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Mar
21
reviewed No Action Needed Why the Black-Scholes formula can be used in the real world?
Mar
21
reviewed Reviewed DCC GARCH - Specificating of ARCH and GARCH parameter Matrices STATA
Mar
21
comment DCC GARCH - Specificating of ARCH and GARCH parameter Matrices STATA
In my opinion it's on-topic here and less so over there. GARCH main area of application seems to be Quantitative Finance / Risk Management.
Mar
20
reviewed No Action Needed dividend cash in month
Mar
18
reviewed No Action Needed Portfolio software that shows 'total return' for each investment
Mar
16
comment CFA (Level 1) schedule after school and working a 9-5 job
Hi okocj, unfortunately we can't help you with studying. We can help with quantitativily oriented questions in the curriculum. I know special CFA forums exist but I don't use them so I can't point you to them. Good luck with your studies.
Mar
14
reviewed Looks OK Does anyone know where I can find a free efficient frontier tool, or an informative and legitamate/academic graph of the efficient frontier?
Mar
10
reviewed Approve How to test the 5 Factor CAPM of Fama & French (2014)?
Mar
8
comment Fix protocol and Bars
How would that even work?
Mar
7
reviewed Reviewed Bond Portfolio Immunization - Duration Matching
Mar
6
reviewed No Action Needed Where can one find realistic historical transaction costs?
Mar
5
reviewed Reviewed How to calculate global exposure via commitment approach for FX swaps?
Mar
5
reviewed No Action Needed How to estimate parameters of geometric brownian motion with time-varying mean?
Mar
4
reviewed No Action Needed Derivation of Ito's Lemma
Mar
4
reviewed No Action Needed Why should we expect geometric Brownian motion to model asset prices?
Mar
3
comment Empirical copula
Copula are often (mainly?) used in finance, so I consider this to be on-topic, certainly not spam.
Mar
3
comment novice question on fixed coupon schedule in QuantLib
@LauraLe I converted your answer to a comment as it was not really an answer to the question asked. If you want to, you can elaborate a bit more and ask a new question.
Mar
3
comment Typical risk aversion parameter value for mean-variance optimization?
I haven't read it but I think this is the book user6494 meant: amazon.com/Robust-Portfolio-Optimization-Management-Fabozzi/dp/…
Mar
3
comment Empirical copula
@emcor Can you elaborate?
Mar
1
reviewed No Action Needed Has automated trading produced profits at IEX?