6,113 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

Jun
22
revised Stepwise Cointegration
Formatting
Jun
20
revised How to estimate real-world probabilities
I'm not sure what the "Q" was for on a Q&A site.
Jun
19
revised Approximating a function with trignometric polynomials
Inlined the link
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