5,731 reputation
21443
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 9 months
seen 17 hours ago

Strats in a commodity trading firm in Hong Kong.


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?
Jul
23
revised How to price a Swing Option?
embedded links
Jul
22
comment How to deal with extreme cases in normal random numbers generation?
@BobJansen well look at this paper, it's scary.
Jul
22
comment How to deal with extreme cases in normal random numbers generation?
Well for continuous distribution $\mathbb{P}[Z=z]=0 ~ \forall z$...
Jul
22
revised How to deal with extreme cases in normal random numbers generation?
edited title
Jul
22
revised What are the implication of a negative risk-free rate on SML?
rephrased question
Jul
22
asked How to deal with extreme cases in normal random numbers generation?
Jul
22
revised What is the intuition behind the fact that Modified duration = Macaulay Duration / (1+r)?
rephrased as a question
Jul
22
comment What is the intuition behind the fact that Modified duration = Macaulay Duration / (1+r)?
+1 The image is really good. I added it directly in the post.
Jul
22
revised What is the intuition behind the fact that Modified duration = Macaulay Duration / (1+r)?
added 86 characters in body