5,701 reputation
21343
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 8 months
seen 6 hours ago

Strats in a commodity trading firm in Hong Kong.


Jan
8
revised What is the realized volatility's estimation error?
removed courtesies, retagged
Dec
23
revised How to create a Stochastic Process through pre specified points?
deleted 51 characters in body
Nov
25
revised Probability of a return from historical average and standard deviation
added 470 characters in body
Nov
21
revised Risk Neutral Probability
edited body
Nov
19
revised Why do stocks with a negative beta return less than the risk free rate?
added 37 characters in body
Nov
12
revised How fast is QuickFix ?
added 642 characters in body
Nov
11
revised R or Matlab code for Multi-Barrier-Options (3 or more underlyings)
edited tags
Nov
7
revised What is the stochastic differential of a general semimartingale?
improved formatting, included links.
Nov
7
revised Is the risk-reward ratio considered in Quantitative Finance?
edited title
Nov
5
revised Trouble arriving at Black-Scholes Formula
deleted 23 characters in body; edited tags
Nov
5
revised Trouble arriving at Black-Scholes Formula
removed courtesies, formatting
Oct
21
revised Are two stocks with the same beta have a correlation of 1?
title as a question, beta definition
Oct
21
revised Are two stocks with the same beta have a correlation of 1?
title as a question, beta definition
Oct
1
revised Concave volatility smile
added 4 characters in body
Sep
23
revised What is the correct Stutzer index and Sharpe ratio relation, assuming a normal returns distribution?
added 2 characters in body
Sep
13
revised Input for unanticipated risk premium estimation
deleted 25 characters in body
Sep
13
revised How to show that the risk contribution function is or is not injective?
added 455 characters in body
Sep
13
revised Testing the validity of a factor model for stock returns
removed courtesies
Sep
4
revised Risk Neutral Evaluation - Exchange/Spread Options
deleted 12 characters in body
Sep
2
revised Should I use Resampling or Expectation Maximization to compute a robust covariance matrix?
added 6 characters in body; edited tags; edited title