SRKX

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4,699 reputation

836

bio	website	blog.smaga.ch
	location	Geneva, Switzerland
	age	27
visits	member for	2 years, 3 months
	seen	12 hours ago
stats	profile views	648

Investment Analyst in an asset allocation firm in Geneva.

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94 Answers

votes activity newest

13	Is the stock price process a martingale or a Markov process?
12	What is Ito's lemma used for in quantitative finance?
10	What is the difference between Option Adjusted Spread (OAS) and Z-spread?
9	Library to solve optimization problems
8	How to account for transaction costs in a simulated market environment?

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4,699 Reputation

+10	Is the stock price process a martingale or a Markov process?
+20	How to implement Maximum Diversification in R?
+30	Call vs. Put Option
+10	Risk Parity portfolio construction

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28 Questions

votes activity newest

19	How do you mix quantitative asset allocation with qualitative views?
11	What is the precision of standard deviation estimates with small samples?
10	Formal proof for risk-neutral pricing formula
9	How are Expected Shortfall and Variance related?
9	How do you estimate the volatility of a sample when points are irregularly spaced?

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113 Tags

35 stochastic-processes × 6	25 programming × 11
30 optimization × 12	21 market-data × 6
28 automated-trading × 5	20 simulations × 3
27 quant-trading-strategies × 6	19 portfolio-management × 8
27 equities × 5	18 research × 5

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$TeX - LaTeX Stack Exchange$	TeX - LaTeX	187 rep	5

32 Badges

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