SRKX

Geneva, Switzerland

blog.smaga.ch

Age: 27

Investment Analyst in an asset allocation firm in Geneva.

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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

Top Answers

Use of NotImplementedException

programmers.stackexchange.com

What's the best place for a high school programmer to get his work noticed?

programmers.stackexchange.com

How to answer to this HashTable interview question?

programmers.stackexchange.com

Is the stock price process a martingale or a Markov process?

quant.stackexchange.com

What is Ito's lemma used for in quantitative finance?

quant.stackexchange.com

What is the difference between Option Adjusted Spread (OAS) and Z-spread?

quant.stackexchange.com

Does it hurt to learn bits of many programming languages?

programmers.stackexchange.com

Library to solve optimization problems

quant.stackexchange.com

How to introduce your team to functional style of coding?

programmers.stackexchange.com

Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff?

quant.stackexchange.com

How are cryptography and speech recognition technology applied to forecasting financial markets?

quant.stackexchange.com

How to account for transaction costs in a simulated market environment?

quant.stackexchange.com

What is the required background to apply Machine Learning to Finance?

programmers.stackexchange.com

Function that best describes intensity of human/(group of humans) emotions?

quant.stackexchange.com

Stock Price Behavior and GARCH

quant.stackexchange.com

How to simulate stock prices with a Geometric Brownian Motion?

quant.stackexchange.com

Can social media be applied to algorithmic trading?

quant.stackexchange.com

How to create a Stochastic Process through pre specified points?

quant.stackexchange.com

Risk Parity portfolio construction

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Financial Mathematics - Martingales example

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Should I use an arithmetic or a geometric calculation for the Sharpe Ratio?

quant.stackexchange.com

How much capital do I need to create a competitive automated trading strategy?

quant.stackexchange.com

Fastest solver possible for portfolio optimization

quant.stackexchange.com

How to use a switch statement with enum efficiently?

programmers.stackexchange.com

Easiest and most accessible derivation of Black-Scholes formula

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What is a “coherent” risk measure?

quant.stackexchange.com

How to perform basic integrations with the Ito integral?

quant.stackexchange.com

How GARCH/ARCH models are useful to check the volatility?

quant.stackexchange.com

Modeling interest rates with correlation

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What are some quantitative method behind etf vs cash arbitrage?

quant.stackexchange.com