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May
3
comment model to predict variable evolution
I moved your question to the stats website Cross Validated, but they might close it as duplicate as I'm sure it's already been answered many times over there.
May
3
comment Control over finance
Hi Raymond, this is not the right site unfortunately. This site is dedicated to professionals in quantitative finance.
Apr
27
comment What are the answers to these questions on card deck and option pricing?
I'm voting to close this question as off-topic because it doesn't show any attempt at doing the exercises.
Apr
27
comment What are the answers to these questions on card deck and option pricing?
We are not going to to answer to homework questions. If you update the question by adding where exactly your are stuck, I can reopen this.
Apr
26
comment How to express the volatility of two correlated Ito processes $Wt_1, Wt_2$ expressed in terms of $W_t$?
Are you trying to express it in terms of a third Brownian motion or in term of either one of $W^1$ or $W^2$?
Apr
15
comment How to calculate Implied Volatility for out-of-the-money options?
Are you looking specifically at OTM options? There is a general question on IV computations here.
Apr
15
comment Which proxies to user for investor sentiment and industry performance, and where to find the data?
This questions would have been closed if you had only asked for data. About this topic, please refer to this question.
Mar
1
comment How to solve this system of ODEs?
You should include the content in the question, or at least some of it. Otherwise there is little chance people will open the doc and read it completely to answer. Besides, the question would be completely useless if the source is removed.
Feb
29
comment Why is $N(d_2)$ not needed for hedging?
@AlexC that's an answer, why do you add it in a comment?
Feb
26
comment How to perofrm a simple GARCH simulation example?
Then I suggest you go on Cross Validated to understand what GARCH is from a purely mathematical point of view, and then you can ask a question specific about the financial simulation aspect of it in here.
Feb
26
comment How to perofrm a simple GARCH simulation example?
What have you tried so far? I mean there are obvious parameters missing from your input here, do you realized that? Maybe you should have a look at the model definition again and include it in your question. It would help you start for sure.
Feb
22
comment Is this an arbitrage opportunity?
Sorry, this is too basics to be considered on-topic on this site.
Jan
1
comment What are the canonical global-macro investing books?
Bridewater, Brevan Howard, Soros, AQR being hedge funds, they won't publish their strategies in books... and if you talk to these guys a bit (I mean the big bosses), you'd probably get answers like "it's years of market experience, you can't put this in a book".
Jan
1
comment How to answer this interview programming question about drawdowns?
Not sure here, assume bond return is $r_B$, stock return is $r_S$ and define bond weight $B_0 = 1 - X_0$, then you get $X_1 = X_0 (1+r_S)$ and $B_1 = B_0 ( 1+r_B) = (1-X_0)(1+r_B)$ but if you want to see them as weight, you need to "re-normalize" them like $X_1' = \frac{X_1}{X_1+X_2}$ and same for $B_1'$...
Dec
31
comment Why don't real-world probabilities affect the price of a call in a 1-step binomial model?
So, if this answers your question please mark it as accepted.
Dec
31
comment What is the difference between book value per share (BVPS) and earning per share(EPS)?
This is not directly related to quant finance and definitely too basic for this site to be on-topic, see the help center. Also, please pay attention to typos next time.
Dec
22
comment How to derive this approximation of the risk-neutral expectation of the variance?
I think you are missing a $]$ somewhere around your $\log$ functions.
Dec
21
comment Why is my Euler discretization error increasing with number of steps?
You should include the correct version of the code in your answer an mark it as accepted.
Dec
21
comment How can i build a portfolio of n assets that maximizes sortino ratio?
You should rephrase your title as a question, explain what SOCP and sortino ratio are (or give links to external resources). It would make the question much more attractive to answer.
Dec
16
comment Price of a Stock: What is it?
What does $E_0$ mean? Is it multiplied by the sum of the discounted coupons? or do you mean coupons are expressed as a ratio of some earnings?