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Aug
23
comment Risk Neutral Pricing Necessary Condition
@emcor: I'd suggest editing the initial answer rather than posting another one.
Jun
27
comment Future spot price versus current forward price
Is this a homework assignment?
Jun
24
comment Quantitative Math required for Market-making?
I like your answer as well! Btw, if a question leads to a couple of good answers, it is probably not that bad, isn't it?
Jun
24
comment Quantitative Math required for Market-making?
@madilyn: I am sorry if you get upset with my comment. Please do not feel obliged to upvote the question. You may even get it downvoted. Personally, I find this question much more specific than the vast majority of posts asking for reading lists covering basic Stochastic Calculus or Quant Finance. I would welcome questions on mathematics/statistics methods behind particular subdomains of the industry. Btw, if you do not agree with the closure of any particular question, feel free to raise your concerns on meta.
Jun
24
comment Quantitative Math required for Market-making?
Nice question, +1. @everybody: If you like the question too, give it an up-vote, please.
Jun
24
comment Do quants need to know Accounting?
@everybody: I am not a huge fan of this question but still it has received six answers already. And yet there is only one up-vote (full disclosure: the up-vote is mine). If you like the question, please do up-vote!
Jun
18
comment How to optimally allocate capital among trading strategies?
Hi! The StackExchange format is not well-suited for follow up questions that are posted in a main question thread. Better to post it as a separate question.
Jun
6
comment Background required for the book by Brigo and Mercurio
Hi! Your original display name appeared to be a bit offensive so I have just edited it. You can change it yourself by clicking on the edit tab on your profile page.
May
28
comment C# Broker API for FX Trading
@user8139 : I deleted your post as it had appeared pure advertisement to me initially. Sorry for the knee-jerk reaction. Undeleted for now.
May
11
comment What is the price pressure?
This is a great answer!
Apr
16
comment how to extend lognormal model so that $\sigma$ is correlated to $\mu$?
Whatever you do, please keep the initial question intact once there is an accepted answer. If you are not satisfied with the answer do not accept it. If you want to emphasize a different part of the problem it's better to post it as a separate question. The site is not well suited for discussions. This is not a message board.
Apr
15
comment how to extend lognormal model so that $\sigma$ is correlated to $\mu$?
Hi! I suggest you consider editing the initial post rather than posting answers to your own questions (which is what you often do). Thanks.
Jan
10
comment Book on market microstructure
+1 for referring to the work of the respected QF user @lehalle :)
Dec
16
comment A Question from “Mathematical Methods for Financial Markets” Chapter 2
What have you tried already?
Dec
13
comment Market weights for Black-Litterman
This should be a comment rather than a separate answer.
Dec
12
comment How to use Merton model to calculate default probability with monthly stock prices?
@user10706: Please refrain from posting links to stuff which is not supposed to be free. We do not want to deal with copyright infringement issues. Your answer was edited accordingly.
Nov
12
comment Dirty price of US T bill
@chrisaycock: my fault. Can it be migrated back and closed as a basic one?
Aug
18
comment How good is managed code for algo trading?
Hi Dominic, welcome to quant.stackexchange!
Jul
2
comment Bracket-Notation in SDEs
This is a standard notation for the quadratic variation of a stochastic process: en.wikipedia.org/wiki/Quadratic_variation
May
9
comment Best way to store hourly/daily options data for research purposes
@kristine, Freddy: The main site is not the place to engage into heated debates on plagiarism issues. Feel free to use meta.quant.stackexchange.com instead. In any case, please try to stay constructive and avoid personal attacks.