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Quantitative Finance
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SRKX♦
(moderator)

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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  • Hong Kong
  • JSmaga
  • blog.smaga.ch
  • Member for 7 years, 11 months
  • 2,313 profile views
  • Last seen Jan 18 at 13:35

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Top Posts (196) All Questions Answers | Votes Newest

29 How do you mix quantitative asset allocation with qualitative views? Jan 3 '12
27 What is the difference between Option Adjusted Spread (OAS) and Z-spread? Apr 22 '12
24 How to simulate stock prices with a Geometric Brownian Motion? Nov 22 '12
18 What is Ito's lemma used for in quantitative finance? Jun 22 '11
18 Is the stock price process a martingale or a Markov process? Sep 12 '11
16 Formal proof for risk-neutral pricing formula Apr 14 '11
15 Why is the Drawdown measure not used for portfolio optimization? Jul 6 '12
15 Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff? Apr 18 '11
12 How are cryptography and speech recognition technology applied to forecasting financial markets? Apr 19 '11
12 What is the precision of standard deviation estimates with small samples? Dec 5 '11
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