Reputation
Next tag badge:
26/100 score
6/20 answers
Badges
3 11 35
Impact
~59k people reached

12h
reviewed No Action Needed Why can't you arb skew by buying options with low implied vol and selling high implied vol in the same month and dynamically hedging?
12h
reviewed Edit Up and Down days in GBPUSD and a Filter
17h
reviewed Reviewed Parametric VaR with Student-t distribution
17h
reviewed No Action Needed What to expect when switching from backtesting to live trading?
17h
reviewed No Action Needed What exotic options are exchange-traded?
18h
reviewed Reviewed What equal installment of annual payment will discharge a debt which is due as Rs. 848 at the end of 4 years at 4% per annum simple interest?
18h
reviewed No Action Needed Realtime Exchange Rate Data API
1d
reviewed No Action Needed How to check that an interest rate curve is arbitrage free
1d
reviewed Reviewed Rebucketing Risk using PCA/other methods
1d
reviewed Close Stock valuation: Solving non constant growth problem statement: stock evaluation
1d
reviewed No Action Needed OIS & LIBOR swap
1d
reviewed No Action Needed Yahoo finance, interactive chart and historical prices are different
1d
reviewed Approve Is variance additive only under Log-returns?
Aug
25
reviewed No Action Needed Market making in thinly traded assets
Aug
25
reviewed No Action Needed Why is this delta-hedging/P&L example on a variance swap call correct?
Aug
25
reviewed Reject Option pricing before Black-Scholes
Aug
25
reviewed Close The best way to generate market scenarios
Aug
24
reviewed No Action Needed Semi-variance/Downside Risk, what about the rest of the covariance matrix?
Aug
24
reviewed Close DCF equity valuation
Aug
21
reviewed No Action Needed Machine Learning vs Regression and/or Why still use the latter?