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visits member for 3 years, 8 months
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6h
reviewed No Action Needed pricing of weather derivatives using stochastic brownian motion
13h
reviewed No Action Needed Weighting with restrictions, but no clear objective function?
15h
reviewed Leave Closed What are good internship positions I should look for as an undergrad student?
1d
reviewed No Action Needed Relationship between Beta and Standard Deviation
1d
reviewed No Action Needed Relationship between Beta and Standard Deviation
1d
reviewed No Action Needed Expected Shortfall and Spectral Risk Measure
2d
reviewed No Action Needed garchOxFit in R-oxo file does not match
2d
reviewed Leave Open What is the fastest way to decode the FAST protocol for market data?
2d
reviewed Leave Open If I am very fast (less than 10 microseconds latency) what would be the first strategy to execute?
2d
reviewed Close Where can I find literature (books, articles, etc.) about basic HFT / arbitrage strategies?
Oct
19
reviewed No Action Needed Briefly stated, why does the function N(x) appear in the European call option pricing model?
Oct
19
reviewed Leave Open Briefly stated, why does the function N(x) appear in the European call option pricing model?
Oct
19
reviewed No Action Needed Historical Data on $/yen forward exchange rates
Oct
19
reviewed No Action Needed Briefly stated, why does the function N(x) appear in the European call option pricing model?
Oct
18
reviewed No Action Needed Why is the duration of a bond important?
Oct
18
reviewed No Action Needed run time error 424 in IB TWS Excel DDE API; failed to add combo orders
Oct
18
reviewed No Action Needed Volatility skew and how to capture it?
Oct
18
reviewed No Action Needed Historical Data on $/yen forward exchange rates
Oct
17
reviewed No Action Needed Moneyness and option prices
Oct
17
reviewed No Action Needed Why does the minimum variance portfolio provide good returns?