5,364 reputation
21040
bio website blog.smaga.ch
location Geneva, Switzerland
age 28
visits member for 3 years, 2 months
seen 2 days ago

Investment Analyst in an asset allocation firm in Geneva.


Mar
23
revised Risk Parity portfolio construction
edited tags
Mar
22
revised How to choose a data center for deploying high frequency trading strategies?
removed courtesies
Mar
14
revised What does leverage cost?
Spelling mistakes
Feb
27
revised Discrete time Ho lee model
deleted 19 characters in body
Feb
14
revised Pricing a bond future with a basket of deposit futures
removed courtesies
Feb
13
revised Can I perform an asset allocation optimization if assets are perfectly uncorrelated?
edited tags
Feb
13
revised Can I perform an asset allocation optimization if assets are perfectly uncorrelated?
added 335 characters in body
Feb
13
revised Can I perform an asset allocation optimization if assets are perfectly uncorrelated?
added 232 characters in body
Feb
13
revised Can I perform an asset allocation optimization if assets are perfectly uncorrelated?
edited title
Feb
13
revised Can I perform an asset allocation optimization if assets are perfectly uncorrelated?
added 33 characters in body
Feb
12
revised How to model the daily return using intraday data?
retag
Feb
10
revised What's the connection between implied vol curve of SPX and SPY?
formatting
Feb
7
revised How to minimize the difference between a parametric VaR and a MC-VaR with lognormal assumption?
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Feb
4
revised How to compute performance attribution between daily rebalanced strategies?
edited tags; edited title
Feb
1
revised Why does the minimum variance portfolio provide good returns?
deleted 14 characters in body
Feb
1
revised How to model the daily return using intraday data?
rolled back to a previous revision
Jan
30
revised How to run an asset replication regression?
removed courtesies
Jan
29
revised Formal proof for risk-neutral pricing formula
added 1 characters in body
Jan
28
revised How to obtain true probabilities from Black-Scholes?
edited tags
Jan
25
revised From a high frequency point of view, with a price prediction and assuming infinite leverage, how do you determine optimal trade size?
removed courtesies