6,233 reputation
31560
bio website chrisaycock.com
location New York, NY
age 33
visits member for 3 years, 8 months
seen yesterday

Nov
21
reviewed Approve suggested edit on Finding Probabilities Using The Binomial Model
Nov
21
reviewed Reject suggested edit on What's the difference between volatility and variance?
Nov
7
reviewed No Action Needed Has spectrum analysis ever been used successfully to analyse historical price data?
Nov
1
reviewed Edit suggested edit on pairs-trading tag wiki
Nov
1
reviewed Edit suggested edit on pairs-trading tag wiki excerpt
Nov
1
reviewed Approve suggested edit on unit-trust tag wiki excerpt
Oct
31
reviewed No Action Needed How to calculate historical intraday volatility?
Oct
31
reviewed No Action Needed Can we explain physical similarities between Black Scholes PDE and the Mass Balance PDE (e.g. Advection-Diffusion equation)?
Oct
31
reviewed Reviewed Implied interest rate from FX swap
Oct
31
reviewed Leave Open compute sharpe ratio for options?
Oct
22
reviewed No Action Needed Is equity market making a game of speed?
Oct
22
reviewed Reviewed What are the best Journals & Conferences in Quantitative Finance?
Oct
21
reviewed Reject suggested edit on How good is managed code for algo trading?
Oct
11
reviewed Approve suggested edit on Modelling interest rate: AR(2) modelling
Sep
26
reviewed Reject suggested edit on What is the clean price and dirty price of a risky bond?
Sep
25
reviewed Reviewed Unsystematic/Idiosyncratic/Firm-specific volatility/variance in the market model?
Sep
24
reviewed Reject suggested edit on How to calculate unsystematic risk?
Sep
6
reviewed No Action Needed Calculating VaR/CVaR on high frequency data and returns
Sep
6
reviewed No Action Needed What data sources are available online?
Sep
4
reviewed Satisfactory How to tune Kalman filter's parameter?