5,577 reputation
21342
bio website blog.smaga.ch
location Geneva, Switzerland
age 28
visits member for 3 years, 6 months
seen 6 hours ago

Investment Analyst in an asset allocation firm in Geneva.


Mar
25
revised Hedging with actual volatility: problem understanding the math behind the result
deleted 13 characters in body; edited tags
Mar
25
revised Where can I get historical ticker change database?
deleted 41 characters in body; edited tags; edited title
Mar
25
revised Mean Reverting Spread
deleted 10 characters in body
Mar
5
revised How does the “risk-neutral pricing framework” work?
edited title
Mar
4
revised Geometric Brownian Motion with non-negative random increments
added 7 characters in body
Mar
4
revised How to perform Empirical Mode Decomposition?
edited body; edited title
Mar
3
revised Optimization procedure for entropy pooling
included link in the text
Feb
28
revised Logarithmic returns for realized variance?
added 59 characters in body; edited tags
Feb
21
revised Reference on SDE driven by jump processes
link fix
Feb
20
revised Can a long put trade be profitable through Vega even if the underlying moves upwards?
added 1 characters in body
Feb
18
revised Can a long put trade be profitable through Vega even if the underlying moves upwards?
added 20 characters in body; edited title
Feb
15
revised American Option price formula assuming a logLaplace distribution?
removed courtesies
Feb
15
revised What are $d_1$ and $d_2$ for Laplace?
removed courtesies, rephrased question
Feb
6
revised Multiple (linear) regression
added 478 characters in body
Feb
6
revised Multiple (linear) regression
beta 0 has no parameter (i.e x0 is always 1) and it's more common using this formula
Feb
4
revised Robust Bayesian portfolio optimization in matlab?
added 38 characters in body
Feb
4
revised Robust Bayesian portfolio optimization in matlab?
added 718 characters in body
Feb
4
revised Robust Bayesian portfolio optimization in matlab?
improved formatting
Feb
1
revised How much does a Grid Computing software cost?
adding main focus
Feb
1
revised Usage of Random forests in Quantitative analysis of stocks
retagged