5,626 reputation
21343
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 7 months
seen 14 hours ago

Strats in a commodity trading firm in Hong Kong.


May
7
accepted What are the applications of cointegration?
May
7
comment How are cryptography and speech recognition technology applied to forecasting financial markets?
Could you provide us with a link to the article please?
May
2
comment How to measure investors' “experienced” volatility?
+1 for the different solutions proposed and the right terminology. I am wondering though if GARCH doesn't answer the question with the $p$ and $q$ parameters you choose as input.
May
1
revised Stock Price Behavior and GARCH
rolled back to a previous revision
Apr
30
revised Stock Price Behavior and GARCH
correction
Apr
30
revised Stock Price Behavior and GARCH
added 2 characters in body
Apr
30
answered Stock Price Behavior and GARCH
Apr
30
comment Stock Price Behavior and GARCH
Yeah but then you're not using a GBM anymore... it's just not the same.
Apr
30
comment Stock Price Behavior and GARCH
@OweJessen : this meta post discussed the point you're making. Fell free to participate in Quantitative Finance Meta. As for this post, I believe it's borderline to what we can accept, so we can just wait and see how the community and the mods react to that, there is no need to do anything else.
Apr
30
comment Stock Price Behavior and GARCH
Really, I'm note sure this is on-topic; if you have limited understanding of stock models then you're not likely a quant professional, and hence the question is off-topic, see the FAQ.
Apr
30
revised Stock Price Behavior and GARCH
improved formatting, more details in math
Apr
29
revised Function that best describes intensity of human/(group of humans) emotions?
retagged
Apr
27
comment How to measure investors' “experienced” volatility?
Thanks for the answer, I agree with you, it's pretty difficult to answer... This is why is was asking for research papers addressing the subject also in the question. I couldn't find any.
Apr
26
awarded  Tag Editor
Apr
26
revised behavioral-finance wiki excerpt
added 135 characters in body
Apr
26
revised behavioral-finance wiki description
added 473 characters in body
Apr
26
suggested suggested edit on behavioral-finance tag wiki excerpt
Apr
26
suggested suggested edit on behavioral-finance tag wiki
Apr
26
wiki created behavioral-finance description
Apr
26
wiki created behavioral-finance excerpt