245 reputation
27
bio website
location Minneapolis, MN
age 29
visits member for 3 years, 8 months
seen Nov 30 '13 at 16:31

I like to program, but am a noob, which is why I'm here.


Sep
24
awarded  Autobiographer
Jul
2
awarded  Curious
May
25
awarded  Notable Question
Nov
19
awarded  Popular Question
Mar
9
awarded  Yearling
Dec
14
comment What does it mean to be long gamma?
Very good explanation!
Dec
14
accepted What does it mean to be long gamma?
Dec
14
comment What does it mean to be long gamma?
I see, that makes perfect sense now. I guess my intuition was wrong (wouldn't be the first time, hehe).
Dec
14
asked What does it mean to be long gamma?
Dec
3
asked Modeling interest rates with correlation
Oct
6
accepted How Would You Categorize A Cap or Spread On A Monthly Sum Option?
Oct
6
comment How Would You Categorize A Cap or Spread On A Monthly Sum Option?
I like "Features"
Sep
26
accepted Is it better to grade hedging strategies based on the sum of absolute or squared hedging errors?
Sep
23
awarded  Supporter
Sep
22
comment Is it better to grade hedging strategies based on the sum of absolute or squared hedging errors?
Tal, why is the sum of squares used in particular? Why not take the sum of absolute values multiplied by two? I'm not disagreeing with you, I just am trying to understand why using the sum of squares in particular is preferred.
Sep
22
asked Is it better to grade hedging strategies based on the sum of absolute or squared hedging errors?
Aug
9
asked How Would You Categorize A Cap or Spread On A Monthly Sum Option?
Jul
22
awarded  Scholar
Jul
22
comment How to calculate equivalent futures position?
Chrisaycock, thanks for the reminder. I'm a frequent user of StackOverflow, but when I'm in a less active sub-stackexchange, I get lazy about accepting answers. Anyway, the answer has been checked, I think we're all square now :)
Jul
22
accepted How to calculate equivalent futures position?