SRKX

4,719 reputation

836

bio	website	blog.smaga.ch
	location	Geneva, Switzerland
	age	27
visits	member for	2 years, 3 months
	seen	6 hours ago
stats	profile views	651

Investment Analyst in an asset allocation firm in Geneva.

	4,719 reputation	bio	website	blog.smaga.ch	visits	member for	2 years, 3 months
836 badges		location	Geneva, Switzerland		seen	6 hours ago

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296 Revisions

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Nov 30	revised	How would I value a perpetual bond with an embedded option? edited tags
Nov 29	revised	How do you handle short-term asset allocation with Hedge-Funds? typos
Nov 28	revised	How to detect structural breaks in variance? removed courtesies
Nov 18	revised	Convexity of BS Equation for Call and Put removed courtesies
Nov 17	revised	How sensitive are vertical spreads to changes in implied volatility? deleted 26 characters in body
Nov 17	revised	How GARCH/ARCH models are useful to check the volatility? grammar
Nov 17	revised	What books should any quantitative portfolio manager or risk manager have as reference? added 1 characters in body
Nov 17	revised	What books should any quantitative portfolio manager or risk manager have as reference? added 208 characters in body
Nov 16	revised	How sensitive are vertical spreads to changes in implied volatility? removed courtesies
Nov 16	revised	Which algorithm should I look into to kick off my research in algorithmic trading? edited body
Nov 16	revised	What exactly is meant by “microstructure noise”? formatting, removed courtesies
Nov 16	revised	What close price to assume for thinly traded stocks? added links to articles
Nov 16	revised	What close price to assume for thinly traded stocks? removed courtesies, formatting
Nov 16	revised	Which algorithm should I look into to kick off my research in algorithmic trading? formatting, more specific title.
Nov 14	revised	How GARCH/ARCH models are useful to check the volatility? edited body
Nov 14	revised	How GARCH/ARCH models are useful to check the volatility? added 119 characters in body
Nov 14	revised	How GARCH/ARCH models are useful to check the volatility? added 28 characters in body
Nov 14	revised	How GARCH/ARCH models are useful to check the volatility? removed courtesies
Nov 13	revised	How to check if a timeseries is stationary? remove courtesies, retag
Nov 9	revised	Hasbrouck's information share formatting, removed courtesies