5,791 reputation
21443
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 9 months
seen 4 hours ago

Strats in a commodity trading firm in Hong Kong.


Jul
20
comment How to compute $\mathbb{E} \left[ (W_s + W_t - 2W_0)^2 \right]$?
I don't see how the computation of the expectation is related to the solution of the GBM SDE...
Jul
20
revised How to compute $\mathbb{E} \left[ (W_s + W_t - 2W_0)^2 \right]$?
removed reference to arguable mean notation, as was done in the question
Jul
20
revised How to compute $\mathbb{E} \left[ (W_s + W_t - 2W_0)^2 \right]$?
rephrased question, removed courtesies
Jul
17
comment How is PnL calculated
@JoshuaUlrich I see what you mean but it still wouldn't be on-topic even with improvements. It's just too basic. No offense.
Jul
17
awarded  Popular Question
Jul
13
revised Counterparty risk tutorials
deleted 25 characters in body; edited tags
Jul
11
awarded  Favorite Question
Jul
2
awarded  Inquisitive
Jul
2
awarded  Curious
Jul
1
revised How to transform process to risk-neutral measure for Monte Carlo option pricing?
deleted 24 characters in body
Jun
30
comment Joint distribution from expectations
Could you clarify the application to Quant Finance? Pure math questions belong to Mathematics.
Jun
30
comment Non-negative matrix factorization for factor analysis of stocks
Please use the math notation for your equations next time.
Jun
30
revised What are the unfair order execution/routing advantages HFT firms apparently have?
edited tags
Jun
27
revised How do I prove that $\lim_{K\searrow0}\frac{P(K,T)}{K} = \mathbb P(S_T=0)$?
rephrased title as a question
Jun
20
reviewed Reviewed Simple Forward Interest Rate Proof
Jun
20
revised Simple Forward Interest Rate Proof
deleted 9 characters in body
Jun
20
comment Simple Forward Interest Rate Proof
Could you please use math formatting next time?
Jun
20
reviewed No Action Needed Is “eoddata” a good data source?
Jun
19
reviewed Reviewed Why is Value at Risk non-negative?
Jun
19
revised Why is Value at Risk non-negative?
added 1 character in body; edited tags; edited title