5,646 reputation
21343
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 8 months
seen 31 mins ago

Strats in a commodity trading firm in Hong Kong.


Apr
30
revised Stock Price Behavior and GARCH
added 2 characters in body
Apr
30
revised Stock Price Behavior and GARCH
improved formatting, more details in math
Apr
29
revised Function that best describes intensity of human/(group of humans) emotions?
retagged
Apr
26
revised behavioral-finance wiki excerpt
added 135 characters in body
Apr
26
revised behavioral-finance wiki description
added 473 characters in body
Apr
25
revised Why in general is the variance of volume changes higher than variance of price changes?
added 2 characters in body; edited tags
Apr
25
revised What is the unit of the Distance to Default measure?
removed courtesies, retagged
Apr
24
revised What precision do I need to calculate implied volatility?
rephrased the title
Apr
24
revised What precision do I need to calculate implied volatility?
retagged
Apr
24
revised What precision do I need to calculate implied volatility?
more details
Apr
23
revised What is augmented data when simulating stochastic differential equations using Gibbs Sampler?
link included, removed courtesies, retagged
Apr
23
revised How to value non-libor swaps (not basis swaps)?
removed courtesies, improved title
Apr
23
revised What is the difference between Option Adjusted Spread (OAS) and Z-spread?
deleted 23 characters in body
Apr
22
revised What is the difference between Option Adjusted Spread (OAS) and Z-spread?
added 342 characters in body
Apr
22
revised What is the difference between Option Adjusted Spread (OAS) and Z-spread?
retagged, formatting
Apr
18
revised Is “eoddata” a good data source?
Formatting, link, retagged
Apr
16
revised Implied Volatility from American options (binomial)
reformat, retagged
Apr
15
revised Monthly data for popular indices (constituents).
integrated link. rephrased
Apr
9
revised Formal proof for risk-neutral pricing formula
edited tags
Apr
9
revised Do weights from portfolio theory contain bias?
removed courtesies