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Jun
15
comment What interest rate should I use for testing the covered interest parity?
Can you give more details? If you can cite a paper the answer would be much more convincing.
Jun
15
reviewed Approve Monthly Return Net of Fees
Jun
11
reviewed Reviewed How to short an option?
Jun
11
reviewed Approve When would dedicated portfolios do better than 'immunized' portfolios?
Jun
10
comment American put for negative interest rates
@emcor, in your answer the company becomes unbust after reaching $S=0$? Also please stop flagging answers you don't like. I've said this to you before.
Jun
10
reviewed No Action Needed Looking for the conventions for EONIA swaps used to define EONIA swap rates
Jun
10
reviewed No Action Needed Forecasting problem with Geometric Brownian Motion in Wolfram Mathematica
Jun
10
reviewed No Action Needed Buying OTM puts and then selling stock
Jun
9
reviewed Leave Closed Difference between Tick data and NASDAQ ITCH VIEW
Jun
9
comment How useful is the genetic algorithm for financial market forecasting?
Hi Greg Thatcher, welcome to Quant.SE! This sounds very promising, but did you backtest your strategy?
Jun
9
reviewed No Action Needed How useful is the genetic algorithm for financial market forecasting?
Jun
8
comment Return volatility or Price Volatility
Not an exact duplicate but this is indeed quite basic and the linked question deals with the same issue.
Jun
8
comment Return volatility or Price Volatility
Prices are not stationary and returns are (or at least come closer). Therefore for statistical analysis it's better to use returns.
Jun
7
reviewed No Action Needed where to get long time historical intraday data?
Jun
6
reviewed No Action Needed What is a standard credit default swap contract and where can I find spread data? What alternatives exist to judge creditworthiness?
Jun
5
answered What is the borne function mentioned in this paper?
Jun
5
reviewed Reviewed What is the borne function mentioned in this paper?
Jun
5
reviewed Approve Calculating VaR with Monte Carlo simulation
Jun
5
reviewed Approve Tradeable => Satisfies pricing equation?
Jun
5
reviewed Approve How do I show that there is no tangency portfolio?