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7h
comment Master thesis in Finance: Any qualitative suggestion on corporate finance cases? Possibly directed against one industry
Hi Grimstad welcome to Quant.SE!! This can better be discussed with your advisor. He knows your background and more importantly: will be your guide for the whole thesis. Of course if you have any questions on your way feel free to ask them if they fit the faq.
1d
comment Finding historical data monthly data
Agreeing with @Quantopic here, this seems to bring very little not already covered in the canonical free data question
2d
comment Option Time decay
Hi C_P, welcome to Quant.SE! Unfortunately this question is hard to follow and it seems to ask for a trading strategy but that's not really clear. Note that is explicitly disallowed in the faq so I'll have to close this.
2d
comment computation involving independent increments
I'm voting to close this question as off-topic because it's cross-posted here: math.stackexchange.com/questions/1159240/…
2d
comment computation involving independent increments
The question is cross-posted here: math.stackexchange.com/questions/1159240/… user7348: please mind your manners and stop cross posting questions.
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
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
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
comment continuous dividend yield - european option
Welcome student85, welcome to Quant.SE! This indeed looks like homework. What have you tried?
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
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
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.
Apr
9
comment Risk Neutrality Necessary for Dual Delta Calculation?
I'm also not sure what you mean, can you show your code or calculation steps? That might clear things up.
Apr
7
comment Risk Neutral Measure
I feel that the question referenced answers this quite well, but maybe not perfectly. Maybe it does not and in that case we can probably improve this question given the new understanding gained from that discussion.
Apr
6
comment Finding the price of an option that will be exercised
This isn't going to work. Please update your original question if unclarity remains.
Apr
6
comment Pricing a call when minimum stock price above strike with certainty
As @studentT said: please make an account and don't add comments as answers. Also, if the call option is exercised with certainty (the minimum stock price is above the strike) it should have the same value as the stock minus the strike.
Apr
5
comment Proof of Hamada's Formula (Relationship between levered and unlevered beta)
That's the best :) Welcome to Quant.SE!