SRKX

Moderator ♦ less info

network profile

4,709 reputation

836

bio	website	blog.smaga.ch
	location	Geneva, Switzerland
	age	27
visits	member for	2 years, 3 months
	seen	4 hours ago
stats	profile views	649

Investment Analyst in an asset allocation firm in Geneva.

summary answers questions tags badges favorites bounties reputation activity

94 Answers

votes activity newest

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

view more

4,709 Reputation

+10	What is the difference between Option Adjusted Spread (OAS) and Z-spread?
+10	Is the stock price process a martingale or a Markov process?
+20	How to implement Maximum Diversification in R?
+10	Call vs. Put Option

view more

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?

view more

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

view more

24 Accounts

	Quantitative Finance♦	4,709 rep	836
	Programmers	1,356 rep	317
	Stack Overflow	606 rep	518
	Area 51	214 rep	5
$TeX - LaTeX Stack Exchange$	TeX - LaTeX	187 rep	5

32 Badges

recent class name

Nice Answer × 3	Talkative
Yearling × 2	Nice Question × 3
Popular Question × 2	Tag Editor
Custodian × 7	Strunk & White
Synonymizer	Necromancer

view more

0 Active bounties

active offered earned

This user has no active bounties

774 Votes Cast

all time			by type			month
596	up		502	question		11
178	down		272	answer		11

Technology			Life / Arts	Culture / Recreation	Science	Other
Stack Overflow Server Fault Super User Web Applications Ask Ubuntu Webmasters Game Development TeX - LaTeX	Programmers Unix & Linux Ask Different (Apple) WordPress Answers Geographic Information Systems Electrical Engineering Android Enthusiasts IT Security	Database Administrators Drupal Answers SharePoint User Experience Mathematica more (14)	Photography Science Fiction & Fantasy Seasoned Advice (cooking) Home Improvement more (13)	English Language & Usage Skeptics Mi Yodeya (Judaism) Travel Arqade (gaming) Bicycles Role-playing Games more (22)	Mathematics Cross Validated (stats) Theoretical Computer Science Physics more (7)	Stack Apps Meta Stack Overflow Area 51 Stack Overflow Careers

site design / logo © 2013 stack exchange inc; user contributions licensed under cc-wiki with attribution required

rev 2013.5.22.696

Quantitative Finance Stack Exchange works best with JavaScript enabled