5,611 reputation
21342
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 7 months
seen 9 hours ago

Strats in a commodity trading firm in Hong Kong.


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
Jan
31
revised What do these maturity codes mean?
rolled back to a previous revision
Jan
31
revised What do these maturity codes mean?
fixed year mistake
Jan
31
revised What do these maturity codes mean?
rephrased question removed courtesies
Jan
31
revised How much does a Grid Computing software cost?
added 146 characters in body
Jan
29
revised What do the terms in-sample and out-of-sample estimates mean in MVO?
edited tags
Jan
29
revised What are the advantages/disadvantages of OHLC over VWAP?
rephrased question, reformat
Jan
28
revised Simulation of GBM
deleted 1 characters in body