5,934 reputation
21544
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 10 months
seen yesterday

Strats in a commodity trading firm in Hong Kong.


Nov
6
revised What is the probability distribution of the changes in $\Delta$?
edited title
Nov
5
answered How to compute daily compounded backtest returns closer to real-world results?
Nov
5
revised How to compute daily compounded backtest returns closer to real-world results?
removed courtesies
Nov
5
revised How to compute daily compounded backtest returns closer to real-world results?
edited tags; edited title
Nov
3
revised What is Quantization?
deleted 11 characters in body; edited title
Nov
2
reviewed Reviewed Any known bugs with Yahoo Finance adjusted close data ?
Nov
2
reviewed Leave Open PDE and Black Scholes problem
Nov
1
comment How to learn finance?
This site is dedicated to quantitative finance itself, and career advice are off-topic here.
Oct
30
comment Option Prices under the Heston Stochastic Volatility Model
I think there is a word missing somewhere in your answer...
Oct
30
revised How to calculate the Sharpe ratio for market neutral strategies?
added 31 characters in body; edited tags; edited title
Oct
30
comment What is the difference between asset management and wealth management?
Please enhance you question with what you already know and where you have doubts. Right now, I should technically close it as either too basic or too broad.
Oct
30
revised What is the difference between asset management and wealth management?
deleted 57 characters in body; edited title
Oct
30
comment What is an efficient method to find implied volatility?
You can have a look at this answer, which points out to a couple of alternatives.
Oct
30
revised What is an efficient method to find implied volatility?
deleted 10 characters in body; edited title
Oct
29
revised How to calculate returns of backtested strategy?
edited title
Oct
29
reviewed Close Build a customizable trading engine in python
Oct
29
revised How to express the Black Derman & Toy Model in a $dr=A\,dt+B\, dW$ form?
rephrased question, fixed typo in formula
Oct
29
revised How to model the effect of earnings surprises on long-term returns?
formatting
Oct
29
comment How to model the effect of earnings surprises on long-term returns?
Good edit. Good attitude. I reopened it.
Oct
29
comment How to model the effect of earnings surprises on long-term returns?
Hi EHC, welcome to QuantSE. I'm afraid your question is actually extremely vague: what are your inputs? what do you call a surprise? and frankly your questions are just as vague. You should try to first have a simple prototype with a couple of results and then try to refine by posting what you've done.