5,364 reputation
21040
bio website blog.smaga.ch
location Geneva, Switzerland
age 28
visits member for 3 years, 2 months
seen 4 hours ago

Investment Analyst in an asset allocation firm in Geneva.


Jan
22
revised How to calculate time-segmented volume?
removed courtesies
Jan
17
revised Can we replicate a call option without borrowing and make it cheaper in this way?
edited title
Jan
17
revised Any research paper on stop loss?
deleted 29 characters in body
Jan
10
revised What C++ math libraries are typically used by quants?
deleted 11 characters in body
Jan
8
revised How do different methods and techniques used in pairs trading compare?
grammar
Jan
3
revised How do you remove expected returns from asset allocation strategies?
edited tags
Jan
3
revised Why a self-financing replicating portfolio should always exist?
added 1 characters in body
Jan
3
revised Why a self-financing replicating portfolio should always exist?
rolled back to a previous revision
Jan
3
revised Why a self-financing replicating portfolio should always exist?
rolled back to a previous revision
Jan
3
revised Why a self-financing replicating portfolio should always exist?
deleted 8 characters in body; edited tags
Dec
28
revised Which interest rate should I use for the discount rate in real-world pricing?
deleted 5 characters in body; edited title
Dec
28
revised How to apply risk-parity portfolio construction to a dollar-neutral portfolio?
formatting
Dec
28
revised How do I calculate the delta of a convertible bond?
removed courtesies, improved title
Dec
27
revised What is a Quant
deleted 10 characters in body
Dec
25
revised What are the limits of bond portfolio immunization against interest rate changes?
formatting, added the link
Dec
16
revised What tools and libraries may be used to model limit/stop systematic trading?
removing specific programming language tag.
Dec
14
revised Models for measuring insurance risk exposure
removed courtesies
Dec
12
revised How to create a Stochastic Process through pre specified points?
added Brownian Bridge idea.
Dec
11
revised How to create a Stochastic Process through pre specified points?
edited tags
Dec
9
revised What tools and libraries may be used to model limit/stop systematic trading?
edited tags, removed courtesies