biao

Blogger on Quantitative finance analysis, methods in mathematical finance focusing on derivative pricing, quantitative trading and quantitative risk management.

[biao @a_biao]

#quant New Post: Recent developments of option pricing models http://t.co/HxcbbPhDlv

[biao @a_biao]

#quant New Post: Sell in May and Go Away: Evidence from China http://t.co/K1Y6qyR9Wz

[biao @a_biao]

Econometrics by Simulation: Why use R? Five reasons. http://t.co/4B8O0PkMq6 via @citizensquad

[biao @a_biao]

#quant New Post: Performance of Trend Factor in Chinese market http://t.co/GazyQ1J33A

[biao @a_biao]

#quant New Post: A simple strategy between A-shares and H-shares http://t.co/Hh99RHGLPM

[biao @a_biao]

Happy 2014 - Quantitative Finance Collector: http://t.co/HFZAvIRyvQ

[biao @a_biao]

Arbitrage between A-shares and H-shares: http://t.co/fr7bg2wi9P

[biao @a_biao]

Several forthcoming conferences in China - Quantitative Finance Collector: http://t.co/WmoNtYHB1J

[biao @a_biao]

#quant New Post: Thinknum Platform http://t.co/FuKpwKeROi

[biao @a_biao]

#quant New Post: Bloomberg Businessweek 15% Off Coupon http://t.co/w8ZRozZ4Oo

[biao @a_biao]

#quant New Post: Time-Varying Fund Manager Skill http://t.co/tjq7qYz5Dk

[biao @a_biao]

R Quick Tip: Shutdown Windows after Script Has Finished http://t.co/JB3zrDwCRR

[biao @a_biao]

#quant New Post: European Option Price with Excess Skewness and Kurtosis http://t.co/pOG04lMDp0

[quantivity @quantivity]

Filtered Market Statistics and Technical
Trading Rules: http://t.co/BXnygQUTBI

[biao @a_biao]

#quant New Post: Liquidity-Driven Dynamic Asset Allocation http://t.co/qDfOxxt3rJ

[biao @a_biao]

#quant New Post: Mutual Funds R2 as Predictor of Performance http://t.co/MKkukuYD

[biao @a_biao]

#quant New Post: A Constant-Volatility Framework for Managing Tail Risk http://t.co/Y8puPsN9

[biao @a_biao]

#quant New Post: Worst-Case Value at Risk of Nonlinear Portfolios http://t.co/p1EDkrQd

[biao @a_biao]

#quant New Post: Fourth Set: Basel III counterparty credit risk - Frequently asked questions http://t.co/4vx7fhwk

[biao @a_biao]

@cj_forex thanks for the wishes. merry Christmas and have a productive new year!