5,914 reputation
21544
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 10 months
seen 4 hours ago

Strats in a commodity trading firm in Hong Kong.


Nov
22
revised When does delta hedging result in more risk?
rephrased question, removed courtesies
Nov
22
revised How to calculate a the PFE for a Swaption?
included details
Nov
22
revised How to simulate stock prices using variance gamma process?
rephrased question, removed courtesies
Nov
22
revised How to calculate a the PFE for a Swaption?
rephrased question, format
Nov
22
revised How to simulate stock prices with a Geometric Brownian Motion?
formatting
Nov
15
revised Cointegration trading: Ignoring pairs that aren't economically related
edited body
Nov
15
revised What kind of return can an average algorithmic trading firm achieve today?
retagged, typos
Nov
15
revised What kind of return can an average algorithmic trading firm achieve today?
retagged
Nov
13
revised Show that convexity of call price as a function of the strike is violated
rolled back to a previous revision
Nov
12
revised What are the common trading systems for hedge fund automated trading?
formatting
Nov
12
revised Looking for analysis of NASDAQ suit?
rephrased question, grammar, formatting
Nov
11
revised How to group mutual funds by volatility?
added 144 characters in body
Nov
11
revised How to group mutual funds by volatility?
rephrased question, reformulated question, removed courtesies, retagged
Nov
10
revised How to compute interest rate futures spread ratio?
remouved courtesies, rephrased question
Nov
9
revised How do you explain the volatility smile in the Black-Scholes framework?
retagged,rephrased question
Nov
9
revised How do you explain the volatility smile in the Black-Scholes framework?
removed courtesies
Nov
9
revised Exposition of Growth in a Perpetuity
added 8 characters in body
Nov
9
revised Exposition of Growth in a Perpetuity
removed courtesies
Nov
4
revised How do I evaluate the suitability of a GARCH model?
clarification
Nov
1
revised Why does the minimum variance portfolio provide good returns?
grammar