5,364 reputation
21040
bio website blog.smaga.ch
location Geneva, Switzerland
age 28
visits member for 3 years, 2 months
seen yesterday

Investment Analyst in an asset allocation firm in Geneva.


Apr
30
comment Call vs. Put Option
@RemusStanescu actually, I see no ATM precision in your question... Could you please edit it to make it a bit more clear?
Apr
30
comment Call vs. Put Option
If I did understand your question correctly, it is off-topic (too basic). So please speak if it's not the case, or I'll close this otherwise.
Apr
30
revised Call vs. Put Option
deleted 9 characters in body
Apr
30
answered Call vs. Put Option
Apr
29
comment Black Scholes Formula for Collar Option
Arf yeah of course I made that assumption... I get what you meant now...
Apr
29
answered How to use PCA for trading
Apr
29
comment How to make the final Interpretation of PCA?
@ManInMoon the variable which adds the most variance to the sample.
Apr
29
comment Black Scholes Formula for Collar Option
@Ash if you're confident about this, please elaborate in an answer...
Apr
29
answered Black Scholes Formula for Collar Option
Apr
26
comment How replicate data using PCA
Why are you trying to do this? Can my answer here help you already?
Apr
26
comment How replicate data using PCA
At first glance it's difficult to see whether using PCA makes any sense here. Could you please explain what you are trying to achieve? Generate similar data?
Apr
25
reviewed Approve suggested edit on Calculating Geometric mean
Apr
24
revised What is the difference between convertible bond and bond with warrant?
removed courtesies
Apr
24
revised Convexity adjustment for a forward swap rate
deleted 8 characters in body
Apr
24
reviewed Approve suggested edit on Convexity adjustment for a forward swap rate
Apr
17
comment Implied Volatility Calculation
If you could embed the link to the article in your answer, it would be great.
Apr
9
reviewed Approve suggested edit on How can I go about applying machine learning algorithms to stock markets?
Apr
4
comment Stochastic modeling of stock price process
Well, GBM is not really widely accepted anymore for most of sophisticated investors. Could you explain why you would need that for?
Apr
2
revised Data Synchronization
deleted 34 characters in body
Mar
31
awarded  Nice Answer