5,646 reputation
21343
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 8 months
seen 13 hours ago

Strats in a commodity trading firm in Hong Kong.


Oct
17
reviewed Reviewed Can we trade option spreads with more than 4 option legs?
Oct
17
reviewed Leave Closed Forex buying 2000+ pip difference
Oct
17
reviewed Reviewed Why does the minimum variance portfolio provide good returns?
Oct
16
reviewed Approve suggested edit on How can I go about applying machine learning algorithms to stock markets?
Sep
5
reviewed Reject suggested edit on What is the required Risk/ Reward ratio in Forex?
Sep
1
reviewed Satisfactory Sharpe Ratio - my own calculation differs from Yahoo finance, Morningstar
Sep
1
reviewed Excellent Option based portfolio insurance in practice
Sep
1
reviewed Satisfactory Heat/Diffusion Equation
Sep
1
reviewed Needs Improvement Looking for Research Paper on Creation of Currency Baskets
Sep
1
reviewed Excellent How to find optimal look back in quant trading models
Sep
1
reviewed Satisfactory 2 stocks, no shorting vs shorting. (concrete questions, mean-variance)
Aug
27
reviewed No Action Needed Modelling currency exchange rates timeseries data across re-denomation dates
Aug
19
reviewed Approve suggested edit on Why does regression capture differences in volatility?
Jun
20
reviewed Reviewed Simple Forward Interest Rate Proof
Jun
20
reviewed No Action Needed Is “eoddata” a good data source?
Jun
19
reviewed Reviewed Why is Value at Risk non-negative?
Jun
17
reviewed No Action Needed Is the purchase of a stock publicly accessible?
Jun
12
reviewed No Action Needed Is there any good research on support and resistance?
Jun
12
reviewed Reviewed What is the correct procedure to choose the lag when preforming Johansen cointegration test?
May
21
reviewed Close Forex Fundamental Data Sources