6,133 reputation
31558
bio website chrisaycock.com
location New York, NY
age 32
visits member for 3 years, 5 months
seen 22 hours ago

Apr
21
revised Automated 10-K XBRL data grab using the SEC file structure
edited body; edited title
Apr
21
revised Automated 10-K XBRL data grab using the SEC file structure
Correction
Apr
21
revised Automated 10-K XBRL data grab using the SEC file structure
Retagged
Apr
20
revised How are momentum and reversion long/short strategies dynamically combined in trading?
Punctuation.
Apr
17
revised Optimal stop-loss reinsurance
More idiomatic
Apr
9
revised statistical arbitrage option overlay strategies / volatility trading
added 8 characters in body
Apr
8
revised How to calculate the most realistic historical option prices with additional publicly available parameters
More idiomatic
Apr
8
revised Constructing an approximation of the S&P 500 volatility smile with publicly available data
LaTeX
Apr
8
revised How to calculate the most realistic historical option prices with additional publicly available parameters
edited body
Apr
6
revised Does put-call parity hold for a compound option with underlying American option?
More readable.
Mar
19
revised Time series of PCA - Sign change in factor loadings
No "thanks" line needed. English punctuation.
Mar
18
revised Optimizing a portfolio of ETFs
More readable
Mar
16
revised Eurodollar Options Stike Price > 100 bps
Consistency, spelling of "bps"
Mar
13
revised Can we use White's reality check to compare two Sharpe ratios?
More idiomatic, proper grammar, and correct spelling of "Sharpe".
Mar
10
revised Market order quantity greater than quantity of the inside quote at the exchange
English does not have a space before a question mark.
Feb
12
revised Estimation of Geometric Brownian Motion drift
Got rid of the signature line.
Feb
12
revised Is there any measure that is a non-trivial combination of VWAP and TWAP?
change of V_i into V_T
Feb
12
revised Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones?
edited tags; edited tags
Feb
12
revised Is there any measure that is a non-trivial combination of VWAP and TWAP?
edited title
Feb
12
revised Is there any measure that is a non-trivial combination of VWAP and TWAP?
LaTeX