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.


21h
revised What machine learning method is more suitable for prediction of financial time series?
removed courtesies
1d
revised How to price of weather derivatives using a Brownian Motion?
rephrased as a question
1d
revised How to avoid having negative volatility when applying Heston model?
rephrased question
1d
revised Where can I find a list of VaR and CVaR formulas for continuous distributions?
retagged, rephrased question
1d
revised How do foreign banks get rid of USD?
removed courtesies
1d
revised What is the formula for beta weighted delta and gamma?
formatting, removed courtesies
Oct
17
revised Can we trade option spreads with more than 4 option legs?
improved formatting, rephrased question
Oct
17
revised What are the properties of the Expected Shortall measure when split in multiple time periods?
rephrased question,
Oct
16
revised What is a good Computer Algebra System for financial engineering?
rephrased as question, embedded link, retagged
Sep
18
revised What data should be used for regression-based model backtesting?
deleted 5 characters in body; edited tags; edited title
Sep
18
revised Girsanov Theorem and Quadratic Variation
imporved formatting with quotation, fixed typos
Sep
12
revised How to compute Implied Volatility Calculation?
removed courtesies, formatting
Sep
12
revised Is there a good closed-form approximation for Black-Scholes implied volatility?
Improved formatting
Sep
12
revised Counterparty risk tutorials
formatted link text
Sep
8
revised How do Return.portfolio and Return.rebalancing work in Performance Analytics in R?
edited tags; edited title; removed courtesies; improved formatting
Sep
5
revised What is wrong in this GBM simulation?
edited tags
Sep
5
revised Convergence of GBM mean after simulation?
edited tags
Sep
5
revised What would be a concise method to learn Monte Carlo methods?
formatted the question
Sep
5
revised What would be a concise method to learn Monte Carlo methods?
retagged, rephrased question
Sep
5
revised How to draw a binomial option tree graph?
formatted the question and rephrased it