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Dec
25
comment nikkei 225 yen contract on the CME
@pyCthon, thanks for the link. it was very useful
Dec
25
accepted nikkei 225 yen contract on the CME
Dec
25
awarded  Curious
Dec
24
comment nikkei 225 yen contract on the CME
which broker did you use? what about the P&L once you close out the futures contract - was it automatically converted back to USD?
Dec
24
asked nikkei 225 yen contract on the CME
Dec
3
comment High values of skewness and kurtosis of realized protfolio returns
@Masher, are you annualizing the numbers (or converting to any other similar base) before comparing, i.e. "annualized" weekly skewness = weekly skewness / sqrt(52) & "annualized" monthly skewness = monthly skewness / sqrt(12) and "annualized" weekly kurtosis = weekly kurtosis / 52 & "annualized" monthly kurtosis = monthly kurtosis / 12 ?
Nov
29
revised How would I exploit arbitrage if risk-neutral pricing doesn't hold? (Option Pricing)
added 142 characters in body
Nov
29
answered How would I exploit arbitrage if risk-neutral pricing doesn't hold? (Option Pricing)
Oct
30
awarded  Yearling
Oct
29
revised how do we know if the volatility which is quoted in market is Normal (Bachelier model) or log normal (Black 76)?
deleted 48 characters in body
Oct
29
revised how do we know if the volatility which is quoted in market is Normal (Bachelier model) or log normal (Black 76)?
added 525 characters in body
Oct
29
revised how do we know if the volatility which is quoted in market is Normal (Bachelier model) or log normal (Black 76)?
added 525 characters in body
Oct
29
revised how do we know if the volatility which is quoted in market is Normal (Bachelier model) or log normal (Black 76)?
added 525 characters in body
Oct
28
revised how do we know if the volatility which is quoted in market is Normal (Bachelier model) or log normal (Black 76)?
added 15 characters in body; added 18 characters in body
Oct
28
answered how do we know if the volatility which is quoted in market is Normal (Bachelier model) or log normal (Black 76)?
Oct
17
revised Is R being replaced by Python at quant desks?
deleted 24 characters in body
Sep
29
accepted Where can I get alerts for future delisting?
Sep
29
comment Where can I get alerts for future delisting?
the better form is type 25 and 25-NSE, but unfortunately, vast majority of the filings are after the actual date of listing.
Sep
29
comment Where can I get alerts for future delisting?
thanks. this is really great. I don't need the actual delisting dates as much as I need to mark out these stocks for removal.
Sep
28
asked Where can I get alerts for future delisting?