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

Strats in a commodity trading firm in Hong Kong.


Sep
5
revised What is the required Risk/ Reward ratio in Forex?
removed question about posting this here.
Sep
4
revised What do “Exposure Bounds” mean in Portfolio Optimization?
deleted 11 characters in body; edited title
Jul
30
revised Why are we obsessed over normalizing financial data?
deleted 20 characters in body; edited tags
Jul
23
revised How to price a Swing Option?
embedded links
Jul
22
revised How to deal with extreme cases in normal random numbers generation?
edited title
Jul
22
revised What are the implication of a negative risk-free rate on SML?
rephrased question
Jul
22
revised What is the intuition behind the fact that Modified duration = Macaulay Duration / (1+r)?
rephrased as a question
Jul
22
revised What is the intuition behind the fact that Modified duration = Macaulay Duration / (1+r)?
added 86 characters in body
Jul
21
revised How to get Geometric Brownian Motion's closed-form solution in Black-Scholes model?
edited tags
Jul
21
revised How to price a Swing Option?
added 721 characters in body
Jul
21
revised Risk Parity portfolio construction
added link
Jul
21
revised How to price a Swing Option?
rephrased question improved grammar
Jul
21
revised How to get Geometric Brownian Motion's closed-form solution in Black-Scholes model?
edited tags
Jul
21
revised How to get Geometric Brownian Motion's closed-form solution in Black-Scholes model?
added 52 characters in body; edited title
Jul
21
revised Does Modern Portfolio Theory align with EMH?
edited body
Jul
20
revised Does Modern Portfolio Theory align with EMH?
removed typo in question
Jul
20
revised How to compute $\mathbb{E} \left[ (W_s + W_t - 2W_0)^2 \right]$?
removed reference to arguable mean notation, as was done in the question
Jul
20
revised How to compute $\mathbb{E} \left[ (W_s + W_t - 2W_0)^2 \right]$?
rephrased question, removed courtesies
Jul
13
revised Counterparty risk tutorials
deleted 25 characters in body; edited tags
Jul
1
revised How to transform process to risk-neutral measure for Monte Carlo option pricing?
deleted 24 characters in body