5,646 reputation
21343
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 8 months
seen 5 mins ago

Strats in a commodity trading firm in Hong Kong.


1m
revised How to price of weather derivatives using a Brownian Motion?
rephrased as a question
2m
comment How to price of weather derivatives using a Brownian Motion?
Not really no. Where does it come from? Can you provide a link to the this source? What kind of derivatives are you trying to price? This is far too abstract, I'm closing this until there is enough info in there to start drafting an answer.
4h
comment How to price of weather derivatives using a Brownian Motion?
The question is not clear at all. Please clarify and show what you've come up with and where you're stuck.
4h
revised How to avoid having negative volatility when applying Heston model?
rephrased question
4h
revised Where can I find a list of VaR and CVaR formulas for continuous distributions?
retagged, rephrased question
4h
comment Where can I find a list of VaR and CVaR formulas for continuous distributions?
Great link I think. +1
4h
comment How do foreign banks get rid of USD?
This question appears to be off-topic because it is about global finance/economy.
4h
comment How do foreign banks get rid of USD?
This question is not really related to quantitative finance, but more to global economic/financial systems. So it's off-topic here, and I'm afraid there is no site in StackExchange dedicated to this, sorry about that.
4h
revised How do foreign banks get rid of USD?
removed courtesies
4h
revised What is the formula for beta weighted delta and gamma?
formatting, removed courtesies
1d
comment If I am very fast (less than 10 microseconds latency) what would be the first strategy to execute?
Hi TraderJenny, broad questions about developing a trading strategy are off-topic here.
Oct
20
comment Black Scholes Model which Volatilty to use
@StudentT not when you first start talking about BS. The question is nevertheless not well formulated and can be answered trivially by opening any quant-finance book.
Oct
17
reviewed Reviewed Can we trade option spreads with more than 4 option legs?
Oct
17
revised Can we trade option spreads with more than 4 option legs?
improved formatting, rephrased question
Oct
17
reviewed Leave Closed Forex buying 2000+ pip difference
Oct
17
reviewed Reviewed Why does the minimum variance portfolio provide good returns?
Oct
17
comment Why does the minimum variance portfolio provide good returns?
Assumptions on Equities skewness or any statistical properties is at the discretion of the investor right? Technically risk should be rewarded by expected return, if that's not the case, then why don't you simply invest in the risk-free rate?
Oct
17
answered What are the properties of the Expected Shortall measure when split in multiple time periods?
Oct
17
revised What are the properties of the Expected Shortall measure when split in multiple time periods?
rephrased question,
Oct
16
reviewed Approve suggested edit on How can I go about applying machine learning algorithms to stock markets?