Quantitative Finance
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Alex Craft

I'm interested in Finance, Investing and Option Pricing.

Building reliable, highly diversified and hedged portfolios.

Analysing data, presenting it in a nice visual way.

Turning idea into product quickly and efficiently.

Tags: Asset Pricing, Kelly Criterion, Monte Carlo Modelling, Stochastic Processes, Mechanical and Statistical Hedging, Tail Hedging, Algorithms and Machine Learning, Trading.

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  • Sydney, New South Wales, Australia
  • apetrushin
  • al6x
  • al6x.com
  • Member for 2 years, 3 months
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  • Last seen Jul 25 at 16:02

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2 Example how to model stock price with Pareto distribution according to Mandelbrot and Taleb Dec 7 '19
2 Free or cheap data source for the current European Options prices? Jul 3
1 How to normalise companies relative to each other? Remove the effect of macro-economy? Jul 11
1 Why files in this SEC filing is not downloadable? Aug 3 '19
1 Why is Portfolio Theory not using the distribution of portfolio returns Nov 19 '19
1 Simple approach to interpolate option surface Jun 30
1 Calculate upper bound for put option prices? Dec 24 '19
1 Why Consumer Price Index is linear, when it should be exponential? And what to use instead? Jan 12
1 How to deflate USD inflation? Mar 29
0 Is Morningstar data reliable? Apr 12
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