5,914 reputation
21544
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 10 months
seen 14 hours ago

Strats in a commodity trading firm in Hong Kong.


Oct
30
revised How to calculate the Sharpe ratio for market neutral strategies?
added 31 characters in body; edited tags; edited title
Oct
30
revised What is the difference between asset management and wealth management?
deleted 57 characters in body; edited title
Oct
30
revised What is an efficient method to find implied volatility?
deleted 10 characters in body; edited title
Oct
29
revised How to calculate returns of backtested strategy?
edited title
Oct
29
revised How to express the Black Derman & Toy Model in a $dr=A\,dt+B\, dW$ form?
rephrased question, fixed typo in formula
Oct
29
revised How to model the effect of earnings surprises on long-term returns?
formatting
Oct
29
revised How to model the effect of earnings surprises on long-term returns?
removed courtesies; rephrased question
Oct
28
revised Variability in the Expected Shortfall estimator
added 96 characters in body
Oct
28
revised How to get Black Scholes' Geometric Brownian Motion differential form form the closed form?
edited title
Oct
28
revised How to get Black Scholes' Geometric Brownian Motion differential form form the closed form?
added 15 characters in body; edited title
Oct
28
revised How to get Black Scholes' Geometric Brownian Motion differential form form the closed form?
added 394 characters in body
Oct
28
revised How to get Black Scholes' Geometric Brownian Motion differential form form the closed form?
added 15 characters in body; edited title
Oct
24
revised What machine learning method is more suitable for prediction of financial time series?
removed courtesies
Oct
23
revised How to avoid having negative volatility when applying Heston model?
rephrased question
Oct
23
revised Where can I find a list of VaR and CVaR formulas for continuous distributions?
retagged, rephrased question
Oct
23
revised What is the formula for beta weighted delta and gamma?
formatting, removed courtesies
Oct
17
revised Can we trade option spreads with more than 4 option legs?
improved formatting, rephrased question
Oct
17
revised What are the properties of the Expected Shortall measure when split in multiple time periods?
rephrased question,
Oct
16
revised What is a good Computer Algebra System for financial engineering?
rephrased as question, embedded link, retagged
Sep
18
revised What data should be used for regression-based model backtesting?
deleted 5 characters in body; edited tags; edited title