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Nov
18
comment Why does the SMA and EMA appear to be relative to the timeframe?
Are you asking why the curve gets smoother if you increase the timescale for the moving average?
Nov
17
answered How do I calculate Sharpe ratio from P&L?
Nov
17
revised How do I calculate Sharpe ratio from P&L?
Idiomatic English. Removed nonsensical paragraph.
Nov
17
answered Question about weighted midpoint formula
Nov
16
answered How to convert trasaction log to bid-ask ticks
Nov
15
comment How to convert trasaction log to bid-ask ticks
If you don't know what the quotes are, then you can't recreate the quotes. The trades don't tell you anything. There could be hidden liquidity. The bids and asks could have moved around a lot. Etc. You can't just recreate the quotes given a list of trades.
Nov
15
comment How to convert trasaction log to bid-ask ticks
You can't. Your incoming data looks like the day's closing price. There is no way to derive the quotes from that.
Nov
15
comment Binary options and European option is similar?
Wikipedia has a good write-up of this.
Nov
15
comment I want to optimize an equity portfolio for the four central moments can anyone help me with the problem formulation
What are you are doing to optimize for mean and standard deviation?
Nov
12
revised Interpretation of cross-correlation matrix when one sample distribution is not normal
Markdown formatting
Nov
12
comment Dirty price of US T bill
@olaker They'll probably just close it on their end.
Nov
11
comment Dirty price of US T bill
@olaker Money.SE isn't going to want this question. They deal with personal finance, like retirement planning and taxation.
Nov
11
comment the law of comparative advantage and exchange rate
Currencies are just agent of trading What about pegged currencies?
Nov
10
comment interpreting huge jumps
Dealing with routine markets movements is just part of the job when designing models.
Nov
7
comment Where to download list of all common stocks traded on NYSE, NASDAQ and AMEX?
You need to disclose your affiliation, otherwise this is just an ad (and not even a very good one).
Nov
7
reviewed No Action Needed Has spectrum analysis ever been used successfully to analyse historical price data?
Nov
6
revised What is the stochastic differential of a general semimartingale?
Inlined link, and a little more idiomatic.
Nov
6
comment Is the risk-reward ratio considered in Quantitative Finance?
Do you know what the Sharpe ratio is?
Nov
5
comment How to construct the binomial model for European option?
I've edited your post to use $\LaTeX$. Please make sure it is correct.
Nov
5
revised How to construct the binomial model for European option?
LaTeX