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Feb
1
reviewed Reviewed Determining the implied volatility for options with bid/ask prices below the intrinsic value
Feb
1
comment Determining the implied volatility for options with bid/ask prices below the intrinsic value
Hi Kevin Scheurwater, welcome to Quant.SE! I see you've made an excellent choice when choosing your education ;) Can you tell us where you get this data?
Jan
31
reviewed No Action Needed Hedging portfolio of options with different underlyings
Jan
31
reviewed No Action Needed How to measure if investors are diversified in a stock market?
Jan
31
reviewed No Action Needed How does a Broker-Dealer lend shares to other Broker-Dealers?
Jan
31
reviewed No Action Needed How to get currency denomination of security from yahoo finance API
Jan
29
comment Calculate spread for pairs trading
Hi Jacques Joubert, welcome to Quant.SE!
Jan
29
reviewed Reviewed Calculate spread for pairs trading
Jan
28
awarded  Notable Question
Jan
28
comment How to backtest Value at Risk Models using Conditional and Unconditional tests?
@Richard a quick read of the linked question doesn't say anything about the Kupiec and Christoffersen test. I'd say that makes this question sufficiently original.
Jan
28
reviewed No Action Needed Historical book value data for S&P 500
Jan
28
reviewed No Action Needed How google finance calculates beta of a stock
Jan
28
reviewed No Action Needed Proper way to calculate the realized indiviual stock sharpe ratio
Jan
28
reviewed No Action Needed Free high resolution financial data
Jan
28
reviewed Edit Ratio of gaussian CDFs in Black-scholes option pricing formula
Jan
28
revised Ratio of gaussian CDFs in Black-scholes option pricing formula
Corrected spelling and formating, remove courtesy
Jan
27
reviewed No Action Needed building a correlation of equity portfolio to custom benchmark 60/40
Jan
27
revised building a correlation of equity portfolio to custom benchmark 60/40
Fix formatting
Jan
27
reviewed No Action Needed Delta of a Commodity Future
Jan
27
reviewed No Action Needed Step By Step method to calculating VaR using MonteCarlo Simulations