5,646 reputation
21343
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 8 months
seen 10 hours ago

Strats in a commodity trading firm in Hong Kong.


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
May
17
answered How to price zero coupon bonds with short term rates model?
May
17
comment Source of Quandl Open Data
Indeed, only they can really answer this question.
May
17
revised Calculate alpha (CAPM) in “cross country-portfolio”
added 35 characters in body
May
17
comment Calculate alpha (CAPM) in “cross country-portfolio”
Please use math formatting next time....
May
17
comment How to model hedge fund returns?
Well in my opinion it's still too vague for what was being asked. Could have been a simple comment.
May
16
comment How to model hedge fund returns?
I'm sorry but you're not really answering the question; I think he wants the distributions you've seen used for HF (which will be different depending on their strategy, I agree on that).