olaker

Moderator ♦ less info
meta site favicon meta user | stack exchange network profile network profile
2,303 reputation
21330
bio website
location
age
visits member for 2 years, 3 months
seen 7 hours ago
stats profile views 219

234 Actions

suggestions reviews revisions comments badges posts accepts all
Feb
27
 reviewed Approve suggested edit on Discrete time Ho lee model
Feb
16
 reviewed Approve suggested edit on ATM volatility versus OTM volatility and directional standard deviation
Feb
12
 reviewed Approve suggested edit on Is there any measure that is a non-trivial combination of VWAP and TWAP?
Feb
4
 reviewed Approve suggested edit on What causes the call and put volatility surface to differ?
Jan
31
 awarded  Yearling
Jan
22
 reviewed Approve suggested edit on What is the correct procedure to choose the lag when preforming Johansen cointegration test?
Jan
17
 reviewed Approve suggested edit on Can we replicate a call option without borrowing and make it cheaper in this way?
Jan
11
 accepted When is the LIBOR market model Markovian?
Jan
11
 accepted How can an ETF outperform its benchmark index?
Jan
11
 revised What C++ math libraries are typically used by quants?
typo
Jan
11
 awarded  Enlightened
Jan
10
 comment What is the optimal strategy when there is an equal chance for gain or loss but the size of the potential gain is larger?
@Ray: Thanks for your comments. I cannot give you a precise reference at the moment although this should be rather standard stuff in the theory of portfolio management. You might want to post this as a separate question.
Jan
9
 awarded  Nice Answer
Jan
9
 awarded  Quorum
Jan
9
 revised What is the optimal strategy when there is an equal chance for gain or loss but the size of the potential gain is larger?
added 725 characters in body
Jan
9
 revised What is the optimal strategy when there is an equal chance for gain or loss but the size of the potential gain is larger?
added 137 characters in body
Jan
9
 revised What is the optimal strategy when there is an equal chance for gain or loss but the size of the potential gain is larger?
added 3 characters in body
Jan
9
 answered What is the optimal strategy when there is an equal chance for gain or loss but the size of the potential gain is larger?
Jan
3
 comment How do you mix quantitative asset allocation with qualitative views?
+1. Good question. How about the 'agnostic average' $w=0.5w^*+0.5\bar{w}$? Just joking.
Jan
3
 comment What are some of the major quantitative approaches to tactical asset allocation?
@ Tal Fishman: Traditionally, the 'big list' questions have been made CW. See e.g. questions quant.stackexchange.com/questions/431/… quant.stackexchange.com/questions/156/… quant.stackexchange.com/questions/141/…. As far as I know, this is also an accepted practice on some other SE sites such as math.se. But probably this needs to be clarified with SE administrators/discussed on meta.
1 2 3 4 5 … 12