Reputation
1,791
Top tag
Next privilege 2,000 Rep.
Access moderator tools
Badges
5 14
Newest
 Necromancer
Impact
~49k people reached

Feb
20
reviewed Approve Problems with dealing with GARCH models and intra-day data
Jan
3
reviewed Approve Nasdaq trading under the scenes: market makers, ECNs, brokers. Who buys from and sells to whom?
Nov
11
reviewed Approve Smoothing factor of Exponential Moving Average
Nov
5
reviewed Approve What is the expected rate of return from paying 1 today for a 50/50 bet receiving either 2 in year 1 or 0.5 in year 2?
Oct
17
reviewed Approve What is the impact of high-frequency trading on market depth, liquidity, and volatility?
Oct
17
reviewed Approve Switching from C++ to R - limitations/applications
Oct
5
reviewed Approve What are the advantages of financial modelling in R?
Sep
29
reviewed Approve What data sources are available online?
Sep
23
reviewed Approve Seeming arbitrage in excess reserves
Sep
2
reviewed Reject How to synchronize put and call option-data?
Aug
24
reviewed Reject Drawbacks of Black-Scholes option pricing model
Aug
5
reviewed Approve Calculating 6-minute, 20-minute, 45-minute, and 3-hour volatility
Jul
29
reviewed Approve Jump-Diffusion Processes
Jul
28
reviewed Reject About the boundary conditions of the Black-Scholes-Merton PDE
Jul
19
reviewed Approve Computation of Expectation
Jul
8
reviewed Approve What are Barra style factors useful for?
Jun
29
reviewed Approve The greeks: where do they come from?
Apr
24
reviewed Approve What are good online resources for credit portfolio managers?
Apr
20
reviewed Approve Portfolio of Assets