5,364 reputation
21040
bio website blog.smaga.ch
location Geneva, Switzerland
age 28
visits member for 3 years, 2 months
seen 1 hour ago

Investment Analyst in an asset allocation firm in Geneva.


Apr
2
reviewed Reject suggested edit on Are e-mini markets manipulated?
Feb
18
reviewed Reviewed Model calibration to illiquid assets when pricing options with long maturities
Feb
18
reviewed Approve suggested edit on epps-effect tag wiki excerpt
Feb
17
reviewed No Action Needed What is the most amount of money the consumer would be willing to pay to play take this gamble?
Jan
20
reviewed No Action Needed Predicting Price Movements on a Betting Exchange
Jan
20
reviewed No Action Needed What is the difference between Option Adjusted Spread (OAS) and Z-spread?
Nov
27
reviewed Approve suggested edit on Black 76 for Options on Interest Rate Futures
Nov
12
reviewed Reviewed Training set of tick-by-tick data?
Nov
12
reviewed Reviewed How fast is QuickFix ?
Nov
11
reviewed Looks Good Where to download list of all common stocks traded on NYSE, NASDAQ and AMEX?
Nov
11
reviewed Looks Good How to check if a timeseries is stationary?
Nov
11
reviewed Looks Good Mapping symbols between tickers, Reuters RICs and Bloomberg tickers
Aug
26
reviewed Reviewed What is the difference between convertible bond and bond with warrant?
Aug
26
reviewed Edit Example code for “Gauge Invariance, Geometry and Arbitrage” paper
Aug
25
reviewed Reviewed Pairs trading: Question on non-negative profits, size of the positions and trading signals
Aug
25
reviewed Reviewed What C++ math libraries are typically used by quants?
Aug
12
reviewed Reviewed Excellent information source on advanced machine learning / data mining based trading?
Aug
12
reviewed Reviewed Papers about risk managment in algorithmic trading systems?
Aug
12
reviewed Reviewed What data sources are available online?
Aug
7
reviewed Reject suggested edit on Risk Parity portfolio construction