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Dec
7
reviewed No Action Needed copulas and time series
Dec
7
reviewed No Action Needed How to use genetic algorithms to optimize moving averages
Dec
7
reviewed Reviewed Realized variance in SVJJ (Heston with jumps) model
Dec
7
reviewed No Action Needed Measuring strength of correlation for bivariate time series
Dec
7
reviewed No Action Needed BDT model calibration using swaptions
Dec
7
reviewed No Action Needed commodities index volatility
Dec
7
reviewed No Action Needed Hedge Fund risk management on a daily basis
Dec
7
reviewed No Action Needed What is the standard length for rolling correlation in financial time series?
Dec
7
reviewed Reviewed Debugging Quantlib
Dec
7
reviewed No Action Needed Any package to run VAR-GARCH or VECM-GARCH models in R?
Dec
7
reviewed No Action Needed BEKK - GARCH model in Stata
Dec
5
reviewed No Action Needed pricing with implied volatility surface
Dec
5
reviewed Approve Is there any thing out there as a substitute for KDB?
Dec
3
comment Computing Pooled IRR from the IRRs of parts
I didn't read all those comments and I bet other visitors would have done the same. Please add all the relevant information to the question or to the answers. Remember: All relevant information should be in the question or in the answer.
Dec
3
comment Computing Pooled IRR from the IRRs of parts
Comments are not for extended discussion; this conversation has been moved to chat.
Dec
3
comment Computing Pooled IRR from the IRRs of parts
Comments are not for extended discussion; this conversation has been moved to chat.
Dec
2
comment High values of skewness and kurtosis of realized protfolio returns
Hard to say what is plausible without knowing your strategies but skewness and kurtosis tend to their normal values under temporal aggregation.
Dec
2
revised Black-Scholes PDE: what is the form of the boundary conditions
Add detail to title
Dec
2
reviewed No Action Needed Why debit and credit impact differently on different type of accounts?
Dec
2
reviewed Close Delta hedging Question