Quantitative Finance
SRKX's user avatar
SRKX's user avatar
SRKX's user avatar
SRKX
  • Member for 12 years, 9 months
  • Last seen more than a month ago
Profile Activity
Stats
11,076
reputation
825k
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
41
silver badges
82
bronze badges
Top tags
View all tags
76
Score
10
Posts
5
Posts %
54
Score
12
Posts
6
Posts %
53
Score
18
Posts
9
Posts %
50
Score
14
Posts
7
Posts %
46
Score
15
Posts
8
Posts %
35
Score
16
Posts
8
Posts %
Top posts
View all questions and answers
All Questions Answers
Score Newest
answer
34
What is the difference between Option Adjusted Spread (OAS) and Z-spread?
Apr 22, 2012
question
32
How do you mix quantitative asset allocation with qualitative views?
Jan 3, 2012
answer
30
How to simulate stock prices with a Geometric Brownian Motion?
Nov 22, 2012
answer
21
Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff?
Apr 18, 2011
answer
20
What is Ito's lemma used for in quantitative finance?
Jun 22, 2011
answer
20
How to construct a Risk-Parity portfolio?
Mar 23, 2012
answer
19
Is the stock price process a martingale or a Markov process?
Sep 12, 2011
question
19
Why is the Drawdown measure not used for portfolio optimization?
Jul 6, 2012
question
18
Formal proof for risk-neutral pricing formula
Apr 14, 2011
answer
15
Should I use an arithmetic or a geometric calculation for the Sharpe Ratio?
Jun 12, 2012
Top Meta posts
13
23
12
Congratulations, Quantitative Finance is graduated!
11
2017 Moderator Election Q&A - Questionnaire
8
How long should the "beta" tag remain?
8
Shall we enable syntax highlighting?
7
Are CFA questions on topic?
Top network posts
View all network posts
170
How to make a single word look as some code?
34
Use of NotImplementedException
22
How can I properly compare double values for equality in a unit test?
21
Equivalent of Scala "case class" in F#
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.