5,791 reputation
21443
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 9 months
seen 8 hours ago

Strats in a commodity trading firm in Hong Kong.


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
Nov
1
revised Choosing attributes for SVM classification?
formatting, makes this good answer more readable
Nov
1
revised Choosing attributes for SVM classification?
removed courtesies, more grammar, retagged
Nov
1
revised Is the stock price process a martingale or a Markov process?
typo in second example
Oct
1
revised Howto Calculate An Error's Partial Derivative in ANN
reformat
Sep
30
revised What are the advantages of knowing the bid and ask over the best bid and ask?
reformatting, retagged
Sep
28
revised What is the instantaneous P&L of a Variance Swap?
rephrased qyestion, fromatting
Sep
27
revised Fastest solver possible for portfolio optimization
reformatting, retagged
Sep
26
revised Encyclopedia of Statistical Tests
removed courtesies, retag
Sep
15
revised Evaluating forecasting algorithm
added 65 characters in body
Sep
3
revised How to define the objective function for a custom optimization problem?
rephrased the question, formatting
Jul
31
revised Should I use SSAS to store Tick and bar data?
translated in English, rephrased title
Jul
24
revised Reference request: Survey article on GPU in Finance
removed courtesies, retagged
Jul
19
revised How to compute portfolio weights from multivariate regression results?
added 213 characters in body; added 6 characters in body
Jul
18
revised What is a “coherent” risk measure?
added 1 characters in body; added 3 characters in body; deleted 1 characters in body
Jul
18
revised What commercial financial libraries are available to outsource implementation risk?
format
Jul
15
revised Multilayer Perceptron (Neural Network) for Time Series Prediction
removed courtesies, retagged
Jul
15
revised Risk-Parity Portfolio Optimization using Extreme Optimization in C#
retagged