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Jun
27
comment Are there any good tools for back testing options strategies?
Hi QuantifyThis, welcome to Quant.SE! Please disclose your affiliation, if any.
Jun
21
comment Convert volatility of log returns into volatility of asset (bollinger bands)
What do you mean by windowed volatility and why can't you calculate this windowed volatility the same way as you calculate the volatility of the log returns?
Jun
19
comment Have Goldman Sachs Quantitative Strategies Research Notes been published as a book or a comprehensive collection?
A great honour indeed, welcome to Quant.SE, Emanual Derman!
Jun
17
comment Calculating Greeks using BinomialTree in Matlab
You can edit all the necessary information into your question, even when it's closed. As it stands it's still not really clear what you're asking and what is going wrong.
Jun
17
comment What sources would you recommend for Real Time Market Data other than Bloomberg/Reuters?
@chollida I too only see delayed data. But because it's an answer that seems wrong and these guidelines I'm not going to delete it.
Jun
16
comment Calculating Greeks using BinomialTree in Matlab
I'm voting to close this question as off-topic because it's unclear how the code is used and the code is hard to read due to a lack of indentation.
Jun
15
comment Can Gaussianity of returns depend on the time frame?
Does this question help you?
Jun
15
comment Monthly Return Net of Fees
Agreed, more information is needed to make this interesting.
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
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
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
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
4
comment Forecasting using GARCH in R
Could you please put the comments into the question, the comments are not meant for this.
Jun
4
comment Free data on swap options
Is that data on swaptions?
Jun
4
comment importing columns of returns data into python from excel/csv
I'm voting to close this question as off-topic because "I'm afraid this is a stack-overflow question" but it has already been answered.
Jun
4
comment importing columns of returns data into python from excel/csv
I'm not sure SO would take it but it has been answered (satisfactorily IMO) now anyways. So I close it as this is not a good example of the kind of questions we want.
Jun
4
comment Delta and gamma neutral
Hi, please see my post on Meta about what to do with these kinds of answers. The question feels like homework and this answer gives some pointers in the right direction.
Jun
4
comment New ways of communicating risk
Yes, but how would you do that? I'm downvoting as technically this is an answer but doesn't help.
Jun
1
comment How google finance calculates beta of a stock
Not exactly a duplicate so I'm going to let it stand. @pyCthon Your answer is fine but if someone can confirm it would be great.