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Oct
27
revised Volatility models using Rugarch
Removed signature and rewritten to be more idiomatic.
Oct
27
comment Sources of Machine Readable News
The kind of machine-readable news used in trading is realtime, like weekly oil reserves as they are published. That kind of instant service definitely costs money, especially since the data is often routed directly to the data center that houses the exchange's matching engine.
Oct
26
comment Whare are the common Global Asset Allocation indices?
@SRKX There are a number of different indices that attempt to replicate specific hedge-fund strategies, like global macro, event driven, equity market neutral, etc. See, for example, HFRX or the Dow Jones Credit Suisse indices. Having said that, I didn't realize you were seeking long-only, so it might be easiest to just blend MSCI, Barcap, et al. according to the weighting scheme you are using for your own portfolio.
Oct
25
reviewed Reviewed Creating a doubling and halving position
Oct
25
reviewed Reviewed Where can I find exercises on building a project finance spreadsheet?
Oct
25
revised Where can I find exercises on building a project finance spreadsheet?
Reformatted for Markdown.
Oct
25
comment Looking for analysis of NASDAQ suit?
Are you referring to the NASDAQ price-fixing scandal of the mid 1990's?
Oct
25
comment Whare are the common Global Asset Allocation indices?
Any chance you could compare against one of the big hedge-fund indices?
Oct
23
revised Why does the minimum variance portfolio provide good returns?
Cleaned-up the writing and formatting.
Oct
23
comment What is Heston's equation?
@nikita2 I do worry that the elliptic Heston operator is not a widely accepted term given that it doesn't appear in any peer-reviewed journal, and the few papers online seem to share the same particular co-author. If enough academics discover this work and agree with it, then the term may become more widely adopted; until then, you'll just get a lot of blank stares for using it in a sentence.
Oct
23
reviewed Looks OK How is a quanto priced?
Oct
23
revised How is a quanto priced?
Edited to be clearer, I think. The original wording was very confusing, especially related to quantos.
Oct
23
comment How is a quanto priced?
Does this paper help?
Oct
23
answered What is Heston's equation?
Oct
23
revised What is Heston's equation?
Corrected equation. Rewrote copy to be more idiomatic English
Oct
23
revised Resources for performance statistics of trading systems
Inlined the links
Oct
23
revised Technology stack used in Bloomberg
Inlined the link
Oct
23
comment forward- and backward adjusting stockprices
@Paznaz If you have a question about anything relating to this site, leave a comment like everyone else. Do not email my personal account about issues related to Stack Exchange.
Oct
22
reviewed Reviewed Utility to download historical Implied Volatility data from Interactive Brokers?
Oct
22
reviewed Leave Open Alternative liquidity measures