Reputation
2,755
Next tag badge:
36/100 score
3/20 answers
Badges
6 23 43
Impact
~134k people reached

May
25
reviewed No Action Needed Build spot rate curve with multiple treasuries for each maturity
May
24
reviewed Approve Is R being replaced by Python at quant desks?
May
24
reviewed Approve Is R being replaced by Python at quant desks?
May
24
reviewed No Action Needed How to calculate the JdK RS-Ratio
May
24
reviewed No Action Needed Obtaining intra-day values of the EUR-USD exchange
May
24
reviewed No Action Needed pdf of simple equation, compound Poisson noise
May
24
reviewed Approve How to calculate the JdK RS-Ratio
May
23
reviewed No Action Needed Markowitz portfolio optimization question
May
22
reviewed Looks OK Negative high frequency intraday volatility - Zhou estimator
May
21
awarded  Famous Question
May
21
reviewed No Action Needed Demonstration of Ito's correction term/lemma in binomial tree
May
21
reviewed No Action Needed How to identify the orders p and q for ARIMA model using least squares method?
May
21
reviewed No Action Needed Arbitrage question
May
19
reviewed Leave Open Estimate simple option price without a calculator
May
19
reviewed No Action Needed Can not understand options pricing
May
18
reviewed No Action Needed Computing Value at Risk for portfolio in R
May
18
reviewed No Action Needed Z-Score calculation for a win-loss streak
May
18
reviewed Leave Open Z-Score calculation for a win-loss streak
May
17
reviewed Reviewed What is the fair price of this option?
May
16
reviewed No Action Needed Building a personal computer for automated trading/analysis…what bottlenecks could I run into?