5,701 reputation
21343
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 8 months
seen 9 hours ago

Strats in a commodity trading firm in Hong Kong.


Nov
22
reviewed Reviewed How to calculate a the PFE for a Swaption?
Nov
22
comment How to calculate a the PFE for a Swaption?
What do you mean by PFE? Please be specific and include links for definitions if possible.
Nov
22
revised How to calculate a the PFE for a Swaption?
rephrased question, format
Nov
22
comment How to simulate stock prices with a Geometric Brownian Motion?
@Freddy we try our best to close the one we find off-topic, maybe some of them went through. About registration, I was talking to the user who wrote the question, and it helps in the Area51 stats for make it out of beta.
Nov
22
comment How to simulate stock prices with a Geometric Brownian Motion?
Please do not hesitate to register in order to help the site grow and make it out of beta!
Nov
22
comment How to simulate stock prices with a Geometric Brownian Motion?
@Freddy well GBM is the most basic process used in Quant finance. If you don't know it's closed and discrete form, it's unlikely you are a professional quant (you might be a trader, or something else...) which is the target niche of users. But I still answered it, because it can be useful and then we can close other questions related to the topic and refer to this one.
Nov
22
comment How to simulate stock prices with a Geometric Brownian Motion?
This method is really close to be off-topic, but it can be interesting for later users so I'll still answer it.
Nov
22
answered How to simulate stock prices with a Geometric Brownian Motion?
Nov
22
revised How to simulate stock prices with a Geometric Brownian Motion?
formatting
Nov
21
reviewed Reviewed Whare are the common Global Asset Allocation indices?
Nov
21
awarded  Popular Question
Nov
20
reviewed Reviewed What programming languages are most commonly used in quantitative finance?
Nov
20
comment When gains are made: Overnight or during trading hours? What is the connection to volatility?
I'm not sure @vonjd needs exercises... The more complete the answer, the more it will attract search results and promote the site!
Nov
20
comment What is the canonical reference for Minimum Variance Portfolio's uniqueness?
Well, I was looking for a reference...
Nov
19
asked What is the canonical reference for Minimum Variance Portfolio's uniqueness?
Nov
19
reviewed Leave Open Is it possible to “steal” financial data on publicly traded companies off the internet? Legally, I mean, what is the truth about “data” as a property
Nov
19
reviewed Close Proxy for a trigonometric angle function
Nov
19
reviewed Leave Open What does “Inst. Own” mean on Google Finance, and how can AOL be 103% “Inst. Own”'d?
Nov
19
reviewed Reviewed Why would a trader quickly flicker an order immediately preceding a tick away?
Nov
17
reviewed Reviewed Does mean reverting imply mean stationary?