SRKX

4,699 reputation

836

bio	website	blog.smaga.ch
	location	Geneva, Switzerland
	age	27
visits	member for	2 years, 2 months
	seen	8 hours ago
stats	profile views	644

Investment Analyst in an asset allocation firm in Geneva.

	4,699 reputation	bio	website	blog.smaga.ch	visits	member for	2 years, 2 months
836 badges		location	Geneva, Switzerland		seen	8 hours ago

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Feb 1	comment	Usage of Random forests in Quantitative analysis of stocks Please consider registering on the site.
Jan 31	revised	What do these maturity codes mean? rolled back to a previous revision
Jan 31	revised	What do these maturity codes mean? fixed year mistake
Jan 31	answered	What do these maturity codes mean?
Jan 31	revised	What do these maturity codes mean? rephrased question removed courtesies
Jan 31	comment	Pricing in HJM framework @hulik Indeed. But at least you have a close-form solution, and you do not have to model the drift of the forward curve. That's quite cool already.
Jan 31	comment	How much does a Grid Computing software cost? which "external link" section are you referring to?
Jan 31	revised	How much does a Grid Computing software cost? added 146 characters in body
Jan 31	asked	How much does a Grid Computing software cost?
Jan 30	revised	Pricing in HJM framework edited body
Jan 30	answered	Pricing in HJM framework
Jan 29	awarded	Synonymizer
Jan 29	reviewed	Reviewed What do the terms in-sample and out-of-sample estimates mean in MVO?
Jan 29	answered	What do the terms in-sample and out-of-sample estimates mean in MVO?
Jan 29	revised	What do the terms in-sample and out-of-sample estimates mean in MVO? edited tags
Jan 29	reviewed	Reviewed What are the advantages/disadvantages of OHLC over VWAP?
Jan 29	revised	What are the advantages/disadvantages of OHLC over VWAP? rephrased question, reformat
Jan 29	reviewed	Reviewed How do you estimate the capacity of a strategy from historical data?
Jan 28	comment	Simulation of GBM @gu7z not it's not, by definition of the model.
Jan 28	comment	Simulation of GBM @gu7z you can accept the answer if you're satisfied by it!