5,924 reputation
21544
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 10 months
seen 6 hours ago

Strats in a commodity trading firm in Hong Kong.


Dec
18
reviewed Approve Median value for geometric brownian motion simulation
Dec
4
reviewed Close In which divisions of banking are the Greeks and Black Scholes equation applied?
Dec
4
reviewed Reviewed What's the algorithm behind Excel's ACCRINT?
Dec
4
reviewed Reviewed How to compare market values with model values after calibration?
Nov
2
reviewed Reviewed Any known bugs with Yahoo Finance adjusted close data ?
Nov
2
reviewed Leave Open PDE and Black Scholes problem
Oct
29
reviewed Close Build a customizable trading engine in python
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 How can I go about applying machine learning algorithms to stock markets?
Sep
5
reviewed Reject 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 Why does regression capture differences in volatility?