6,109 reputation
21646
bio website blog.smaga.ch
location Hong Kong
age 29
visits member for 4 years, 1 month
seen 2 hours ago

Strats in a commodity trading firm in Hong Kong.


Jan
12
comment What Matlab packages to I need as a Risk Analyst?
Risk Analyst is quite vague in fact in my opinion. What are you doing on a daily basis?
Jan
12
revised What is a canonical book or article to learn pair trading?
added link
Jan
12
comment What is a canonical book or article to learn pair trading?
Questions of the form "what is the best" are off-topic because they are opinion-based, so I rephrased it. Besides, you question would have been much better if you'd shown what books you'd considered so far and what you thought were missing, for example.
Jan
12
revised What is a canonical book or article to learn pair trading?
rephrased question to make it on topic
Dec
22
asked How to price a futures spread option?
Dec
22
revised How to synthesize a futures spread option?
rephrased as a question
Dec
19
revised How to calibrate the Hull-White model using cap prices?
formatting, added link
Dec
18
reviewed Approve Median value for geometric brownian motion simulation
Dec
16
revised Maximizing utility subject to a wealth constraint
deleted 43 characters in body
Dec
15
answered Is this process predictable or not?
Dec
15
comment Is this process predictable or not?
Please use latex next time, it makes you question much more understandable.
Dec
15
revised Is this process predictable or not?
added 19 characters in body; edited title
Dec
12
comment Importing daily data: '-1' in volume column
What is the public data source? When did you get the data? Was it updated since then? What does the source say?
Dec
11
revised Integral-differential equation for forward rates
added 16 characters in body
Dec
10
comment How does Yahoo finance calculate Beta?
Interesting answer, but it would benefit an awful lot from a source.
Dec
10
comment Where to get analysts' earnings estimates data?
We have a global question for all data-related issues.
Dec
9
comment Which library shall I use for time series analysis in Java?
There is something weird in your second sentence... could you please correct it?
Dec
9
comment Which library shall I use for time series analysis in Java?
I agree that there is no obvious leader in the market but I don't think there shouldn't be one (i.e. it wouldn't be a bad thing if we could rely on something decent, like pandas for python). I'm actually amazed that nobody has seized this market already, although there are some candidates. For easy things such as standard deviation then re-implementing is fine, but for more complicated things it might be actually very helpful to use more efficient/optimized functions.
Dec
9
revised Which library shall I use for time series analysis in Java?
added 6 characters in body; edited title
Dec
9
revised Why is this stochastic integral a martingale?
added 28 characters in body