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Feb
12
reviewed Reviewed Why annualized return and cumultive return aren't equal over 1-year period with Performance Analytics package in R?
Feb
12
comment Why annualized return and cumultive return aren't equal over 1-year period with Performance Analytics package in R?
You should add links to the documentation of the package. Have you had a look there? What does it say about the difference between these two methods?
Feb
12
revised Why annualized return and cumultive return aren't equal over 1-year period with Performance Analytics package in R?
removed courtesies retagged improved formatting
Feb
12
revised What is the correlation of and Index's dividend yield relative to its constituents?
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Feb
12
revised What is the correlation of and Index's dividend yield relative to its constituents?
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Feb
12
comment What Matlab packages to I need as a Risk Analyst?
@John well that's not right either because you could be a brilliant programmer but have little experience in finance or in (non-basic) mathematical optimization ;-). But I get your point.
Feb
12
comment What Matlab packages to I need as a Risk Analyst?
@John my point is that it depends how complex your queries are, what kind of database you want to query and how good your programming skills are.
Feb
12
comment How to value a Binary Option using market data?
But if there is no $T$ your option doesn't really make sense. In what context are you seeing that? If you assume the stock follows a GBM and $\sigma > 0$, then your stock will indeed for sure hit $x$ at some point in the future. If there is no discount, then you know that this option is worth 1 today indeed.
Feb
11
comment How to calculate probability of option expiring in the money?
How did you come up with these formulas? What are your assumptions regarding the probability distribution?
Feb
11
revised How to calculate probability of option expiring in the money?
removed courtesies
Feb
11
comment How to value a Binary Option using market data?
This is not the definition of the binary option. You are critically missing some maturity $T$ which limits the life of this option. If I understand well, you're trying to value the option using a replicating portfolio is that right?
Feb
11
reviewed Reviewed How to value a Binary Option using market data?
Feb
11
revised How to value a Binary Option using market data?
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Feb
11
revised How to apply the “Knapsack Problem” to minimise a portfolio's volatility?
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Feb
11
revised Is Geometric Brownian Model suitable for long term price forecast?
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Feb
11
comment Is Geometric Brownian Model suitable for long term price forecast?
The reason why GBM would be better short-term than not long-term is not obvious to me. Did your professor justify his claim by something? Besides, GBM models asset prices (not returns), were you expecting these to be stationary?
Feb
11
reviewed Looks OK Except Zipline, are there any other Pythonic algorithmic trading library I can choose?
Feb
11
comment Historical Data - Free Sources in 2015?
Feel free to add your answer there if they don't talk about Quandl already. But please add some comments with it like how much of it is free, have you worked with it already and so on.
Feb
11
comment Historical Data - Free Sources in 2015?
All data sources questions were merged in a single question. Feel free to comment or raise flags there is some links are broken.
Feb
11
revised How to prove the “Law of one price” theorem?
edited title