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Mar
13
reviewed No Action Needed ES not elicitable
Mar
13
revised Why does my ibpy connection always close automatically
Clean up
Mar
13
revised GJR-GARCH with $\alpha = 0$ as parameter estimate
Center equations.
Mar
13
revised GJR-GARCH with $\alpha = 0$ as parameter estimate
Clarify title and code
Mar
13
reviewed No Action Needed Deriving Black Scholes PDE under stock as a numeraire
Mar
13
comment Starting values for constrOptim() in R
Please show your setup, this is pretty vague. I guess you could do worse than try $\alpha = 0.08, \beta = 0.90$ and $\omega = 0.01$ but it's just guessing.
Mar
12
comment Graduating Quantitative Finance (please don't move it to meta immidiately)
I'm voting to close this question as off-topic because it doesn't serve any purpose here any more as it's hardly visible and can't be migrated. BTW Meta has some discussion on this topic now.
Mar
12
comment Starting values for constrOptim() in R
Can you tell a bit more about your setup? It seems to me that any positive value should be in the permitted region.
Mar
12
reviewed No Action Needed Bloomberg, downloading data in Excel
Mar
12
reviewed No Action Needed Local volatility SVI parametrization
Mar
12
reviewed No Action Needed Asymptotic behavior property of geometric Brownian Motion proof
Mar
12
reviewed No Action Needed Asymptotic behavior property of geometric Brownian Motion proof
Mar
10
reviewed No Action Needed Closing prices for options written on S&P 500
Mar
10
reviewed No Action Needed List of TSX stocks with their sector and industry
Mar
10
reviewed No Action Needed Is there any function in quantmod to get Earning Date from Yahoo or Google
Mar
10
comment Which ETFs should I use to test my portfolio selection algorithm?
Thanks @ibiza, I changed the edit as the minimum character limitation doesn't exist for me.
Mar
10
reviewed Edit Which ETFs should I use to test my portfolio selection algorithm?
Mar
10
revised Which ETFs should I use to test my portfolio selection algorithm?
incorrect ticker for Germany ETF [last line edit is only to bypass minimum of 6 characters edit :( ]
Mar
9
reviewed No Action Needed What I find if I bootstrap a binary logistic regression?
Mar
7
reviewed No Action Needed Correlation -1 and standard deviation