Reputation
2,102
Next tag badge:
26/100 score
6/20 answers
Badges
2 9 33
Newest
 Proofreader
Impact
~52k people reached

Apr
22
comment Technical analysis - Calculating Aroon Indicator Serie
Hi anilca, welcome to Quant.SE! For those that don't know (like me), can you provide a reference where this indicator is described?
Apr
22
comment Urgent help needed : Spot price - future price relationship
Sorry, that's not on-topic here. Please read the faq to know what we expect. You could try one of these books: quant.stackexchange.com/questions/15611/…
Apr
22
comment Urgent help needed : Spot price - future price relationship
Hi, this is either too broad or too basic. Either way I'm confused about what you really want. Are you calculating the correlation between prices or returns?
Apr
20
reviewed Edit Portfolio of Assets
Apr
20
revised Portfolio of Assets
tags added
Apr
19
comment How should I achieve cross-hedging?
Hi, since this seems to be a homework question. In that case I have to ask: what have you tried?
Apr
17
reviewed Reviewed Short term<10 sec volatility model
Apr
17
comment Short term<10 sec volatility model
Hi John, welcome to Quant.SE! I'm afraid the question in its current form is not going to attract a lot of attention. I believe it would help if you can share literature you have been reading and how the solutions their do not suffice for your use case.
Apr
17
reviewed No Action Needed Sortino Ratio calculation
Apr
17
reviewed No Action Needed What does it mean to change the currency of a spread between bonds from 2 different countries?
Apr
17
reviewed Reviewed continuous dividend yield - european option
Apr
17
comment continuous dividend yield - european option
Welcome student85, welcome to Quant.SE! This indeed looks like homework. What have you tried?
Apr
17
reviewed No Action Needed Portfolio of Assets
Apr
17
reviewed No Action Needed Correctly applying GARCH in Python
Apr
16
comment Why do we need to use the very old data to predict the new trend in regression modeling in stock?
The edit made the question more clear but I don't think this will work in our format. The answer to the question how much data should I use is: it depends.
Apr
16
reviewed Leave Open Why do we need to use the very old data to predict the new trend in regression modeling in stock?
Apr
16
comment Why do we need to use the very old data to predict the new trend in regression modeling in stock?
Agreed with Richard, please do what he asks or this will be closed.
Apr
16
reviewed Close Random Matrix Theory in Risk Management
Apr
13
comment How to combine multiple trading algorithms?
You're not 'using' that software. You're building and selling it. Please disclose that and formulate your answers in a honest manner.
Apr
13
comment Where to get access to an inexpensive or free hedge fund/CTA DB?
To quote @chrisaycock: You need to disclose your affiliation with anything you're advertising here. Please do this for this and future posts.