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Sep
11
comment What is exactly Euler's decomposition?
Excellent answer thank you!
Sep
11
asked What is exactly Euler's decomposition?
Sep
4
revised Risk Neutral Evaluation - Exchange/Spread Options
deleted 12 characters in body
Sep
4
answered Risk Neutral Evaluation - Exchange/Spread Options
Sep
2
revised Should I use Resampling or Expectation Maximization to compute a robust covariance matrix?
added 6 characters in body; edited tags; edited title
Aug
29
comment What is the best solution to use QuantLib within Excel?
From an abstract point of view, there is no definite answer to the question: the solution you should choose depends on your knowledge of the different programming languages and on other details of your personal situation.
Aug
29
revised What is the best solution to use QuantLib within Excel?
edited tags; edited title
Aug
28
awarded  Popular Question
Aug
27
comment Where to get access to an inexpensive or free hedge fund/CTA DB?
The question is still unclear.
Aug
26
comment Increasing Market Depth
We need a bit of background here. What's your standpoint? Are you a broker? Are you an investor?
Aug
26
comment What is “high frequency quoting” or “quote spam”?
This is bad is arguable though. Depends on your standpoint I guess. You're probably right from a global market perspective though.
Aug
26
revised What is “high frequency quoting” or “quote spam”?
deleted 4 characters in body
Aug
26
reviewed Reviewed What is the difference between convertible bond and bond with warrant?
Aug
26
comment What is the difference between convertible bond and bond with warrant?
So a bond with warrant is really simply a bond plus a call on a stock right?
Aug
26
revised What is the difference between convertible bond and bond with warrant?
deleted 23 characters in body
Aug
26
reviewed Edit Example code for “Gauge Invariance, Geometry and Arbitrage” paper
Aug
26
revised Example code for “Gauge Invariance, Geometry and Arbitrage” paper
retagged, formatting
Aug
26
comment Example code for “Gauge Invariance, Geometry and Arbitrage” paper
He's not asking someone to write to code for him, he's asking if one has an implementation example to share. It's not really the same.
Aug
26
revised How to compute the volume of an index from the volume of its constituents?
added 3 characters in body; edited tags; edited title
Aug
25
reviewed Reviewed Pairs trading: Question on non-negative profits, size of the positions and trading signals