Quantitative Finance
SRKX
  • Member for 10 years, 9 months
  • Last seen more than a month ago
Profile Activity
Stats
10,818
reputation
752k
reached
156
answers
40
questions
Communities
View all
About

Strats in a commodity trading firm in Hong Kong.

Previously worked in long-only asset management and systematic trading on commodity markets.

Badges
View all badges
4
gold badges
37
silver badges
81
bronze badges
Top tags
View all tags
73
Score
10
Posts
5
Posts %
51
Score
18
Posts
9
Posts %
51
Score
12
Posts
6
Posts %
48
Score
14
Posts
7
Posts %
42
Score
15
Posts
8
Posts %
34
Score
16
Posts
8
Posts %
Top posts
View all questions, answers, and articles
All Questions Answers Articles
Votes Newest
32
How do you mix quantitative asset allocation with qualitative views?
Jan 3 '12
32
What is the difference between Option Adjusted Spread (OAS) and Z-spread?
Apr 22 '12
29
How to simulate stock prices with a Geometric Brownian Motion?
Nov 22 '12
20
How to construct a Risk-Parity portfolio?
Mar 23 '12
20
What is Ito's lemma used for in quantitative finance?
Jun 22 '11
19
Is the stock price process a martingale or a Markov process?
Sep 12 '11
19
Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff?
Apr 18 '11
18
Formal proof for risk-neutral pricing formula
Apr 14 '11
18
Why is the Drawdown measure not used for portfolio optimization?
Jul 6 '12
14
Should I use an arithmetic or a geometric calculation for the Sharpe Ratio?
Jun 12 '12
Top Meta posts
13
23
11
Congratulations, Quantitative Finance is graduated!
11
2017 Moderator Election Q&A - Questionnaire
8
How long should the "beta" tag remain?
7
Are CFA questions on topic?
7
Shall we enable syntax highlighting?
Top network posts
View all network posts
138
How to make a single word look as some code?
34
Use of NotImplementedException
21
Equivalent of Scala "case class" in F#
21
How can I properly compare double values for equality in a unit test?
20
Producing different versions of a document

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.