Quantitative Finance
Profile Activity
Meta user
Network profile
605
reputation
2
8

river_rat

Started as a topologist, then became a FO FX quant, then did some algo stuff and now I trade em and g10 FIC.

33
answers
0
questions
~6k
people reached
  • Member for 1 year, 2 months
  • 59 profile views
  • Last seen 3 hours ago

Communities (1)

Top network posts

We respect a laser-like focus on one topic.

Top tags (59)

Score 12
Posts 8
Posts % 24
Score 10
Posts 5
Score 10
Posts 3
Score 8
Posts 5
Score 6
Posts 3
Score 6
Posts 3
View all tags →

Top posts (33)

All Questions Answers
Votes Newest
5 Which process is the most commonly used for modeling stock prices? May 13 '20
4 Trading OTC FX options: choosing expiries May 22
3 true or false: the risk-neutral measure is useless in this situation May 12 '20
3 How are currency exchange rates on yahoo finance computed? Jul 10
3 Calibrate Stochastic Volatility Model Sep 16 '20
2 Are bid-ask spreads in options related to bid-ask spreads in their underlying? Oct 2 '20
2 Is the moneyness of a barrier option based on the strike value or the barrier when mapping to a volatility surface? Oct 26 '20
2 FX quoting convention May 9 '20
2 Why is overnight more expensive than spot in an increasing forward swap values table? May 16 '20
2 What does buying back a “short strike” for .05 mean? May 18 '20
View all questions and answers →

Badges (10)

Gold

—

Silver

2

Rarest

Bronze

8

Rarest

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.