Reputation
2,755
Next tag badge:
36/100 score
3/20 answers
Badges
6 23 43
Impact
~133k people reached

8h
reviewed Leave Open Shrinkage Estimator giving unrealistic portfolio variances
18h
reviewed No Action Needed Calculating unweighted performance of stocks within a period
19h
reviewed No Action Needed Interpretation of vega out of BS formula
19h
reviewed No Action Needed How are Quandl monthly S&P500 earnings estimates derived?
1d
reviewed Leave Open What are some quantitative trading strategies used by high-frequency trading companies to make a killing on a market crash day on 24Aug2015?
1d
reviewed Looks OK Realtime Exchange Rate Data API
2d
reviewed No Action Needed Up and Down days in GBPUSD and a Filter
Aug
27
reviewed No Action Needed How to check that an interest rate curve is arbitrage free
Aug
27
reviewed No Action Needed Deposit vs. LIBOR rates? (Bloomberg/SuperDerivatives)
Aug
24
reviewed No Action Needed Semi-variance/Downside Risk, what about the rest of the covariance matrix?
Aug
24
reviewed No Action Needed Does GARCH derived variance explain the auto-correlation in a time series?
Aug
23
reviewed Leave Open VIX Calculation - weighting of strikes
Aug
23
reviewed Leave Closed Strange / Incorrect / Unusual Data on Google Finance 1988
Aug
23
awarded  Popular Question
Aug
19
reviewed Approve What is the difference between market equilibrium and market efficiency? equilibrium implies efficiency?
Aug
19
reviewed No Action Needed Why is CSA currency OIS rate used in discounting instead of local currency OIS?
Aug
17
reviewed Leave Open Effects of Subprime crisis on M&A?
Aug
16
reviewed Leave Open Multiplying by the Square Root of Twelve to calculate annual standard deviation
Aug
15
reviewed Close What machine learning method can detect serial correlation and more?
Aug
15
reviewed Approve bates tag wiki excerpt