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| bio | website | blog.smaga.ch |
|---|---|---|
| location | Geneva, Switzerland | |
| age | 27 | |
| visits | member for | 2 years, 4 months |
| seen | 50 mins ago | |
| stats | profile views | 668 |
Investment Analyst in an asset allocation firm in Geneva.
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Apr 22 |
revised |
What is the difference between Option Adjusted Spread (OAS) and Z-spread? retagged, formatting |
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Apr 22 |
answered | What is the difference between Option Adjusted Spread (OAS) and Z-spread? |
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Apr 21 |
comment |
What are the best sources for equity quantitative research? Shouldn't we modify the question so that is doesn't specify the Equity asset class but Quant Finance in general? Or should I create another question? |
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Apr 20 |
comment |
application of lie groups in finance Could you please explain what lie groups are and why you think it's applicable to finance (suggest areas of application})? This would make a much better question and it would be much more useful for other users of the site. |
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Apr 18 |
comment |
Is “eoddata” a good data source? I believe the initial question is OK for the site, but I would straightaway remove the "what are the other data sources" from the question or it will be closed as this question already exists. |
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Apr 18 |
revised |
Is “eoddata” a good data source? Formatting, link, retagged |
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Apr 16 |
revised |
Implied Volatility from American options (binomial) reformat, retagged |
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Apr 16 |
asked | What are the applications of cointegration? |
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Apr 15 |
revised |
Monthly data for popular indices (constituents). integrated link. rephrased |
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Apr 14 |
comment |
Distribution for High Kurtosis In the current state, the question should be moved to Cross Validated in my opinion. |
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Apr 14 |
comment |
Can end-to-day trading be profitable? If not, why? In short, papers discussing if the market is efficient at a daily frequency. |
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Apr 13 |
comment |
How do you mix quantitative asset allocation with qualitative views? so you suggest $w=w^* \cdot \bar{w}$? |
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Apr 9 |
revised |
Formal proof for risk-neutral pricing formula edited tags |
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Apr 9 |
revised |
Do weights from portfolio theory contain bias? removed courtesies |
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Apr 8 |
revised |
What are some useful approximations to the Black-Scholes formula? mathematical formatting |
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Apr 8 |
revised |
Is there any thing out there as a substitute for KDB? retagged |
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Apr 8 |
reviewed | Approve suggested edit on Constructing an approximation of the S&P 500 volatility smile with publicly available data |
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Apr 8 |
comment |
Is there any thing out there as a substitute for KDB? +1 I like the idea. How do you handle cross-sectional time series? Will we be able to embed you visualization API into a custom app? |
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Apr 8 |
revised |
Is there any thing out there as a substitute for KDB? added 43 characters in body |
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Apr 8 |
revised |
Ways of treating time in the BS formula deleted 8 characters in body |
