5,731 reputation
21443
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 9 months
seen 12 hours ago

Strats in a commodity trading firm in Hong Kong.


1d
revised What are the dynamics of the reverse of this FX process?
added 108 characters in body; edited title
2d
revised How to price an European call on zero-coupon from the yield curve?
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2d
revised Different ways of portfolio optimization
formatting
2d
revised Where to get master list of mutual funds?
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Nov
17
revised How to price zero coupon bonds with the Monte Carlo method?
deleted 7 characters in body; edited tags; edited title
Nov
6
revised What is the probability distribution of the changes in $\Delta$?
added 28 characters in body; edited title
Nov
6
revised What is the probability distribution of the changes in $\Delta$?
edited title
Nov
5
revised How to compute daily compounded backtest returns closer to real-world results?
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Nov
5
revised How to compute daily compounded backtest returns closer to real-world results?
edited tags; edited title
Nov
3
revised What is Quantization?
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Oct
30
revised How to calculate the Sharpe ratio for market neutral strategies?
added 31 characters in body; edited tags; edited title
Oct
30
revised What is the difference between asset management and wealth management?
deleted 57 characters in body; edited title
Oct
30
revised What is an efficient method to find implied volatility?
deleted 10 characters in body; edited title
Oct
29
revised How to calculate returns of backtested strategy?
edited title
Oct
29
revised Where to find stock buybacks yields?
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Oct
29
revised How to express the Black Derman & Toy Model in a $dr=A\,dt+B\, dW$ form?
rephrased question, fixed typo in formula
Oct
29
revised How to model the effect of earnings surprises on long-term returns?
formatting
Oct
29
revised How to model the effect of earnings surprises on long-term returns?
removed courtesies; rephrased question
Oct
28
revised Variability in the Expected Shortfall estimator
added 96 characters in body
Oct
28
revised How to get Black Scholes' Geometric Brownian Motion differential form form the closed form?
edited title