5,701 reputation
21343
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 8 months
seen 1 hour ago

Strats in a commodity trading firm in Hong Kong.


Sep
5
comment What is the required Risk/ Reward ratio in Forex?
Hi SiXUIm. Welcome to Quant SE. As you might see in the faq, this site is dedicated to quantitative finance professionals and academics. "Beginner" (no offence) FX trading advises are off-topic here. Maybe some of these sites have forums or something of the sort.
Sep
4
comment Convergence of GBM mean after simulation?
Well, I agree that high volatility is the source, but I don't think it's a problem. In the end, the model should work alright even with high volatilities and long samples. I was trying to understand whether results looked rational for that kind of $\sigma$...
Sep
4
revised What do “Exposure Bounds” mean in Portfolio Optimization?
deleted 11 characters in body; edited title
Sep
4
asked Convergence of GBM mean after simulation?
Sep
3
accepted What is wrong in this GBM simulation?
Sep
3
comment What is wrong in this GBM simulation?
Oh thanks how did I miss that. I could have look 10 more hours at this...
Sep
3
comment What is wrong in this GBM simulation?
@JoshuaUlrich I agree, but still I don't get what is wrong with the implementation VS theoretical result $\mathbb{E}(S_t)=S_0$...
Sep
3
comment What is wrong in this GBM simulation?
@Svisstack what do you mean plot in time? No even if I use 100'000 runs it stays close to 99.5. I don't get it.
Sep
3
asked What is wrong in this GBM simulation?
Sep
1
reviewed Satisfactory Sharpe Ratio - my own calculation differs from Yahoo finance, Morningstar
Sep
1
reviewed Excellent Option based portfolio insurance in practice
Sep
1
reviewed Satisfactory Heat/Diffusion Equation
Sep
1
reviewed Needs Improvement Looking for Research Paper on Creation of Currency Baskets
Sep
1
reviewed Excellent How to find optimal look back in quant trading models
Sep
1
reviewed Satisfactory 2 stocks, no shorting vs shorting. (concrete questions, mean-variance)
Aug
27
reviewed No Action Needed Modelling currency exchange rates timeseries data across re-denomation dates
Aug
19
reviewed Approve suggested edit on Why does regression capture differences in volatility?
Aug
6
comment How to create charts in WPF finance applications?
Maybe you could put smaller images and explain what special features you have for financial applications more in details.
Jul
30
revised Why are we obsessed over normalizing financial data?
deleted 20 characters in body; edited tags
Jul
26
accepted How to deal with extreme cases in normal random numbers generation?