SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by tw
January 24th, 2020, 4:00 pm
Forum: Off Topic
Topic: Are You Ready for Some Rugby?
Replies: 127
Views: 16450

Re: Are You Ready for Some Rugby?

Thanks! Glorious stuff (including the sidestep of the saint-like Phil B) Maybe you could explain a strategy question about American Football. Someone one made the claim to me, (not necessarily from a verifiable source) that the rules state that the ball can be thrown forwards once per play but backw...
by tw
January 23rd, 2020, 9:58 am
Forum: Forum and Website Bugs and Suggestions
Topic: testing attaching an image file
Replies: 4
Views: 3101

Re: testing attaching an image file

Of all portrayals of Dracula, Frank Langella had the dark sensual mystique (1979), but Kinski was peerless. What a weirdo! They don't make them like Klaus anymore, Aguire, wrath of god, Fitzcaraldo, Nosterafu, even the bit more in For a few dollars more,  Gold plated, nailed on craziness. Also of n...
by tw
January 22nd, 2020, 11:16 pm
Forum: Forum and Website Bugs and Suggestions
Topic: testing attaching an image file
Replies: 4
Views: 3101

Re: testing attaching an image file

ids.jpg
Yes, image upload works and a nice selfie to start. : )

You must be on your three-masted schooner heading for London there.
The cheeeeldreen of the naaayte. Waaat sweeeet muuusic they mayke!!!
by tw
January 22nd, 2020, 10:53 pm
Forum: Forum and Website Bugs and Suggestions
Topic: testing attaching an image file
Replies: 4
Views: 3101

testing attaching an image file

ids.jpg
ids.jpg (7.86 KiB) Viewed 3101 times
by tw
January 22nd, 2020, 6:08 pm
Forum: Technical Forum
Topic: how exactly do traders determine prices
Replies: 8
Views: 3454

Re: how exactly do traders determine prices

Totally agree with tw, competition is crucial. Althougha as far as I know, EUR market for Bermudan is not too wide, I always match with the same 3 or 4 counterparties.  As for collateral (again as far as I know) bermudans are all bilateral, therefore we both report our MTM to each other and start "...
by tw
January 22nd, 2020, 1:42 pm
Forum: Technical Forum
Topic: how exactly do traders determine prices
Replies: 8
Views: 3454

Re: how exactly do traders determine prices

Frolloos is totally right: the final price depends on many factors. I would also add that it depends also on the "internal rules" of the bank: for some trades you cannot charge more than x times the Vega + y times the Delta of an option. This is especially true when the instrument is part of some s...
by tw
January 22nd, 2020, 12:17 pm
Forum: Off Topic
Topic: Are You Ready for Some Rugby?
Replies: 127
Views: 16450

Re: Are You Ready for Some Rugby?

The Saracens were (are) playing wonderful rugby (half of the players are in the England team). For Greece, it was for entering the Euro zone (thanks to Goldman balance sheet manipulations). PS: I am a Springboks fan and watched the final England-SA almost 4 times since November 2. Saracens and SA a...
by tw
January 22nd, 2020, 11:01 am
Forum: Off Topic
Topic: Are You Ready for Some Rugby?
Replies: 127
Views: 16450

Re: Are You Ready for Some Rugby?

The Saracens were (are) playing wonderful rugby (half of the players are in the England team). For Greece, it was for entering the Euro zone (thanks to Goldman balance sheet manipulations). PS: I am a Springboks fan and watched the final England-SA almost 4 times since November 2. The interesting n...
by tw
January 22nd, 2020, 9:11 am
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3534
Views: 185765

Re: Trump -- the last 100 days

At some point, the hatred of Mitch McConnell will turn into hatred of the people of Kentucky who elected him. This is how civil wars start.
isn't there a senate election for Kentucky coming up soon?
by tw
January 21st, 2020, 11:55 pm
Forum: Off Topic
Topic: Are You Ready for Some Rugby?
Replies: 127
Views: 16450

Re: Are You Ready for Some Rugby?

Structuring 101 I don't know if you sporting types have been reading about the self-inflicted woes of Saracens RFC They currently play in the English Premiership which has a salary cap, in a similar manner to other leagues/sports. After an audit they were found to have breached the cap, and heavily...
by tw
January 21st, 2020, 8:33 pm
Forum: Politics Forum
Topic: 21st century royalty
Replies: 8
Views: 3026

Re: 21st century royalty

Trump is new 21st century royalty, according to Conor McGregor (who knows which side his bread is buttered on, what?)

https://www.rte.ie/sport/mma/2020/0121/1109954-phenomenal-trump-congratulates-mcgregor-on-big-win/

Conor didn't come down in the last shower.
O.B.N. 
by tw
January 21st, 2020, 10:53 am
Forum: Politics Forum
Topic: What is Borisism?
Replies: 203
Views: 17794

Re: What is Borisism?

Mike and Bernie Winters! Absolutely. And the Two Ronnnies. And many people was mad about Morecambe and Wise. Entertainers of that era had prodigiously long careers: Forsyth, Monkhouse etc.  I am pretty staggered that Nicholas Parsons still does Just A Minute now, at the age of 96, having started on...
by tw
January 20th, 2020, 3:14 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3534
Views: 185765

Re: Trump -- the last 100 days

These attempts to reverse every single Obama-named (Mr or Mrs) initiative is getting downright ridiculous.

trump-rolls-back-michelle-obama-s-school-lunch-nutrition-rules

What next, force feed the kids pizza, foie gras style?
by tw
January 19th, 2020, 10:36 am
Forum: Book And Research Paper Forum
Topic: The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution
Replies: 34
Views: 8600

Re: The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution

@tw, What bearish said + SEC and CFTC cases indicate scrutiny of trade allocations and 'cherry picking' The SEC gets to see whatever they want, say on a regular inspection (infrequent, in my experience) or a surprise inspection prompted by a whistleblower tip or some other concern.  If you're a mon...
by tw
January 17th, 2020, 6:25 pm
Forum: Off Topic
Topic: Those productive french
Replies: 38
Views: 17656

Re: Those productive french

You know what? Kudos to Professor Sornette for writing this. When he's lying on his deathbed (c. 2070) or in his cryogenic chamber he wants to look back with few regrets. I think he would regret not writing it more than writing it. He'll look back and laugh at the musings of his (relative) youth.  ...
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