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by kwoksun2000
March 14th, 2017, 6:13 pm
Forum: Trading Forum
Topic: Electricity Trading
Replies: 3
Views: 2456

Re: Electricity Trading

Thank you.  The Eydeland and Wolyniec book looks like a good source of information.

I would like to know more about common trading strategies involving exchange traded electricity contracts.  i.e. Do people trade:  hubs against each other, electricity vs. natural gas and coal?
by kwoksun2000
March 3rd, 2017, 10:57 pm
Forum: Trading Forum
Topic: Electricity Trading
Replies: 3
Views: 2456

Electricity Trading

Can anyone recommend good resources to learn about electricity trading in the US?
by kwoksun2000
July 19th, 2013, 2:04 pm
Forum: Off Topic
Topic: Need help with tournament odds
Replies: 0
Views: 6728

Need help with tournament odds

<t>I'm participating in a futball tournament this week. 28 teams, 6 games. Top 16 teams advance to the playoffs. I would like to calculate the odds my team will be in the top 16 teams based on each record, 3-3, 4-2, 5-1, 6-0. I know nothing about the other teams so I assume the mean win/loss probabi...
by kwoksun2000
June 25th, 2013, 9:41 pm
Forum: Trading Forum
Topic: Historical data access limit on the Bloomberg API
Replies: 9
Views: 13578

Historical data access limit on the Bloomberg API

Just spoke to a sales rep and data specialist. They were very clear - they don't give fixed limits. They can't tell me what my data access ceiling is. That is why I am hoping for someone with some actual experience dealing with the same issue.
by kwoksun2000
June 25th, 2013, 8:56 pm
Forum: Trading Forum
Topic: Historical data access limit on the Bloomberg API
Replies: 9
Views: 13578

Historical data access limit on the Bloomberg API

I'm working at a shop with few Bloomberg terminals so we'll have no negotiating leverage. What can someone in our position expect?
by kwoksun2000
June 25th, 2013, 7:25 pm
Forum: Trading Forum
Topic: Historical data access limit on the Bloomberg API
Replies: 9
Views: 13578

Historical data access limit on the Bloomberg API

I'm looking at a standard Bloomberg terminal license. Not a server license.
by kwoksun2000
June 25th, 2013, 5:50 pm
Forum: Trading Forum
Topic: Historical data access limit on the Bloomberg API
Replies: 9
Views: 13578

Historical data access limit on the Bloomberg API

<t>Can anyone provide empirical insight into how much historical data can be accessed in a given day/week/month through the Bloomberg terminal API? Bloomberg offers language about their API data limits but they purposely avoid attaching a specific number to the "daily limit." I want to understand if...
by kwoksun2000
June 5th, 2013, 8:29 pm
Forum: Trading Forum
Topic: Volatility Trading And Predicting
Replies: 32
Views: 71639

Volatility Trading And Predicting

I would also appreciate a copy of the paper! Thank you.
by kwoksun2000
March 22nd, 2013, 6:41 pm
Forum: Student Forum
Topic: Multi-factor modelling approach to forecast implied volatility
Replies: 2
Views: 8866

Multi-factor modelling approach to forecast implied volatility

<t>I've read white papers about multi-factor equity alpha models popular with long/short equity statistical arbitrage funds. These models may incorporate fundamental (price/book, earnings, institutional ownership, earnings volatility) and statistical factors. Can you recommend any good research pape...
by kwoksun2000
February 8th, 2012, 5:02 pm
Forum: Trading Forum
Topic: High Frequency Account Trading Limits
Replies: 0
Views: 15142

High Frequency Account Trading Limits

<t>Chaps,What are some standard risk limitations for large institutional high frequency trading portfolios? Single security concentration, daily loss limit, sector exposure, etc?I know this is a vague question and the answers depend largely on the company's risk tolerance and the strategy profile, b...
by kwoksun2000
January 13th, 2011, 1:10 am
Forum: Trading Forum
Topic: DRW Trading
Replies: 1
Views: 26353

DRW Trading

<t>DRW Trading seems to have grown quite a bit in the last few years. How much of their profits come from high frequency? I thought they made most of their money trading on the floors, but I came across an article that put them in the same high frequency echelon as Citadel and Getco. Is this true or...
by kwoksun2000
January 22nd, 2009, 5:01 am
Forum: Off Topic
Topic: Warren Buffett Forum
Replies: 9
Views: 44592

Warren Buffett Forum

I added a couple poll questions on the forum regarding investment perspectives and would appreciate it if you folks too the time to vote. Berkshire Hathaway Forum
by kwoksun2000
January 21st, 2009, 6:23 am
Forum: Off Topic
Topic: Warren Buffett Forum
Replies: 9
Views: 44592

Warren Buffett Forum

<t>Not sure if any of you guys dabble in fundamental analysis, but below is the link to a new Warren Buffett/Berkshire Hathaway forum. He hasn't been perfect, but he's done a great job steering his financial powerhouse through a heck of a financial storm. Not sure what it's worth, but Morningstar ev...
by kwoksun2000
November 29th, 2008, 6:37 am
Forum: Off Topic
Topic: Fisherman "Porn" - not sexual
Replies: 3
Views: 47151

Fisherman "Porn" - not sexual

haha, thanks for the wonderful image. i'm way behind in the world of tentacle eroticism.thanks for everyone's input so far, I've taken much of the suggestions and criticisms to heart and am in the process of updating the website's layout.
by kwoksun2000
November 29th, 2008, 5:59 am
Forum: Off Topic
Topic: If barack hussein obama is ineligible, what happens
Replies: 107
Views: 58019

If barack hussein obama is ineligible, what happens

ppauper,which of his relatives claim he was born in Kenya?