4,699 reputation
836
bio website blog.smaga.ch
location Geneva, Switzerland
age 27
visits member for 2 years, 3 months
seen 7 hours ago
stats profile views 647

Investment Analyst in an asset allocation firm in Geneva.


Apr
25
comment IB Order Execution
This site is dedicated to quantitative finance professionals, see the faq. I'm migrating this to Personal Finance & Money.
Apr
25
revised IB Order Execution
removed courtesies
Apr
25
reviewed Approve suggested edit on IB Order Execution
Apr
24
reviewed Approve suggested edit on Literature in Quantitative Finance
Apr
24
revised What is the difference between convertible bond and bond with warrant?
removed courtesies
Apr
24
revised Convexity adjustment for a forward swap rate
deleted 8 characters in body
Apr
24
reviewed Approve suggested edit on Convexity adjustment for a forward swap rate
Apr
17
comment Implied Volatility Calculation
If you could embed the link to the article in your answer, it would be great.
Apr
9
reviewed Approve suggested edit on How can I go about applying machine learning algorithms to stock markets?
Apr
4
comment Stochastic modeling of stock price process
Well, GBM is not really widely accepted anymore for most of sophisticated investors. Could you explain why you would need that for?
Apr
2
revised Data Synchronization
deleted 34 characters in body
Mar
31
awarded  Nice Answer
Mar
29
comment YTM and current yield
The answer would be more complete if you restated the definitions of the 3.
Mar
28
comment YTM and current yield
Where does that come from? CFA exercises?
Mar
27
revised Stochastic modelling of derivatives on dividends
deleted 15 characters in body
Mar
27
reviewed No Action Needed How to identify technical analysis chart patterns algorithmically?
Mar
27
reviewed No Action Needed Encyclopedia of Statistical Tests
Mar
27
reviewed Reviewed Is F# used in trading systems?
Mar
27
comment Is F# used in trading systems?
Interesting link. Please take the time to register to help the site.
Mar
27
reviewed Reviewed Why does the minimum variance portfolio provide good returns?