SRKX

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4,739 reputation

836

bio	website	blog.smaga.ch
	location	Geneva, Switzerland
	age	27
visits	member for	2 years, 3 months
	seen	22 hours ago
stats	profile views	655

Investment Analyst in an asset allocation firm in Geneva.

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94 Answers

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13	Is the stock price process a martingale or a Markov process?
13	What is the difference between Option Adjusted Spread (OAS) and Z-spread?
12	What is Ito's lemma used for in quantitative finance?
9	Library to solve optimization problems
8	How to account for transaction costs in a simulated market environment?

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4,739 Reputation

+30	What is the difference between Option Adjusted Spread (OAS) and Z-spread?
+10	Call vs. Put Option
+10	Is the stock price process a martingale or a Markov process?
+10	How to implement Maximum Diversification in R?

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28 Questions

votes activity newest

19	How do you mix quantitative asset allocation with qualitative views?
11	What is the precision of standard deviation estimates with small samples?
10	Formal proof for risk-neutral pricing formula
9	How are Expected Shortfall and Variance related?
9	How do you estimate the volatility of a sample when points are irregularly spaced?

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113 Tags

35 stochastic-processes × 6	25 programming × 11
30 optimization × 12	21 market-data × 6
28 automated-trading × 5	20 simulations × 3
27 quant-trading-strategies × 6	19 portfolio-management × 8
27 equities × 5	18 research × 5

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