Reputation
6,305
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50/100 score
7/20 answers
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2 18 49
Impact
~237k people reached

Mar
4
reviewed Reviewed How to implement an Interest rate neutral strategy using options?
Mar
4
reviewed No Action Needed Why should we expect geometric Brownian motion to model asset prices?
Mar
4
reviewed No Action Needed Why should we expect geometric Brownian motion to model asset prices?
Mar
2
reviewed Satisfactory How to obtain a log of all trades done on the Nasdaq or other major US exchange?
Mar
2
reviewed Satisfactory Is printing money really a bad thing?
Mar
2
reviewed Excellent CIR model: is the short rate really non-central $\chi^2$ distributed?
Mar
2
reviewed Excellent Why is there onshore and offshore currency?
Mar
2
reviewed Satisfactory How to compute the VaR for European Call, using the delta-normal method?
Mar
2
reviewed Excellent Black Scholes formula with continuous dividend paying stock
Mar
2
reviewed Satisfactory Deriving the definition of stochastic integrals with respect to Ito processes from first principles
Mar
2
reviewed Satisfactory When are implied and real world parameters the same?
Mar
2
reviewed Needs Improvement How to get Multivariate Betas from an Estimated EWMA co variance Matrix?
Mar
2
reviewed Satisfactory Some questions about implied volatilities and how to generate theoretical prices when market prices are not available
Feb
27
reviewed Leave Open Does higher vega imply higher IV and vice versa
Feb
12
reviewed Reviewed How do I use BIC (Bayesian Information Criterion) to estimated model AR (auto regressive) lag?
Feb
12
reviewed Reviewed Do you have a good application example of Approximate Dynamic Programming?
Feb
12
reviewed No Action Needed SEC 13F Security List has incorrect CUSIP numbers?
Feb
12
reviewed Reviewed Why annualized return and cumultive return aren't equal over 1-year period with Performance Analytics package in R?
Feb
11
reviewed Reviewed How to value a Binary Option using market data?
Feb
11
reviewed Looks OK Except Zipline, are there any other Pythonic algorithmic trading library I can choose?