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by Martinghoul
July 1st, 2018, 7:07 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3132
Views: 125365

Re: Trump -- the last 100 days

It's registered in the Grammar thread. dysfunctional On top of the terrible spelling mistakes, and the stylish use of commas, notice President Trump messes with the oil barrel unit. 2Mb are unlikely to soften world oil prices, while a 2Mbd increase in Saudi oil production does offset the combined l...
by Martinghoul
June 30th, 2018, 5:31 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3132
Views: 125365

Re: Trump -- the last 100 days

You're trying to portray the president as a typical politician The reality of course is that president trump kept it simple because he wasn't financed by special interests I am not trying to portray anything or anyone...  I am simply making a factual statement. And I'm saying you're mischaracterizi...
by Martinghoul
June 30th, 2018, 4:51 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3132
Views: 125365

Re: Trump -- the last 100 days

After doing alright for agriculture, President Trump has shift commdity focus towards oil.
#MOGA #MakeOPECGreatAgain

Tremendous spelling, too!  Bigly yuge command of the English language on display right there!
by Martinghoul
June 29th, 2018, 11:28 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3132
Views: 125365

Re: Trump -- the last 100 days

anyway, bearish, my suggestion would be that you tell your daughters the truth. That President Trump ran promising to Make America Great Again, and delivered on that promise. President, and Candidate, Trump promised so many things to so many people, I’ve been finding it difficult to keep track... Y...
by Martinghoul
June 29th, 2018, 8:08 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3132
Views: 125365

Re: Trump -- the last 100 days

anyway, bearish, my suggestion would be that you tell your daughters the truth.
That President Trump ran promising to Make America Great Again, and delivered on that promise.
President, and Candidate, Trump promised so many things to so many people, I’ve been finding it difficult to keep track...
by Martinghoul
June 28th, 2018, 7:29 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3132
Views: 125365

Re: Trump -- the last 100 days

Given the extreme views of Trump and his likely SC nominations, one needs to start thinking about who dies (or retires) and when. If the country is utterly fucked, we should not be overly surprised if somebody in the country fights back. Roe vs Wade is likely to be the first victim...  There is so ...
by Martinghoul
June 27th, 2018, 8:30 pm
Forum: Technical Forum
Topic: USD curve trades
Replies: 4
Views: 605

Re: USD curve trades

If you're getting your prices from BBG, you should be within 0.5bp, I would think.  Hard to know, though. Have you checked the convexity adjustment you're applying to your ED futures?  It's reasonable to do whatever you want to do, but normally people prefer to use futures, rather than swaps for the...
by Martinghoul
June 17th, 2018, 10:22 am
Forum: Technical Forum
Topic: USD curve trades
Replies: 4
Views: 605

Re: USD curve trades

BBG USD curves are normally reasonably accurate, so you really shouldn't have been out by 3bps on the fly.  It's very hard, however, to pinpoint the potential reasons for this, as it could be a bunch of things.
by Martinghoul
April 18th, 2018, 7:55 pm
Forum: Student Forum
Topic: CAP pricing using Black Model on Matlab
Replies: 3
Views: 473

Re: CAP pricing using Black Model on Matlab

What is in the specification of the pricing function?  Does it tell you what curve it expects as an input and in what specific format?
by Martinghoul
March 30th, 2018, 9:14 am
Forum: General Forum
Topic: libor. ois. usd vs australia
Replies: 6
Views: 716

Re: libor. ois. usd vs australia

Well, that's what I was getting at, actually...  LIBOR fixings were actually the laggard in this case.  CP yields started climbing a while back and then LIBOR began to catch up.  To be fair, I haven't looked very recently.
by Martinghoul
March 28th, 2018, 9:10 am
Forum: General Forum
Topic: libor. ois. usd vs australia
Replies: 6
Views: 716

Re: libor. ois. usd vs australia

Well, banks issue CP as well, right?  And it's not that they have to be the same credit quality to serve as a useful indication for a LIBOR submitter, right? I am not sure about an index. I think there's something in BBG, but I don't recall the ticker.  I know that some people produce something like...
by Martinghoul
March 27th, 2018, 9:21 am
Forum: General Forum
Topic: libor. ois. usd vs australia
Replies: 6
Views: 716

Re: libor. ois. usd vs australia

Commercial paper, mostly, in USD...  That's the predominant way to short-term borrow/lend USD unsecured.
by Martinghoul
March 5th, 2018, 11:35 am
Forum: General Forum
Topic: Swaption settlement trend
Replies: 24
Views: 19599

Re: Swaption settlement trend

Why not (at leat in theory). A broker could apply some consensus (i.e. probably not too fancy) bootstrapping procedure with a fixed interpolation method and populate the corresponding vector of dates and DFs on some Reuters page. Together with an extrapolation method the curve would be 100% fixed T...
by Martinghoul
March 1st, 2018, 9:13 pm
Forum: General Forum
Topic: Swaption settlement trend
Replies: 24
Views: 19599

Re: Swaption settlement trend

Yes, since there isn't a realistic way the curve can be "fixed"...
by Martinghoul
March 1st, 2018, 11:06 am
Forum: General Forum
Topic: Swaption settlement trend
Replies: 24
Views: 19599

Re: Swaption settlement trend

Yeah, buit it doesn't say anything about the details of the EONIA curve to be used. BTW I'm confused now. Is the Standard in the USD market collateralized cash price or physical settlement? Last time I checked, physical was still the convention in USD... As to the details of the EONIA curve used to...
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