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bio website stackoverflow.com/users/…
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visits member for 1 years, 4 months
seen Jan 20 at 16:21

Full stack developer, but moving the stack over to Js


Jan
24
comment What is the industry standard Quant Finance modeling library for F#
@Freddy For me F# helps with implementing complex equations.
Jan
24
comment What is the industry standard Quant Finance modeling library for F#
Interesting arguments. There are good jobs here in london using f# in quant roles.
Jan
24
comment What is the industry standard Quant Finance modeling library for F#
that's a cool paper!, makes me feel like I'm investing in the right thing
Jan
24
comment What is the industry standard Quant Finance modeling library for F#
Anything that needs to express complex Quant equations efficiently in f#
Jan
24
comment What is the industry standard Quant Finance modeling library for F#
Great answer thanks, I hope that f# wrapper comes out soon for Quantlib
Jan
23
asked What is the industry standard Quant Finance modeling library for F#
Jan
19
comment Longstaff Schwartz method
I look forward to the day I can do something like this in a functional language like f#
Jan
17
comment How do we use option price models (like Black-Scholes Model) to make money in practice?
cool explanation, not the most exciting way to make money!
Jan
17
awarded  Supporter
Dec
29
comment what is the implied volatility on a basket of options
@Freddy yeah, I find this site great that practical things experiments with R makes things fun again!
Dec
29
comment what is the implied volatility on a basket of options
@Freddy ah thanks mate, did you learn that stats stuff on the job or have to take courses in your free time?
Dec
28
comment what is the implied volatility on a basket of options
@Freddy page 59 of your first pdf
Dec
28
comment How to see if a set of asset returns corresponds to a known correlation matrix?
what are your independent variables for your matrix?
Dec
22
comment what is the implied volatility on a basket of options
nice pdfs! can you let me know where the derivation for this comes from?: S(P, Q ) = EQ (ln Q − ln P)
Dec
20
comment How good is managed code for algo trading?
cool thx! do you have any code samples for each to get me started?
Dec
18
awarded  Commentator
Dec
18
comment How good is managed code for algo trading?
hi, can you expand your findings to us, I find it hard to see how Java can compete with c++ in terms of speed
Dec
18
comment What programming languages are most commonly used in quantitative finance?
hi! what is your reasoning for your pref in Java?
Dec
18
comment What programming languages are most commonly used in quantitative finance?
how does c# demand compare with c++ in quant as of Dec 2012?
Dec
18
comment What programming languages are most commonly used in quantitative finance?
why is R gaining over matlab? cause its open source?