5,776 reputation
21443
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 9 months
seen 7 hours ago

Strats in a commodity trading firm in Hong Kong.


Nov
20
answered Where to get master list of mutual funds?
Nov
20
revised Where to get master list of mutual funds?
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Nov
17
revised How to price zero coupon bonds with the Monte Carlo method?
deleted 7 characters in body; edited tags; edited title
Nov
6
comment What is the probability distribution of the changes in $\Delta$?
Note: all else equal is important in my comment. I think you will have to look at one source of change only, because otherwise you have to look at all the partial derivatives at the same time... I'd suggest looking at Vanna : $\frac{\partial^2 \Delta}{(\partial S)^2}$.
Nov
6
comment What is the probability distribution of the changes in $\Delta$?
I adjusted your question because the probability of $\Delta$ to change between $t_1$ and $t_2$ is 1 or extremely close to 1 ($\Delta$ depends on $t$, so as $t$ changes $\Delta$ will change, all else equal).
Nov
6
revised What is the probability distribution of the changes in $\Delta$?
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Nov
6
revised What is the probability distribution of the changes in $\Delta$?
edited title
Nov
5
answered How to compute daily compounded backtest returns closer to real-world results?
Nov
5
revised How to compute daily compounded backtest returns closer to real-world results?
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Nov
5
revised How to compute daily compounded backtest returns closer to real-world results?
edited tags; edited title
Nov
3
revised What is Quantization?
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Nov
2
reviewed Reviewed Any known bugs with Yahoo Finance adjusted close data ?
Nov
2
reviewed Leave Open PDE and Black Scholes problem
Nov
1
comment How to learn finance?
This site is dedicated to quantitative finance itself, and career advice are off-topic here.
Oct
30
comment Option Prices under the Heston Stochastic Volatility Model
I think there is a word missing somewhere in your answer...
Oct
30
revised How to calculate the Sharpe ratio for market neutral strategies?
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Oct
30
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.
Oct
30
revised What is the difference between asset management and wealth management?
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Oct
30
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.
Oct
30
revised What is an efficient method to find implied volatility?
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