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Jul
29
comment Quantitative methods for Fund Managers
@mugen No problem, noob2's comment should be very helpful. If you have any questions about the books there is a good chance that they are on topic here.
Jul
29
comment Quantitative methods for Fund Managers
Hi mugen, welcome to Quant.SE! This question seems to ask two things. Google will show you the answer to the first question. The second part is too broad, for that kind of question to work you need to at describe least some literature you have studied and explain what it is you want to learn more about that is not in the literature you looked at.
Jul
28
comment What‘s the definition of static arbitrage?
Hi Tony.Lui, welcome to Quant.SE! Please don't forget to accept an answer if you like it.
Jul
28
comment why many option contract price less than minimum boundary price?
Could you point us to the data of such an option?
Jul
26
comment Asset pricing - Technology
I guess the problem is that you didn't link or name the paper. It would certainly help!
Jul
24
comment Setting input parameters for Nelson Siegel Svensson model
I see, I think there is still some overlap but this ca be tackled as a separate thing. Can you maybe cross reference the questions? It gives a better picture of where you are and will get you better help. Also users can then use your questions as a guide to do NSS themselves start to finish.
Jul
24
comment Setting input parameters for Nelson Siegel Svensson model
Indeed, I'm not sure what this adds to your previous question @jojo.
Jul
21
comment Comparing Returns on a Sector Basis
IMO this answer doesn't add much to the accepted answer but manages to mention a certain app: downvoted.
Jul
21
comment Portfolio software that shows 'total return' for each investment
Hi zeroisallornothing, welcome to Quant.SE! Please disclose your affilation.
Jul
14
comment Texts on the Generalized Method of Moments
You could have a look at Cochrane's Asset Pricing book, chapter 11. It doesn't answer all your questions but it's a start I think.
Jul
9
comment where to get long time historical intraday data?
Can you elaborate on what they exactly sell? From this it's not clear what I can get from them.
Jul
9
comment Appropriate method for calculating negative returns on a trading strategy?
Could you elaborate on why this works?
Jul
8
comment Where I can find the conventions used in building an FX volatility surface?
I fixed the list but I agree with @crunch. I'm really not sure what to make of this.
Jul
8
comment Orderbook Arbitrage
@LazyCat I guess ways to manipulate the orderbook while illegal are publicly available (e.g. published by the SEC ) and are not really asking for a trading strategy but more a way to gain insight into market microstructure. But indeed, you can argue both ways.
Jul
8
comment Orderbook Arbitrage
I'd say that's more manipulation than arbitrage though. Are you looking for orderbook manipulation or orderbook arbitrage or both?
Jul
4
comment What is the best data structure/implementation for representing a time series in C#?
I would like to keep it as what you want do with the time series is domain specific and this might influence what is suitable. Thus it might be of more interest here. Of course feel free to vote.
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
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.