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Feb
3
comment Application of PVAR in macro economic modelling
Please don't shout, I almost removed the question because of that alone. Also, do you have a reference describing PVAR?
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
29
comment Calculate spread for pairs trading
Hi Jacques Joubert, welcome to Quant.SE!
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
27
comment What does continuously payable annuity mean?
What do you think about this explanation?
Jan
27
comment Why is it cheaper to repay monthly loan at the start of the month
Hi computernerd, welcome to Quant.SE! muffin1974's answer really should be sufficient here. Smaller amount of money outstanding in time period => less interest.
Jan
26
comment Ideas for speeding up greek calculations
Can you describe your calculations in more detail, how many Greeks are you calculating? Could you show your current set-up?
Jan
25
comment Min. Spanning Trees, Planar Maximally Filtered Graph US equities?
I'm not familiar with this approach, do you mean something like this?
Jan
12
comment Self study references for a Mathematician
Hi DJS, in its current form the question is too localized, can you change it to make it more widely applicable? Otherwise it's a candidate for closing. BTW, did you check out this question?
Jan
11
comment Ito calculus problem
I think it's borderline but the question has been improved. @Michal which resources are you using to learn/solve this? That would be a further and needed improvement
Jan
8
comment Proof that no trading system always wins
I'm not sure either but I think the idea is that if the data is predictable it should be compressible. It's tied to the EMH because loosely, under the EMH, returns are noise and noise can't be compressed. But this is just guessing. I hope the others answers are useful to you?
Jan
8
comment Barrier option : Monte carlo simulation
@poco please ask your accounts to be merged.
Jan
8
comment Proof that no trading system always wins
@H.D.Franke this doesn't suffice as an answer: a series of coin flips would be incompressible, but your answer doesn't show, for example, why a Martingale betting system is a bad idea.
Dec
27
comment How do we include inflation in our calculations?
I don't know, but I think the information here should be sufficient. You might have made a rounding error in your last comment to @Brumder, see this calculation and note that $1000 \times 1.03^{10} = 1344 > 1334$.
Dec
25
comment How do we include inflation in our calculations?
Hi Jim, welcome to Quant.SE! You would still have \$1334, it's just worth less in real terms. To get the amount in real terms you can substract the inflation from the interest rate, this gives \$1105 for me. However, questions of this type are considered too basic here.
Dec
23
comment What is the best alternative of Quantlib library
Hi JodaStephen, welcome to Quant.SE!
Dec
23
comment Historical Market Cap
Hi Kange Kaneene, welcome to Quant.SE! To which sources do you have access and what are you willing to pay?
Dec
23
comment Cumulants of variance gamma with stochastic arrival (VGSA) model
Hi Stavros Soutis, welcome to Quant.SE!
Dec
12
comment Value at Risk Theory
The question is indeed a bit unclear and basic. I advise you follow up on the suggestions made.
Dec
10
comment Why do banks offer options?
Hi jp_, welcome to Quant.SE! The answer you received is very nice but the question is off-topic here.