5,701 reputation
21343
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 8 months
seen 19 mins ago

Strats in a commodity trading firm in Hong Kong.


1d
revised How to calculate the Sharpe ratio for market neutral strategies?
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1d
revised What is the difference between asset management and wealth management?
deleted 57 characters in body; edited title
1d
revised What is an efficient method to find implied volatility?
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1d
revised How to compute annuity payment?
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2d
revised How to calculate returns of backtested strategy?
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2d
revised Where to find stock buybacks yields?
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2d
revised How to express the Black Derman & Toy Model in a $dr=A\,dt+B\, dW$ form?
rephrased question, fixed typo in formula
2d
revised How to model the effect of earnings surprises on long-term returns?
formatting
2d
revised How to model the effect of earnings surprises on long-term returns?
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Oct
28
revised Variability in the Expected Shortfall estimator
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Oct
28
revised How to get Black Scholes' Geometric Brownian Motion differential form form the closed form?
edited title
Oct
28
revised How to get Black Scholes' Geometric Brownian Motion differential form form the closed form?
added 15 characters in body; edited title
Oct
28
revised How to get Black Scholes' Geometric Brownian Motion differential form form the closed form?
added 394 characters in body
Oct
28
revised How to get Black Scholes' Geometric Brownian Motion differential form form the closed form?
added 15 characters in body; edited title
Oct
24
revised What machine learning method is more suitable for prediction of financial time series?
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Oct
23
revised How to price of weather derivatives using a Brownian Motion?
rephrased as a question
Oct
23
revised How to avoid having negative volatility when applying Heston model?
rephrased question
Oct
23
revised Where can I find a list of VaR and CVaR formulas for continuous distributions?
retagged, rephrased question
Oct
23
revised How do foreign banks get rid of USD?
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Oct
23
revised What is the formula for beta weighted delta and gamma?
formatting, removed courtesies