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

Strats in a commodity trading firm in Hong Kong.


1d
comment Where can I find free historical market cap data?
Your edit is a comment. Let's see what the community thinks and votes for reopening this. In fact probably any answer should be sent to the other global question.
1d
reviewed Leave Closed Where can I find free historical market cap data?
1d
comment What machine learning method is more suitable for prediction of financial time series?
What method did you use with SVM? Where do you think it has problems? This is just too vague in the current state, you can edit it to make it generic (i.e. by making the strategy public) and I'll reopen it.
1d
revised What machine learning method is more suitable for prediction of financial time series?
removed courtesies
2d
revised How to price of weather derivatives using a Brownian Motion?
rephrased as a question
2d
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.
2d
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.
2d
revised How to avoid having negative volatility when applying Heston model?
rephrased question
2d
revised Where can I find a list of VaR and CVaR formulas for continuous distributions?
retagged, rephrased question
2d
comment Where can I find a list of VaR and CVaR formulas for continuous distributions?
Great link I think. +1
2d
comment How do foreign banks get rid of USD?
This question appears to be off-topic because it is about global finance/economy.
2d
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.
2d
revised How do foreign banks get rid of USD?
removed courtesies
2d
revised What is the formula for beta weighted delta and gamma?
formatting, removed courtesies
Oct
22
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?