6,109 reputation
21646
bio website blog.smaga.ch
location Hong Kong
age 29
visits member for 4 years, 1 month
seen 2 hours ago

Strats in a commodity trading firm in Hong Kong.


Nov
20
revised Where to get master list of mutual funds?
deleted 9 characters in body; edited title
Nov
17
revised How to price zero coupon bonds with the Monte Carlo method?
deleted 7 characters in body; edited tags; edited title
Nov
6
revised What is the probability distribution of the changes in $\Delta$?
added 28 characters in body; edited title
Nov
6
revised What is the probability distribution of the changes in $\Delta$?
edited title
Nov
5
revised How to compute daily compounded backtest returns closer to real-world results?
removed courtesies
Nov
5
revised How to compute daily compounded backtest returns closer to real-world results?
edited tags; edited title
Nov
3
revised What is Quantization?
deleted 11 characters in body; edited title
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