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Jun
3
answered Why is $C(t,S_t)/B_t$ a martingale?
Jun
2
reviewed Approve Regression model when samples are small and not correlated
May
31
awarded  Revival
May
31
answered The use of GARCH
May
19
answered The source of “Cost of hedging” in the Black Scholes model
May
13
reviewed Approve Regressing NYSE returns: Lagged intercept term & efficient market hypothesis
May
6
reviewed Approve References on Statistical Arbitrages
May
6
reviewed Approve Bond in relation to US T-Bill/Risk-Free rate
Apr
30
reviewed Approve New ways of communicating risk
Apr
22
reviewed Approve Technical analysis - Calculating Aroon Indicator Serie
Apr
15
reviewed Approve How to get positions of your portfolio from Interactive Brokers with python ibPy?
Apr
7
comment Please give a step-by-step explanation on how to build a factor model
I added the links to the sources that I mention. When I wrote the answer I was on the road, but I agree that a complete answer should have the links included.
Apr
7
revised Please give a step-by-step explanation on how to build a factor model
Added links to all the papers
Apr
4
reviewed Approve Johansen Cointegration Test
Apr
1
revised Please give a step-by-step explanation on how to build a factor model
edited body
Apr
1
comment How to test the 5 Factor CAPM of Fama & French (2014)?
Maybe this post will help you. If not, write me again quant.stackexchange.com/questions/17125/…
Apr
1
answered Please give a step-by-step explanation on how to build a factor model
Mar
19
revised How to compute the conditional expected value of a geometric brownian motion?
added 142 characters in body
Mar
19
comment How to compute the conditional expected value of a geometric brownian motion?
Yes, the two are different. The two are related by $\mathbb{E}[X|X<z] = \frac{\mathbb{E}[\mathbb{I}_{X<z} X]}{\mathbb{P}(X<z)}$. I'll add that part to my answer
Mar
18
answered How to compute the conditional expected value of a geometric brownian motion?