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6/20 answers
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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
Mar
19
reviewed Reviewed Term data for Dow Jones Index in CSV
Mar
19
reviewed No Action Needed Why is the term structure of the implied volatility surface non-monotonic?
Mar
18
reviewed No Action Needed Monthly market value data of indices: where to get?
Mar
18
reviewed No Action Needed Candlesticks: timestamp on open versus close
Mar
16
reviewed No Action Needed Obtaining risk-neutral probability from option prices
Mar
16
reviewed No Action Needed Why are there two expressions for the Black-Scholes hedging portfolio
Mar
16
reviewed No Action Needed Pricing of swaps
Mar
16
revised Issue on pricing bond using RQuantLib
Add LaTeX
Mar
15
reviewed No Action Needed Pricing function $P(S,t)$ is convex in $S$ for all $t$