SRKX

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2,547 reputation
721
bio website blog.smaga.ch
location Geneva, Switzerland
age 26
visits member for 1 year, 2 months
seen 4 hours ago
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Investment Analyst in an asset allocation firm in Geneva.


2,547 Reputation

+10 What is the difference between Option Adjusted Spread (OAS) and Z-spread?
+25 Which greeks do you need to hedge if you want to implement an implied-volatility security?
+10 What is a reasonable upper bound on the performance of a daily trading strategy?
+10 How are cryptography and speech recognition technology applied to forecasting financial markets?
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75 Tags

18
optimization × 5
14
automated-trading × 3
17
quant-trading-strategies × 4
13
high-frequency × 4
16
equities × 3
12
programming × 4
16
stochastic-processes × 2
12
itos-lemma × 2
15
research × 4
11
asset-allocation × 9
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