5,646 reputation
21343
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 8 months
seen 2 hours ago

Strats in a commodity trading firm in Hong Kong.


Nov
12
reviewed Reviewed Reference request: Survey article on GPU in Finance
Nov
12
comment Reference request: Survey article on GPU in Finance
I think your answer is pretty interesting but it lacks a lot of references. What bank are you talking about? What surveys? What is the LinkedIn group? We need links. Then, additional reference are always welcome for latter users and to enhance the overall quality of the site.
Nov
12
reviewed Reviewed How to quickly estimate a lower bound on correlation for a large number of stocks?
Nov
12
reviewed Reviewed What are the common trading systems for hedge fund automated trading?
Nov
12
revised What are the common trading systems for hedge fund automated trading?
formatting
Nov
12
comment What are the common trading systems for hedge fund automated trading?
You should extend your answer by adding links and discussing a bit the quality and the features of each of them...
Nov
12
reviewed Looks OK How to perform risk factor calculation?
Nov
12
comment How to perform risk factor calculation?
You should develop more your answer: explaining why PCA is suitable would make it more useful...
Nov
12
reviewed Looks OK Solving Path Integral Problem in Quantitative Finance using Computer
Nov
12
reviewed Reviewed Looking for analysis of NASDAQ suit?
Nov
12
revised Looking for analysis of NASDAQ suit?
rephrased question, grammar, formatting
Nov
12
reviewed Reviewed Sources of Machine Readable News
Nov
12
reviewed Reviewed How do you synthesize a probability density function (pdf) from equally weighted price data?
Nov
12
comment How do you explain the volatility smile in the Black-Scholes framework?
Oh thank God you agree with me.
Nov
11
revised How to group mutual funds by volatility?
added 144 characters in body
Nov
11
revised How to group mutual funds by volatility?
rephrased question, reformulated question, removed courtesies, retagged
Nov
11
comment How to group mutual funds by volatility?
Ok I'll edit your question to make it understandable then.
Nov
11
answered How to group mutual funds by volatility?
Nov
10
revised How to compute interest rate futures spread ratio?
remouved courtesies, rephrased question
Nov
10
comment How do you explain the volatility smile in the Black-Scholes framework?
@Freddy do you agree that IV are computed using market prices and some formula $f(...,\sigma)=p$?