6,108 reputation
31558
bio website chrisaycock.com
location New York, NY
age 32
visits member for 3 years, 2 months
seen Feb 13 at 20:30

Oct
17
revised Correlated Wiener processes of different factors
Removed signature and uppercased the "i" pronoun.
Oct
14
revised Volatility Scaling
LaTeX
Oct
14
revised Volatility Scaling
LaTeX
Oct
14
revised Plain vanilla risk parity with trends forecasting power
Removed signature
Oct
14
revised Problem with setting up an arbitrage
Ugh, typoed the typo
Oct
13
revised Problem with setting up an arbitrage
Some typo corrections.
Oct
11
revised Modelling interest rate: AR(2) modelling
Removed signature and fixed typos
Oct
8
revised Effective anti-gaming controls in dark pools
Inlined link
Oct
8
revised Easier references to understand “The Asset Pricing and Portfolio Choice Theory” of Back Kerry
Removed signature. Fixed typos.
Oct
6
revised Question about Merton model to estimate default probability and recovery rate of the company
Markdown formatting
Oct
4
revised Applications of distance correlation
Changed to active voice.
Oct
3
revised Question about the rationale of applying certain recovery rate by ISDA
Inlined link
Sep
30
revised How to derive zero-coupon rates from IRS?
Typos
Sep
30
revised Exercising an American call option early
typos
Sep
28
revised Adjusted option prices?
Removed salutations and courtesies.
Sep
28
revised How to visualize multi-dimensional data?
English. Lots of English.
Sep
28
revised Asynchronous Data Across Time Zones - RiskMetrics
Removed signature.
Sep
25
revised Unsystematic/Idiosyncratic/Firm-specific volatility/variance in the market model?
Removed ellipses.
Sep
25
revised Calculate Average Price, Cost, (Un)Realized P&L of a position based on executed trades
Removed signature
Sep
23
revised Pricing options and bid-ask spread
Readability