SRKX

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836
bio website blog.smaga.ch
location Geneva, Switzerland
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Investment Analyst in an asset allocation firm in Geneva.


95 Answers

newest activity votes
2
Black Scholes Formula for Collar Option
apr 29 at 9:30
2
Predict Market Direction, What is forecastable/unforecastable?
mar 11 at 10:58
2
Multiple (linear) regression
feb 6 at 3:08
2
Robust Bayesian portfolio optimization in matlab?
jan 27 at 14:32
2
What sources would you recommend for Real Time Market Data other than Bloomberg/Reuters?
dec 26 at 0:23
2
Does entropy pooling apply to distributions with time-varying drift?
nov 26 at 18:56
2
How to make the final Interpretation of PCA?
nov 26 at 16:36
2
Exposition of Growth in a Perpetuity
nov 9 at 8:30
2
Integrating log-normal
sep 29 at 19:02
2
How should I include the bid-ask spread as a transaction cost in a backtest?
jun 10 '12 at 16:36
2
What is the impact of high-frequency trading on market depth, liquidity, and volatility?
mar 23 '12 at 18:26
2
How to calculate COMPOSITE underlying implied volatility from ATM (near month) option prices?
mar 4 '12 at 9:23
2
What books should any quantitative portfolio manager or risk manager have as reference?
nov 17 '11 at 8:53
2
What is a reasonable upper bound on the performance of a daily trading strategy?
oct 6 '11 at 13:19
2
Garch modelling on Stata
sep 2 '11 at 8:37
1
Volatility Estimation
jun 13 at 14:49
1
How to use PCA for trading
apr 29 at 13:27
1
Logarithmic returns for realized variance?
feb 28 at 13:17
1
What do the terms in-sample and out-of-sample estimates mean in MVO?
jan 29 at 13:57
1
What is the clean price and dirty price of a risky bond?
jan 12 at 11:53
1
Choosing attributes for SVM classification?
nov 1 at 20:07
1
Howto Calculate An Error's Partial Derivative in ANN
oct 1 at 21:49
1
Economic contagion to individual stocks (ideas for analysis)
sep 30 at 14:29
1
Encyclopedia of Statistical Tests
sep 26 at 11:38
1
What precision do I need to calculate implied volatility?
apr 24 '12 at 20:32
1
Ways of treating time in the BS formula
apr 7 '12 at 18:13
1
Can I perform an asset allocation optimization if assets are perfectly uncorrelated?
feb 13 '12 at 8:35
1
Are there quantitative models which can guide one's choice of target risk?
jan 3 '12 at 19:09
1
Black-Scholes No Dividends assumption
apr 6 '11 at 6:37
0
Profit estimation with a dice: 10 dollars for 6, -1 dollar for anything else
dec 13 at 0:14
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