5,646 reputation
21343
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 8 months
seen 12 hours ago

Strats in a commodity trading firm in Hong Kong.


Jun
27
revised How do I prove that $\lim_{K\searrow0}\frac{P(K,T)}{K} = \mathbb P(S_T=0)$?
rephrased title as a question
Jun
20
reviewed Reviewed Simple Forward Interest Rate Proof
Jun
20
revised Simple Forward Interest Rate Proof
deleted 9 characters in body
Jun
20
comment Simple Forward Interest Rate Proof
Could you please use math formatting next time?
Jun
20
reviewed No Action Needed Is “eoddata” a good data source?
Jun
19
reviewed Reviewed Why is Value at Risk non-negative?
Jun
19
revised Why is Value at Risk non-negative?
added 1 character in body; edited tags; edited title
Jun
17
reviewed No Action Needed Is the purchase of a stock publicly accessible?
Jun
16
revised Kalman Filtering with Linear Restrictions
deleted 13 characters in body
Jun
16
answered Is stock price priced in the uncertainty?
Jun
12
revised Are Futures exactly Delta One?
added 1 character in body
Jun
12
revised Are Futures exactly Delta One?
formatting, retagged
Jun
12
reviewed No Action Needed Is there any good research on support and resistance?
Jun
12
reviewed Reviewed What is the correct procedure to choose the lag when preforming Johansen cointegration test?
May
28
revised Python library for Portfolio Optimization
deleted 14 characters in body
May
23
revised When to use the real world drift and when the risk neutral one for a Monte-Carlo simulation?
deleted 71 characters in body; edited tags; edited title
May
21
reviewed Close Forex Fundamental Data Sources
May
19
reviewed Leave Open Databases for storing and querying high frequency tick-level data?
May
18
awarded  Taxonomist
May
17
revised How to price zero coupon bonds with short term rates model?
edited tags; edited title