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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
Dec
2
reviewed Approve Real Time/Historical weather data
Dec
1
comment Bond's bid-ask spread with no arbitrage assumption
Hi Al Guy, welcome to Quant.SE! Your question is a bit unclear to me but I think what your looking for is replication and arbitrage. With the given information you should be able to calculate what it costs to buy the whole portfolio in one go and sell its parts at the same time. This shouldn't allow you to earn free money. Vice versa the same holds: selling and buying shouldn't yield free money either.
Dec
1
reviewed No Action Needed FIX latency and clock syncronization
Dec
1
reviewed Approve Is portfolio beta additive under all return distributions?
Dec
1
reviewed No Action Needed Purpose of ISOs