6,109 reputation
21646
bio website blog.smaga.ch
location Hong Kong
age 29
visits member for 4 years, 1 month
seen 19 mins ago

Strats in a commodity trading firm in Hong Kong.


Feb
12
revised Why annualized return and cumultive return aren't equal over 1-year period with Performance Analytics package in R?
removed courtesies retagged improved formatting
Feb
12
revised What is the correlation of and Index's dividend yield relative to its constituents?
deleted 1 character in body
Feb
12
revised What is the correlation of and Index's dividend yield relative to its constituents?
deleted 51 characters in body; edited title
Feb
11
revised How to calculate probability of option expiring in the money?
removed courtesies
Feb
11
revised How to value a Binary Option using market data?
edited title
Feb
11
revised How to apply the “Knapsack Problem” to minimise a portfolio's volatility?
edited title
Feb
11
revised Is Geometric Brownian Model suitable for long term price forecast?
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Feb
11
revised How to prove the “Law of one price” theorem?
edited title
Feb
3
revised What is a Heat Rate Option?
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Feb
3
revised What is a Heat Rate Option?
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Jan
28
revised Which volatility to use to price options on futures contract?
added 50 characters in body; edited title
Jan
23
revised Is Least Median Squares (LMS) regression commonly used in Finance?
edited title
Jan
23
revised How to calculate the growth rate of a growing annuity?
edited title
Jan
22
revised What does it mean to be “long or short in volatility”?
rephrased as a question, formatting improved
Jan
21
revised How to value an expansion option?
added 39 characters in body
Jan
21
revised What are the parameters of the function PORTVAR in Matlab?
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Jan
20
revised How to price an option on a dividend-paying stock using the binomial model?
rephrased as a question, formatting
Jan
20
revised What are the canonical references on wholesale credit risk management?
rephrased question. enhanced sentences
Jan
20
revised How to obtain a log of all trades done on the Nasdaq or other major US exchange?
added 16 characters in body
Jan
20
revised How to obtain a log of all trades done on the Nasdaq or other major US exchange?
rephrased as question