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SRKX
Geneva, Switzerland
blog.smaga.ch
Age: 27
Investment Analyst in an asset allocation firm in Geneva.
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Top Questions
19
votes
How do you mix quantitative asset allocation with qualitative views?
asset-allocation
asked Jan 3 '12 at 18:58
quant.stackexchange.com
13
votes
How can I properly compare double values for equality in a unit test?
.net
unit-testing
numbers
asked Feb 7 '12 at 13:41
programmers.stackexchange.com
11
votes
What is the precision of standard deviation estimates with small samples?
statistics
econometrics
asked Dec 5 '11 at 19:30
quant.stackexchange.com
11
votes
What are the canonical NoSQL resources for people who never used this technology?
nosql
asked Apr 8 '12 at 12:32
dba.stackexchange.com
10
votes
Formal proof for risk-neutral pricing formula
option-pricing
pricing-formulae
risk-neutral-measure
asked Apr 14 '11 at 13:39
quant.stackexchange.com
9
votes
How do you estimate the volatility of a sample when points are irregularly spaced?
volatility
interpolation
asked Dec 18 '11 at 13:39
quant.stackexchange.com
9
votes
How are Expected Shortfall and Variance related?
risk
statistics
asked Feb 14 '12 at 11:16
quant.stackexchange.com
8
votes
Equivalent of Scala “case class” in F#
scala
f#
functional-programming
asked Jun 15 '11 at 8:14
stackoverflow.com
7
votes
Do you know a good article on ETF's counterparty risk analysis?
risk
etf
counterparty-risk
asked Sep 15 '11 at 16:31
quant.stackexchange.com
7
votes
What commercial financial libraries are available to outsource implementation risk?
programming
asked Jul 14 '12 at 20:38
quant.stackexchange.com
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Top Answers
23
Use of NotImplementedException
programmers.stackexchange.com
22
What's the best place for a high school programmer to get his work noticed?
programmers.stackexchange.com
16
How to answer to this HashTable interview question?
programmers.stackexchange.com
13
Is the stock price process a martingale or a Markov process?
quant.stackexchange.com
12
What is Ito's lemma used for in quantitative finance?
quant.stackexchange.com
12
What is the difference between Option Adjusted Spread (OAS) and Z-spread?
quant.stackexchange.com
11
Does it hurt to learn bits of many programming languages?
programmers.stackexchange.com
9
Library to solve optimization problems
quant.stackexchange.com
8
How to introduce your team to functional style of coding?
programmers.stackexchange.com
8
Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff?
quant.stackexchange.com
8
How are cryptography and speech recognition technology applied to forecasting financial markets?
quant.stackexchange.com
8
How to account for transaction costs in a simulated market environment?
quant.stackexchange.com
7
What is the required background to apply Machine Learning to Finance?
programmers.stackexchange.com
7
Function that best describes intensity of human/(group of humans) emotions?
quant.stackexchange.com
7
Stock Price Behavior and GARCH
quant.stackexchange.com
7
How to simulate stock prices with a Geometric Brownian Motion?
quant.stackexchange.com
6
Can social media be applied to algorithmic trading?
quant.stackexchange.com
6
How to create a Stochastic Process through pre specified points?
quant.stackexchange.com
6
Risk Parity portfolio construction
quant.stackexchange.com
6
Financial Mathematics - Martingales example
quant.stackexchange.com
6
Should I use an arithmetic or a geometric calculation for the Sharpe Ratio?
quant.stackexchange.com
6
How much capital do I need to create a competitive automated trading strategy?
quant.stackexchange.com
6
Fastest solver possible for portfolio optimization
quant.stackexchange.com
5
How to use a switch statement with enum efficiently?
programmers.stackexchange.com
5
Easiest and most accessible derivation of Black-Scholes formula
quant.stackexchange.com
5
What is a “coherent” risk measure?
quant.stackexchange.com
5
How to perform basic integrations with the Ito integral?
quant.stackexchange.com
5
How GARCH/ARCH models are useful to check the volatility?
quant.stackexchange.com
5
Modeling interest rates with correlation
quant.stackexchange.com
5
What are some quantitative method behind etf vs cash arbitrage?
quant.stackexchange.com
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