Quantitative Finance
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Strats in a commodity trading firm in Hong Kong.

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

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  • JSmaga
  • blog.smaga.ch
  • Member for 10 years, 1 month
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  • Last seen Apr 5 at 4:37

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32 How do you mix quantitative asset allocation with qualitative views? Jan 3 '12
30 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 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
19 How to construct a Risk-Parity portfolio? Mar 23 '12
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
13 Should I use an arithmetic or a geometric calculation for the Sharpe Ratio? Jun 12 '12
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