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Jan
21
revised What are the parameters of the function PORTVAR in Matlab?
added 2 characters in body
Jan
21
comment What are the parameters of the function PORTVAR in Matlab?
why did you delete this? It answers the question: the covariance matrix is computed using historical returns. This is the only way given the input in any case.
Jan
20
comment What is the the correct treatment while short for the cash in lieu of a reverse split?
Can you please also edit the title so that it becomes a question?
Jan
20
comment What is the the correct treatment while short for the cash in lieu of a reverse split?
You should add a bit of formatting to get the question more readable and understandable. Because this might seem very clear to you but it's quite difficult to read.
Jan
20
reviewed Approve How to build a mean reverting basket?
Jan
20
reviewed Reviewed How to obtain a log of all trades done on the Nasdaq or other major US exchange?
Jan
20
comment How to obtain a log of all trades done on the Nasdaq or other major US exchange?
And they probably won't give the data for free.
Jan
20
revised How to price an option on a dividend-paying stock using the binomial model?
rephrased as a question, formatting
Jan
20
revised What are the canonical references on wholesale credit risk management?
rephrased question. enhanced sentences
Jan
20
comment How to obtain a log of all trades done on the Nasdaq or other major US exchange?
By algo-trading company you mean a broker right? Some company that allows trader to trade at HF?
Jan
20
comment How to obtain a log of all trades done on the Nasdaq or other major US exchange?
@Autolatry no, he's basically looking for market data to try to infer which trades were performed by an algo-trading firm.
Jan
20
revised How to obtain a log of all trades done on the Nasdaq or other major US exchange?
added 16 characters in body
Jan
20
revised How to obtain a log of all trades done on the Nasdaq or other major US exchange?
rephrased as question
Jan
19
revised Why is this delta-hedging/P&L example on a variance swap call correct?
edited body
Jan
19
revised Why is this delta-hedging/P&L example on a variance swap call correct?
edited body
Jan
13
comment Why is the price of a call option with $K=0$ equal to the price of the stock $S_0$?
It's unclear whether you've seen in the market that the price of the option was smaller than the stock's or if it's something you think should be true but isn't in the market....
Jan
13
answered Why is the price of a call option with $K=0$ equal to the price of the stock $S_0$?
Jan
12
comment Why is the price of a call option with $K=0$ equal to the price of the stock $S_0$?
It was very difficult to understand what you were asking here, and to determine whether you weren't actually answering you own question in you comment. I tried to make it clearer, feel free to edit if I got the question wrong.
Jan
12
revised Why is the price of a call option with $K=0$ equal to the price of the stock $S_0$?
embedded precision in question, rephrased question, added formatting
Jan
12
reviewed Looks OK What is a canonical book or article to learn pair trading?