5,701 reputation
21343
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 8 months
seen 58 mins ago

Strats in a commodity trading firm in Hong Kong.


21h
comment Option Prices under the Heston Stochastic Volatility Model
I think there is a word missing somewhere in your answer...
1d
revised How to calculate the Sharpe ratio for market neutral strategies?
added 31 characters in body; edited tags; edited title
1d
comment What is the difference between asset management and wealth management?
Please enhance you question with what you already know and where you have doubts. Right now, I should technically close it as either too basic or too broad.
1d
revised What is the difference between asset management and wealth management?
deleted 57 characters in body; edited title
1d
comment What is an efficient method to find implied volatility?
You can have a look at this answer, which points out to a couple of alternatives.
1d
revised What is an efficient method to find implied volatility?
deleted 10 characters in body; edited title
1d
revised How to compute annuity payment?
deleted 20 characters in body; edited title
1d
comment How to compute annuity payment?
This question is about too basic for this site and hence off-topic, see the faq. It looks like a CFA question though, and you might find better answers on dedicated forums.
1d
reviewed Looks OK Best way to store hourly/daily options data for research purposes
1d
revised How to calculate returns of backtested strategy?
edited title
1d
revised Where to find stock buybacks yields?
removed courtesies
2d
reviewed Close asymptotic distribution of joint random variables
2d
reviewed Close Build a customizable trading engine in python
2d
revised How to express the Black Derman & Toy Model in a $dr=A\,dt+B\, dW$ form?
rephrased question, fixed typo in formula
2d
revised How to model the effect of earnings surprises on long-term returns?
formatting
2d
comment How to model the effect of earnings surprises on long-term returns?
Good edit. Good attitude. I reopened it.
2d
comment How to model the effect of earnings surprises on long-term returns?
Hi EHC, welcome to QuantSE. I'm afraid your question is actually extremely vague: what are your inputs? what do you call a surprise? and frankly your questions are just as vague. You should try to first have a simple prototype with a couple of results and then try to refine by posting what you've done.
2d
revised How to model the effect of earnings surprises on long-term returns?
removed courtesies; rephrased question
Oct
28
revised Variability in the Expected Shortfall estimator
added 96 characters in body
Oct
28
revised How to get Black Scholes' Geometric Brownian Motion differential form form the closed form?
edited title