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visits member for 4 years, 1 month
seen 15 hours ago

Mar
7
reviewed No Action Needed Pricing of Binary or Digital Options or more generally options with discontinuous payoffs using PDEs
Mar
6
reviewed No Action Needed Bond Portfolio Immunization - Duration Matching
Mar
6
reviewed No Action Needed How to adjust historical data highs/lows for splits and dividends?
Mar
5
reviewed No Action Needed What is an appropriate algorithm to use for tax loss harvesting?
Mar
4
reviewed Reviewed Derivation of Ito's Lemma
Mar
4
reviewed Looks OK What to use as portfolio diversification measure?
Mar
3
reviewed No Action Needed How to filter and normalize market data obtained from distinct sources (FIX 4.4, bloomberg, etc) in an algorithmic trading system?
Mar
3
reviewed No Action Needed Why should we expect geometric Brownian motion to model asset prices?
Mar
3
reviewed No Action Needed Risk minimization by investing in all assets with positive expected return
Mar
3
reviewed Close Combine together different strategies in one portfolio
Mar
2
reviewed Leave Open Are there industry standards form market data server and real time linux kernel?
Mar
2
reviewed Leave Open Empirical copula
Mar
2
reviewed Reviewed Order book Limit Order book
Mar
2
reviewed Leave Open Why volatility trading is touted as an institutional trade and not a retail trade
Feb
28
reviewed Excellent CIR model: is the short rate really non-central $\chi^2$ distributed?
Feb
28
reviewed Satisfactory How to compute the VaR for European Call, using the delta-normal method?
Feb
28
reviewed Excellent When are implied and real world parameters the same?
Feb
28
reviewed Excellent Some questions about implied volatilities and how to generate theoretical prices when market prices are not available
Feb
28
reviewed Excellent Deriving the definition of stochastic integrals with respect to Ito processes from first principles
Feb
28
reviewed Needs Improvement Black Scholes formula with continuous dividend paying stock