5,934 reputation
21544
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 10 months
seen 12 mins ago

Strats in a commodity trading firm in Hong Kong.


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
Jun
30
revised What are the unfair order execution/routing advantages HFT firms apparently have?
edited tags
Jun
27
revised How do I prove that $\lim_{K\searrow0}\frac{P(K,T)}{K} = \mathbb P(S_T=0)$?
rephrased title as a question
Jun
20
revised Simple Forward Interest Rate Proof
deleted 9 characters in body
Jun
19
revised Why is Value at Risk non-negative?
added 1 character in body; edited tags; edited title
Jun
16
revised Kalman Filtering with Linear Restrictions
deleted 13 characters in body
Jun
12
revised Are Futures exactly Delta One?
added 1 character in body
Jun
12
revised Are Futures exactly Delta One?
formatting, retagged
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