6,163 reputation
31558
bio website chrisaycock.com
location New York, NY
age 32
visits member for 3 years, 6 months
seen Aug 14 at 23:22

Aug
3
revised How to calculate VaR/CVaR for private equity, hedge fund, and alternative investment portfolios?
English. Always the English
Aug
2
revised Trend in Cointegration relationship
English
Jul
31
revised How do you handle order tracking (without unique Lot ID's)
Formatting. Always formatting
Jul
30
revised Derivation of the tangency (maximum Sharpe Ratio) portfolio in Markowitz Portfolio Theory?
typo
Jul
29
revised Why does Black-Scholes equation hold on continuation region of American Option?
Removed the "finance" and "economics" tags
Jul
26
revised Calculating company-level market capitalisations from share quantities and values
A couple typos
Jul
24
revised Is there a different test to check stationarity?
Typos
Jul
21
revised Value-at-Risk formula when using skewed-t distribution
LaTeX, inlined link. The grammar is still awkward though.
Jul
20
revised Statistical Power and Active Management
Inlined link
Jul
17
revised How to tune Kalman filter's parameter?
Corrected typos and inlined links
Jul
16
revised Cointegrating relationships - Johansen in R
typos
Jul
16
revised Convexity adjustment
Typos
Jul
14
revised Symmetry of option-implied probability density
English
Jul
12
revised The reason behind the selection of a 1 standard deviation movement for self financing delta hedge
Removed the "Beginner Question" title intro.
Jul
11
revised Non-intuitive correlation between S&P sector indexes and economic indicators
Rewritten to be more professional.
Jul
7
revised Regression of Unequally Weighted Portfolio against a Single Index
Formatting, grammar, tags
Jul
4
revised How is the Sharpe Ratio presented in fund profiles usually calculated?
Markdown formatting
Jun
26
revised GJR-GARCH modeling in stata
Markdown formatting
Jun
26
revised Black-Scholes fastest computation method
Corrected spelling of "cache".
Jun
23
revised Pricing Assets in the S&P Dynamic Asset Exchange
Removed signature and inlined link