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Mar
28
comment Portfolio replication option pricing: Money market position
To add, zero net investment and zero expected return, so no arbitrage. This feels a bit basic though.
Mar
28
revised How to calculate the NPV (Net present Value) in this question?
Fix formatting
Mar
26
reviewed No Action Needed Calculating half life of mean reverting series with python
Mar
25
reviewed No Action Needed Determining Monthly Premium with Credit default swap
Mar
25
reviewed No Action Needed One period optimizations with tcosts, few predictions and getting positions unstuck
Mar
23
reviewed No Action Needed Marchenko–Pastur, Student distribution and returns
Mar
23
reviewed No Action Needed ARMA-GARCH model, bset model selection and confidence levels calculations
Mar
23
reviewed No Action Needed How to deal with negative ARCH terms?
Mar
22
reviewed No Action Needed What is the formula for calculating Draw down recovery percentage?
Mar
22
reviewed Looks OK What is the formula for calculating Draw down recovery percentage?
Mar
21
reviewed No Action Needed How to schedule a sequence number reset in QuickFIX?
Mar
21
reviewed No Action Needed The Upper Bound of an American Put Option
Mar
21
reviewed No Action Needed L1 norm regularization of Markowitz portfolio in matlab
Mar
21
reviewed No Action Needed Construct option and stock portfolio
Mar
21
reviewed No Action Needed Spread Return and Mean Reversion Model
Mar
20
reviewed No Action Needed LSTM w/dropout Peer-reviewed or other authoritative lit for time-series/financial econometrics/Teh stock price/volatility/etc
Mar
20
reviewed Reviewed Estimate probability of limit order execution over a large time frame
Mar
20
reviewed No Action Needed How to interpret the movement of stock index futures, in regards to regular market movements
Mar
19
reviewed No Action Needed Bond portfolio optimization
Mar
19
reviewed No Action Needed type mismatch in Rquantlib Bond.cpp