SRKX

4,699 reputation

836

bio	website	blog.smaga.ch
	location	Geneva, Switzerland
	age	27
visits	member for	2 years, 3 months
	seen	21 hours ago
stats	profile views	648

Investment Analyst in an asset allocation firm in Geneva.

	4,699 reputation	bio	website	blog.smaga.ch	visits	member for	2 years, 3 months
836 badges		location	Geneva, Switzerland		seen	21 hours ago

summary answers questions tags badges favorites bounties reputation activity

945 Actions

suggestions reviews revisions comments badges posts accepts all

Mar 5	comment	How does the “risk-neutral pricing framework” work? You can have a look at my blog post which helped a few people grasp the concept.
Mar 5	revised	How does the “risk-neutral pricing framework” work? edited title
Mar 4	revised	Geometric Brownian Motion with non-negative random increments added 7 characters in body
Mar 4	revised	How to perform Empirical Mode Decomposition? edited body; edited title
Mar 4	comment	How to implement a long-term trade on oil? I saw your comments on options and ETFs attached to the others answers, it would be great if you could include it in here!
Mar 4	accepted	How to implement a long-term trade on oil?
Mar 3	asked	How to implement a long-term trade on oil?
Mar 3	revised	Optimization procedure for entropy pooling included link in the text
Feb 28	revised	Logarithmic returns for realized variance? added 59 characters in body; edited tags
Feb 28	answered	Logarithmic returns for realized variance?
Feb 26	comment	How to annualize Sharpe Ratio? @David : don't you think RYogi's answer could be accepted for your question?
Feb 21	awarded	Yearling
Feb 21	reviewed	Approve suggested edit on Taylor series expansion (Volatility Trading book) explanation sought
Feb 21	revised	Reference on SDE driven by jump processes link fix
Feb 20	awarded	Popular Question
Feb 20	revised	Can a long put trade be profitable through Vega even if the underlying moves upwards? added 1 characters in body
Feb 20	comment	Can a long put trade be profitable through Vega even if the underlying moves upwards? @cdcaveman I use $\nu$ for Vega and $\sigma$ for the volatility inputted in the pricing model.
Feb 18	reviewed	Reviewed Recover full tick data from missing tick data
Feb 18	reviewed	Reviewed Computing the Sharpe Ratio
Feb 18	reviewed	Reviewed What different methods of pairs selection exists? (For Pairs trading)