Reputation
2,430
Next tag badge:
28/100 score
6/20 answers
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Impact
~70k people reached

7h
reviewed No Action Needed What is the theoretical expected growth in an option's value over a given period of time?
7h
reviewed No Action Needed Appropriate measure of risk if return are not normally distributed
7h
reviewed No Action Needed How to determine volatility for private company for Black-Scholes
7h
reviewed No Action Needed How necessary is real analysis and complex analysis for trading at hedge fund levels?
7h
reviewed No Action Needed Properties of optimization under shortfall constraints in R
7h
reviewed No Action Needed Delta hedge compound option
12h
reviewed Reviewed Metastock end of day data to Python
12h
reviewed No Action Needed Foresight bias in least square monte carlo
Feb
6
reviewed No Action Needed Historical volatility on bloomberg API
Feb
6
reviewed No Action Needed Places to make quant code/tools publicly avaliable
Feb
6
reviewed No Action Needed Bank discount yield and money market yield
Feb
6
reviewed Approve Which studies should be replicated?
Feb
5
reviewed Edit Intraday or overnight returns?
Feb
5
revised Intraday or overnight returns?
corrected spelling
Feb
5
reviewed Looks OK Where can I find best end of day option data?
Feb
5
reviewed No Action Needed Vega in a “constant volatility” Black-Scholes world?
Feb
4
reviewed No Action Needed How would MTM an interest only currency swap affect its valuation?
Feb
4
reviewed No Action Needed Data on interest rate differentials (lending on own vs. foreign currency)
Feb
4
reviewed No Action Needed Strategies on steepen yield curve
Feb
3
reviewed No Action Needed Vega in a “constant volatility” Black-Scholes world?