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Dec
18
comment How to build an electricity portfolio for an electricity production company?
There are too many questions. I think you need to narrow it down to one question at a time. Also, you need to be more specific about where this power company is operating. In the U.S.? If so, which state. Is it publicly owned, a co-op, private? If out of the U.S., which country? When you mentioned exporting LNG, is this company buying LNG that was imported, or is the company buying from a company that also exports LNG abroad? I doubt I can answer your final question, but I think you get the idea of how much information is missing.
Nov
13
awarded  Nice Answer
Sep
26
answered Encyclopedia of Statistical Tests
Jul
28
comment How to properly interpret accrued interest of bonds
Here's a worthwhile book on bonds amazon.com/The-Treasury-Bond-Basis-Arbitrageurs/dp/1557384797
May
26
revised How are cryptography and speech recognition technology applied to forecasting financial markets?
added 383 characters in body
Mar
22
comment Risk Parity portfolio construction
You can offset some of the "diversification" (it's diversification only if the numbers hold during high stress periods) by raising the leverage on the low volatility assets.
Feb
14
awarded  Yearling
Jan
28
awarded  Nice Answer
Dec
30
answered True or False? An option's price will always be greater than or equal to its intrinsic value
Dec
22
awarded  Critic
Dec
9
comment Why is volatility mean-reverting?
@pteetor: In my previous edit, I forgot to provide links. Sorry, I simply forgot. I added some links in my second edit.
Dec
9
revised Why is volatility mean-reverting?
added 1187 characters in body
Dec
4
revised Why is volatility mean-reverting?
deleted 27 characters in body
Dec
4
comment Why is volatility mean-reverting?
@pteetor: I added my response as an edit to my answer.
Dec
4
revised Why is volatility mean-reverting?
added 3333 characters in body
Oct
25
accepted What procedure do leveraged ETFs use to limit losses?
Oct
25
revised What procedure do leveraged ETFs use to limit losses?
added 384 characters in body
Oct
21
comment In a covered call strategy, should I hold the call or sell/roll if the delta becomes too small?
You might want to show some quotes on a specific stock (with bid/ask quotes). Liquid options might give you one answer while illiquid options give another answer.
Oct
21
asked What procedure do leveraged ETFs use to limit losses?
Oct
20
answered How to price a volatility-index option?