130 reputation
4
bio website
location
age
visits member for 6 months
seen Mar 25 at 16:40
stats profile views 24

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?
Dec
18
comment What programming languages are most commonly used in quantitative finance?
@ Chris, I'm using c# atm, do you recommend getting into python instead to get into quant related stuff? thanks
Dec
18
comment Collecting Data such as the relationship data from http://investing.businessweek.com
It talks about the methods used and what data is gathered and specific names of the main players at the books publish date. You should check it out, very intertaining albeit thought provoking!
Dec
13
answered Collecting Data such as the relationship data from http://investing.businessweek.com
Dec
13
comment Simple question about stochastic differential
hi! can you give the non finite product rule also?
Dec
13
comment Basket option pricing: step by step tutorial for beginners
Hi, what books do you have on the subject so far?