5,626 reputation
21343
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 7 months
seen 8 hours ago

Strats in a commodity trading firm in Hong Kong.


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
15
revised Decision Tree - Query
added 63 characters in body
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 What is the difference between a “cross-currency swap” and “two interest rate swaps (with principal exchange)”?
removed courtesies
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
Sep
5
revised What is the required Risk/ Reward ratio in Forex?
removed question about posting this here.
Sep
4
revised What do “Exposure Bounds” mean in Portfolio Optimization?
deleted 11 characters in body; edited title
Jul
30
revised Why are we obsessed over normalizing financial data?
deleted 20 characters in body; edited tags
Jul
23
revised How to price a Swing Option?
embedded links
Jul
22
revised How to deal with extreme cases in normal random numbers generation?
edited title
Jul
22
revised What are the implication of a negative risk-free rate on SML?
rephrased question
Jul
22
revised What is the intuition behind the fact that Modified duration = Macaulay Duration / (1+r)?
rephrased as a question