903 reputation
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visits member for 3 years, 5 months
seen Jan 7 '12 at 14:31

Nov
28
awarded  Taxonomist
Nov
14
awarded  Nice Question
Oct
11
awarded  Popular Question
Oct
7
awarded  Nice Question
May
26
asked Basel II modelling vs Solvency II modelling?
May
24
asked Tradable Volatility
May
19
accepted Why is volatility mean-reverting?
May
18
asked Why is volatility mean-reverting?
Apr
24
comment SPX options vs VIX futures trading
can you elaborate please?What do you mean by VIX future pair?
Apr
19
comment What is a persistent variable?
Whoever downgraded, would you mind answering as well?
Apr
19
accepted What is a persistent variable?
Apr
19
answered What is a persistent variable?
Apr
18
comment What is a martingale?
Is this theory "frequency agnostic"? I mean, does it equaly applies to daily, monthly and tick data?
Apr
5
awarded  Nice Question
Mar
8
answered How to encode trading strategies mathematically
Mar
8
comment Switching from Matlab to Python for Quant Trading and Research
Fair enough! That's exactly my problem with java... I need to look at py soon....
Mar
8
comment Switching from Matlab to Python for Quant Trading and Research
How java compares with py? Any experience? Actually why py and not java?
Mar
7
comment What is a persistent variable?
Sounds about right. If you submit this as an answer... I'll tick it as accepted.
Mar
7
asked What is a persistent variable?
Mar
4
accepted Concentration risk in credit portfolio