5,577 reputation
21342
bio website blog.smaga.ch
location Geneva, Switzerland
age 28
visits member for 3 years, 6 months
seen 15 hours ago

Investment Analyst in an asset allocation firm in Geneva.


Jan
20
revised How to interpret CME's specification regarding grains options expirations?
rephrase question, retagged
Jan
10
comment Book on market microstructure
This is quite HFT-oriented though...
Jan
8
comment What is the realized volatility's estimation error?
What are you trying to do? Assess how reliable a volatility estimate is?
Jan
8
revised What is the realized volatility's estimation error?
removed courtesies, retagged
Dec
23
revised How to create a Stochastic Process through pre specified points?
deleted 51 characters in body
Dec
23
comment How to create a Stochastic Process through pre specified points?
@Hansen perhaps instead of sounding so condescending you could try to explain us what it is you don't understand. I'll try to update the formatting. Because given the +6 score, I'd say that say, people understood what I meant.
Dec
17
comment Drawbacks of Black-Scholes option pricing model
Over-estimates or misprices? Can you provide the source where you saw that statement?
Nov
27
reviewed Approve suggested edit on Black 76 for Options on Interest Rate Futures
Nov
25
revised Probability of a return from historical average and standard deviation
added 470 characters in body
Nov
21
revised Risk Neutral Probability
edited body
Nov
19
revised Why do stocks with a negative beta return less than the risk free rate?
added 37 characters in body
Nov
12
reviewed Reviewed Training set of tick-by-tick data?
Nov
12
reviewed Reviewed How fast is QuickFix ?
Nov
12
revised How fast is QuickFix ?
added 642 characters in body
Nov
11
reviewed Looks OK Where to download list of all common stocks traded on NYSE, NASDAQ and AMEX?
Nov
11
reviewed Looks OK How to check if a timeseries is stationary?
Nov
11
reviewed Looks OK Mapping symbols between tickers, Reuters RICs and Bloomberg tickers
Nov
11
revised R or Matlab code for Multi-Barrier-Options (3 or more underlyings)
edited tags
Nov
7
revised What is the stochastic differential of a general semimartingale?
improved formatting, included links.
Nov
7
revised Is the risk-reward ratio considered in Quantitative Finance?
edited title