5,914 reputation
21544
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 10 months
seen 1 hour ago

Strats in a commodity trading firm in Hong Kong.


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
Aug
29
revised What is the best solution to use QuantLib within Excel?
edited tags; edited title
Aug
26
revised What is “high frequency quoting” or “quote spam”?
deleted 4 characters in body
Aug
26
revised What is the difference between convertible bond and bond with warrant?
deleted 23 characters in body
Aug
26
revised Example code for “Gauge Invariance, Geometry and Arbitrage” paper
retagged, formatting