677 reputation
718
bio website
location London, United Kingdom
age
visits member for 3 years, 5 months
seen Sep 11 at 18:17

Computer programmer.


Sep
24
awarded  Autobiographer
Jul
2
awarded  Curious
May
22
awarded  Yearling
Feb
5
awarded  Popular Question
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26
awarded  Notable Question
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awarded  Popular Question
Aug
11
comment How do I estimate the joint probability of stock B moving, if stock A moves?
The LPSM package looks interesting. Thanks!
Aug
11
comment How do I estimate the joint probability of stock B moving, if stock A moves?
Interesting, thanks for the answer!
Aug
6
awarded  Notable Question
Aug
2
revised How to detect and adjust for stock splits?
deleted 3 characters in body
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awarded  Popular Question
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awarded  Yearling
May
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comment If VIX is the Implied Volatility of SPX, 30 days in the future, how many days into the future does VIX vol look?
From investopedia.com/articles/optioninvestor/06/newvix.asp, "Unlike standard equity options, which expire on the third Friday of every month, VIX options expire on one Wednesday every month."
Apr
11
revised How to detect and adjust for stock splits?
added 293 characters in body
Apr
11
comment How to detect and adjust for stock splits?
@Joshua Ullrich. Thanks for letting me know. I've updated the answer.
Apr
10
revised How to detect and adjust for stock splits?
added 305 characters in body
Apr
10
answered How to detect and adjust for stock splits?
Feb
27
awarded  Favorite Question
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12
awarded  Popular Question
Sep
1
comment Why does implied volatility show an inverse relation with strike price when examining option chains?
@Arjen Kruithof, you've got a 0% accept rate - people won't answer questions unless you at least do them the courtesy of accepting some of them, which ups their reputation ...