6,233 reputation
31560
bio website chrisaycock.com
location New York, NY
age 33
visits member for 3 years, 8 months
seen 2 days ago

Jun
18
revised % Return on backtest with variable positions and notional amounts
Formatting
Jun
14
revised Malliavin Calculus
English
Jun
6
revised Non-SQL methods for high-frequency accounting?
Typos
Jun
5
revised Recommendation for a book on CVA/Credit Risk and PD/LGD/EAD modeling?
Inlined link
Jun
5
revised which product supports Basel III LCR (liquidity coverage ratio) reporting?
edited body
Jun
4
revised FRA-Strategy: Make 3-month and 1-year Excess returns comparable
Easier to read
May
30
revised Mathematical theories of (sub)-optimal trading strategies under “idealized” assumption - price is random process known to trader
LaTeX-ified and made to be more idiomatic
May
30
revised What methods do you use to improve expected return estimates when constructing a portfolio in a mean-variance framework?
Punctuation. Lots of punctuation.
May
30
revised Comparing MVO with Resampled Efficient Frontier
Removed signature, as per FAQ
May
28
revised Central Index Key (CIK) of all traded stocks
added 3 characters in body
May
27
revised Matlab; How to specify Coupon frequency for Interest Rate Swap
Removed signature.
May
25
revised Papers about risk managment in algorithmic trading systems?
Why on earth would anybody open a question like this?!
May
24
revised Discount of Asian vs European vols
Minor grammar and clarification.
May
23
revised How to adjust local currency returns to US$/EUR return?
Removed signature, as per FAQ
May
20
revised Are there any new Option pricing models?
Removed ill-formed link as it pointed to a user's private sandbox.
May
19
revised Quality of GAINDATA timestamps
rolled back to a previous revision
May
18
revised Quality of GAINDATA timestamps
rolled back to a previous revision
May
16
revised R Outputs from Johansen test. Linear combination still not stationary?
Code formatting in Markdown
May
13
revised Grokking Stochastic Oscillator for Stocks
Removed signature, as per FAQ
May
12
revised Distribution of profit/loss for retail traders in FX
Made to be more idiomatic.