48 reputation
14
bio website
location Sydney, Australia
age
visits member for 1 year, 5 months
seen Apr 1 at 5:55

Nov
1
awarded  Necromancer
Oct
3
awarded  Scholar
Oct
3
accepted Binomial lattice convergence
Sep
27
awarded  Student
Sep
27
asked Binomial lattice convergence
Sep
24
answered True or False? An option's price will always be greater than or equal to its intrinsic value
Sep
24
comment How to replicate a digital call option
The payout is discontinuous, it's the delta that has extreme slope around the strike.
Jul
17
comment How useful is the genetic algorithm for financial market forecasting?
But there is a significant difference between overfitting the sample (bad) and fitting the population (good). That is why many suggest you cross-validate your algorithm with out-of-sample testing.
Mar
18
comment Is Optimization ignoring correlation valid?
Are your backtested performance results Sharpe ratios or returns? The tangency portfolio in a no-covariance scenario could have higher returns (but lower Sharpe) than where you have positive and possibly negative covariances.
Feb
20
awarded  Supporter
Feb
18
answered Is there an Australian Interbank Rate?
Jan
25
comment Why do low standard deviation stocks tend to have superior future returns?
Do you mean risk-adjusted returns?
Jan
10
awarded  Teacher
Jan
9
answered Video lectures and presentations on quantitative finance