Quantitative Finance
SRKX's user avatar
SRKX's user avatar
SRKX's user avatar
SRKX
  • Member for 12 years, 3 months
  • Last seen more than a week ago
Profile Activity
Stats
11,006
reputation
810k
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
40
silver badges
82
bronze badges
Top tags
View all tags
76
Score
10
Posts
5
Posts %
53
Score
18
Posts
9
Posts %
53
Score
12
Posts
6
Posts %
50
Score
14
Posts
7
Posts %
45
Score
15
Posts
8
Posts %
35
Score
16
Posts
8
Posts %
Top posts
View all questions and answers
All Questions Answers
Score Newest
question
32
How do you mix quantitative asset allocation with qualitative views?
Jan 3, 2012
answer
32
What is the difference between Option Adjusted Spread (OAS) and Z-spread?
Apr 22, 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
18
Formal proof for risk-neutral pricing formula
Apr 14, 2011
question
18
Why is the Drawdown measure not used for portfolio optimization?
Jul 6, 2012
answer
14
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
165
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.