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seen Sep 21 at 11:51

Oct
15
awarded  Yearling
Dec
19
answered Calculating and interpreting cumulative returns is R
Nov
21
answered What is a commonly accepted econometric model for volume?
Nov
21
comment Library for interactive financial charts
whoever gave me a negative score for this should argue that the solution i have given is not better than any library which satisfies all the constraints that the person has asked for.
Nov
20
answered Library for interactive financial charts
Nov
20
comment Why does the SMA and EMA appear to be relative to the timeframe?
if you want the absolute correct answer as to which is most accurate, use the tick data to calculate the moving averages.
Nov
11
revised interpreting huge jumps
improved formatting
Nov
11
answered interpreting huge jumps
Nov
7
answered Consensus on Cauchy distribution for stock prices
Nov
2
comment Price functions based on order book events
This is interesting but debatable. The debate would be about which would you give more weightage to for representing the current price, the trades or the orders. Good food for thought.
Oct
31
awarded  Editor
Oct
31
revised How to compare volatility models?
added 1472 characters in body
Oct
30
answered How to compare volatility models?
Oct
26
answered Is there a contradiciton between option prices being martingales and the use of options for speculation?
Oct
25
answered Risk Neutral Probability
Oct
25
answered Switching from C++ to R - limitations/applications
Oct
22
comment GARCH(1,1) prediction in R - Basic Questions
To John, that is the book definition of annualized volatility. To Karan, depends upon your assumptions. if you believe that monthly volatility can be predicted independently of the daily one, then go for it or if you think that you will have to monitor the volatility daily for the whole month, then go for the daily volatility.
Oct
21
answered GARCH(1,1) prediction in R - Basic Questions
Oct
21
answered How to normalize stock data
Oct
21
answered Are two stocks with the same beta have a correlation of 1?