5,791 reputation
21443
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 9 months
seen 8 hours ago

Strats in a commodity trading firm in Hong Kong.


May
28
revised Python library for Portfolio Optimization
deleted 14 characters in body
May
23
revised When to use the real world drift and when the risk neutral one for a Monte-Carlo simulation?
deleted 71 characters in body; edited tags; edited title
May
17
revised How to price zero coupon bonds with short term rates model?
edited tags; edited title
May
17
revised Calculate alpha (CAPM) in “cross country-portfolio”
added 35 characters in body
May
16
revised How to model hedge fund returns?
rephrased question retagged enhanced formatting
May
10
revised fair price for a call option
added 3 characters in body
May
10
revised fair price for a call option
added 87 characters in body; edited tags
May
10
revised fair price for a call option
added 87 characters in body; edited tags
May
9
revised What does “true”volatility mean in volatility comparison?
rephrased question, formatting, retagged
May
7
revised Where can I find implementations of the time-varying copula (BBX) in Matlab or R?
removed courtesies, retagged, rephrased question
Apr
4
revised What quant-related functionalities is R lacking compared to commercial software like Mathematica and Matlab?
edited tags; edited title
Apr
4
revised What quant-related functionalities is R lacking compared to commercial software like Mathematica and Matlab?
added 10 characters in body; edited tags; edited title
Feb
16
revised How to replicate this option?
correction according to comment
Feb
15
revised How to replicate this option?
added 1 characters in body
Feb
15
revised How to replicate this option?
added 344 characters in body
Feb
15
revised How to replicate this option?
added 344 characters in body
Jan
30
revised fair price for a call option
edited tags
Jan
27
revised How to simulate stock prices with a Geometric Brownian Motion?
edited body
Jan
20
revised How to interpret CME's specification regarding grains options expirations?
rephrase question, retagged
Jan
8
revised What is the realized volatility's estimation error?
removed courtesies, retagged