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
15
reviewed Reviewed Cointegration trading: Ignoring pairs that aren't economically related
Nov
15
revised Cointegration trading: Ignoring pairs that aren't economically related
edited body
Nov
15
reviewed Looks OK Cointegration trading: Ignoring pairs that aren't economically related
Nov
15
reviewed Close What are the common trading systems for hedge fund automated trading?
Nov
15
revised What kind of return can an average algorithmic trading firm achieve today?
retagged, typos
Nov
15
answered What kind of return can an average algorithmic trading firm achieve today?
Nov
15
revised What kind of return can an average algorithmic trading firm achieve today?
retagged
Nov
13
comment Show that convexity of call price as a function of the strike is violated
@chrisaycock he's probably afraid that the TA finds out where the answer comes from...
Nov
13
revised Show that convexity of call price as a function of the strike is violated
rolled back to a previous revision
Nov
13
comment Version of Girsanov theorem with changing volatility
Come on @Brian B, I know you probably know the answer by heart (haha). Even if not, please include it in your answer it would help the site with another of your good answers... (for later search engines visibility and for later users browsing the site)
Nov
12
reviewed Reviewed Free intra-day equity data source
Nov
12
comment Free intra-day equity data source
You should add comments on the quality of the tools you propose. Are they good? Why? Have you ever used them?
Nov
12
reviewed Reviewed How to calculate optimal standard deviation bands for trading?
Nov
12
comment How to calculate optimal standard deviation bands for trading?
Yeah, this answer has nothing to see with the question...
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...