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visits member for 3 years, 6 months
seen Oct 23 at 21:09

Probability, finance and due diligence - @EllieAsksWhy


Oct
20
awarded  Critic
Sep
22
comment How to update an exponential moving average with missing values?
Yes, the second option actually works well. It is practical and less prone to error because there isn't excess computation required. I presume there isn't lots of missing data. There shouldn't be if the data frequency is generally available at 1-second intervals.
Sep
22
revised How to update an exponential moving average with missing values?
edited tags
Sep
22
revised How are distributions for tail risk measures estimated in practice?
edited tags
Sep
22
comment Role of skewness in portfolio optimization?
See this question it has good answers that may help quant.stackexchange.com/questions/1557/…
Sep
22
revised How does left tail risk differ from right tail risk?
edited tags
Sep
19
comment Option pricing before Black-Scholes
Thank you so much @vonjd particularly for the second URL. This entire question and answer thread is one of the best I've seen on quantSE, actually.
Sep
13
awarded  Citizen Patrol
Sep
13
revised Is there an all Java options-pricing library (preferably open source) besides jquantlib?
edited tags
Sep
13
comment Is there an all Java options-pricing library (preferably open source) besides jquantlib?
Odd, the site is down for me too.
Sep
13
comment What time are Bloomberg Open Symbology Files updated daily?
I spent about an hour trying to find the answer to your question, as I am really curious about Bloomberg Open Symbology. Best I could find was that they ARE updated once daily, but no specifics.
Aug
20
awarded  Organizer
Aug
20
awarded  Excavator
Aug
20
awarded  Editor
Aug
20
revised What are some examples of non-financial risks and contingency plans?
added a tag, removed a tag, changed phrasing slightly
Aug
20
suggested suggested edit on What are some examples of non-financial risks and contingency plans?
Aug
20
awarded  Teacher
Aug
20
answered What are some examples of non-financial risks and contingency plans?
Aug
20
awarded  Supporter
Jun
20
awarded  Autobiographer