions by applying statistical tests. For example, to find out if a time series is stationary, one applies the Dickey-Fuller test [ en.wikipedia.org/wiki/Dickey%E2%80%93Fuller_test ]. We use other tests to determine if a random variable is gaussian, or if two time series are cointegrated, etc. These tests are readily available in R, Python, and MATLAB, but are not in C++ or Java.
Aug
13
answered Is R being replaced by Python at quant desks?