5,646 reputation
21343
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 8 months
seen 16 mins ago

Strats in a commodity trading firm in Hong Kong.


May
10
revised fair price for a call option
added 87 characters in body; edited tags
May
10
revised fair price for a call option
added 87 characters in body; edited tags
May
9
answered fair price for a call option
May
9
comment Where can i find tick data for futures contracts
Still, we use that thread to store everything related to market data requests. Otherwise the site might get flooded with market data questions.
May
9
comment Why does regression capture differences in volatility?
Please consider registering on the site.
May
9
reviewed Looks OK Are the sin, cos, tan functions used in some financial calculations?
May
9
comment Are the sin, cos, tan functions used in some financial calculations?
The question is weird because it comes from a funky reason. But I'm fine having somebody giving an example of trigonometric functions in quantitative finance.
May
9
answered Why does regression capture differences in volatility?
May
9
comment Convexity of Portfolio Containing Eurodollar Future and Forward Rate Agreement
Is that a CFA question? Please show us what you've thought about the answer and where you get stuck.
May
9
comment What does “true”volatility mean in volatility comparison?
You should provide a link to Sinclair's book, along with its title and include in your question some of the context.
May
9
revised What does “true”volatility mean in volatility comparison?
rephrased question, formatting, retagged
May
7
revised Where can I find implementations of the time-varying copula (BBX) in Matlab or R?
removed courtesies, retagged, rephrased question
May
7
reviewed Reviewed Nominative financial datas
May
7
comment Nominative financial datas
Could you please edit the question to make that clear? It's annoying when part of the question is in the comments. You should probably state what markets implement this "double auction" scheme you're looking for.
Apr
4
revised What quant-related functionalities is R lacking compared to commercial software like Mathematica and Matlab?
edited tags; edited title
Apr
4
comment What quant-related functionalities is R lacking compared to commercial software like Mathematica and Matlab?
Ok I purged the comments here, I got your points. If you feel this is opinion-based, vote to close (although I disagree). If you have a concrete example of features of R that are lacking, provide them in an answer.
Apr
4
revised What quant-related functionalities is R lacking compared to commercial software like Mathematica and Matlab?
added 10 characters in body; edited tags; edited title
Apr
3
answered what is the vol in the BS formula?
Apr
2
comment What is shorting a asset that has negative price. Can anyone give me an example?
Can you give an example of an asset with negative price?
Apr
2
reviewed Reject suggested edit on Are e-mini markets manipulated?