5,557 reputation
21342
bio website blog.smaga.ch
location Geneva, Switzerland
age 28
visits member for 3 years, 6 months
seen 23 hours ago

Investment Analyst in an asset allocation firm in Geneva.


May
9
comment Convexity of Portfolio Containing Eurodollar Future and Forward Rate Agreement
Is that a CFA question? Please show us what you've thought about the answer and where you get stuck.
May
9
comment What does “true”volatility mean in volatility comparison?
You should provide a link to Sinclair's book, along with its title and include in your question some of the context.
May
9
revised What does “true”volatility mean in volatility comparison?
rephrased question, formatting, retagged
May
7
revised Where can I find implementations of the time-varying copula (BBX) in Matlab or R?
removed courtesies, retagged, rephrased question
May
7
reviewed Reviewed Nominative financial datas
May
7
comment Nominative financial datas
Could you please edit the question to make that clear? It's annoying when part of the question is in the comments. You should probably state what markets implement this "double auction" scheme you're looking for.
Apr
4
revised What quant-related functionalities is R lacking compared to commercial software like Mathematica and Matlab?
edited tags; edited title
Apr
4
comment What quant-related functionalities is R lacking compared to commercial software like Mathematica and Matlab?
Ok I purged the comments here, I got your points. If you feel this is opinion-based, vote to close (although I disagree). If you have a concrete example of features of R that are lacking, provide them in an answer.
Apr
4
revised What quant-related functionalities is R lacking compared to commercial software like Mathematica and Matlab?
added 10 characters in body; edited tags; edited title
Apr
3
answered what is the vol in the BS formula?
Apr
2
comment What is shorting a asset that has negative price. Can anyone give me an example?
Can you give an example of an asset with negative price?
Apr
2
reviewed Reject suggested edit on Are e-mini markets manipulated?
Mar
31
awarded  Popular Question
Mar
25
awarded  Enlightened
Mar
25
awarded  Nice Answer
Mar
9
comment Is Behavioral Finance relevant to quants?
@Probilitator well my concluding remark was supposed to be my last question... Clearly yes, it's worth opening the topic, but it's been an open question for some time now with no obvious answer apparently...
Mar
9
answered Is Behavioral Finance relevant to quants?
Feb
21
awarded  Yearling
Feb
18
reviewed Reviewed Model calibration to illiquid assets when pricing options with long maturities
Feb
18
reviewed Approve suggested edit on epps-effect tag wiki excerpt