5,924 reputation
21544
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 10 months
seen 8 hours ago

Strats in a commodity trading firm in Hong Kong.


8h
asked How to price a futures spread option?
8h
revised How to synthesize a futures spread option?
rephrased as a question
Dec
19
comment how to obtain optimal portfolio with different borrowing and lending rates?
You title is still not a question. You're still not using the mathematical notation.
Dec
19
comment how to obtain optimal portfolio with different borrowing and lending rates?
Your question is unclear and it's title incredibly vague. Please use Latex notation as well.
Dec
19
revised How to calibrate the Hull-White model using cap prices?
formatting, added link
Dec
18
revised How to reduce the variability of investment returns by increasing average expected return?
edited title
Dec
18
comment How to reduce the variability of investment returns by increasing average expected return?
Sorry but this site is dedicated to professional quants. Given that your question doesn't mention any modelling or anything, the question is too broad and too basic.
Dec
18
reviewed Approve Median value for geometric brownian motion simulation
Dec
16
revised Maximizing utility subject to a wealth constraint
deleted 43 characters in body
Dec
15
answered Is this process predictable or not?
Dec
15
comment Is this process predictable or not?
Please use latex next time, it makes you question much more understandable.
Dec
15
revised Is this process predictable or not?
added 19 characters in body; edited title
Dec
12
comment Importing daily data: '-1' in volume column
What is the public data source? When did you get the data? Was it updated since then? What does the source say?
Dec
11
revised Integral-differential equation for forward rates
added 16 characters in body
Dec
10
comment How does Yahoo finance calculate Beta?
Interesting answer, but it would benefit an awful lot from a source.
Dec
10
comment Where to get analysts' earnings estimates data?
We have a global question for all data-related issues.
Dec
9
comment Which library shall I use for time series analysis in Java?
There is something weird in your second sentence... could you please correct it?
Dec
9
comment Which library shall I use for time series analysis in Java?
I agree that there is no obvious leader in the market but I don't think there shouldn't be one (i.e. it wouldn't be a bad thing if we could rely on something decent, like pandas for python). I'm actually amazed that nobody has seized this market already, although there are some candidates. For easy things such as standard deviation then re-implementing is fine, but for more complicated things it might be actually very helpful to use more efficient/optimized functions.
Dec
9
revised Which library shall I use for time series analysis in Java?
added 6 characters in body; edited title
Dec
9
revised Why is this stochastic integral a martingale?
added 28 characters in body