5,701 reputation
21343
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 8 months
seen 6 hours ago

Strats in a commodity trading firm in Hong Kong.


May
17
revised Calculate alpha (CAPM) in “cross country-portfolio”
added 35 characters in body
May
17
comment Calculate alpha (CAPM) in “cross country-portfolio”
Please use math formatting next time....
May
17
comment How to model hedge fund returns?
Well in my opinion it's still too vague for what was being asked. Could have been a simple comment.
May
16
comment How to model hedge fund returns?
I'm sorry but you're not really answering the question; I think he wants the distributions you've seen used for HF (which will be different depending on their strategy, I agree on that).
May
16
comment How to model hedge fund returns?
References of the research mentioned in your question would enhance the overall quality.
May
16
revised How to model hedge fund returns?
rephrased question retagged enhanced formatting
May
16
comment Making portfolios better than others for a 16 week portfolio game?
Sorry but this site is dedicated to quantitative finance professionals, fee the faq
May
10
revised fair price for a call option
added 3 characters in body
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