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Search found 15 matches

by celala
July 27th, 2012, 6:53 am
Forum: General Forum
Topic: fixed income trading platform
Replies: 0
Views: 11317

fixed income trading platform

<t>Hi, I am looking for multi-dealer fixed income trading platforms like market Axess and Tradeweb. Ideally, that platform offers pre-/post-trade processing and trade execution via fix as well as a continuous data feed of broker quotes or a composite. please let me know which other providers are out...
by celala
June 7th, 2012, 8:05 pm
Forum: Student Forum
Topic: Cost of short selling
Replies: 7
Views: 12884

Cost of short selling

not really invovled much in stock lending, but I have seen quite a range for borrowing fees. from less than a percent to more than 6%.
by celala
June 7th, 2012, 7:58 pm
Forum: General Forum
Topic: Shorting Microsoft
Replies: 29
Views: 17951

Shorting Microsoft

<t>long sector ex MS and long a short sector ETF is not really a very convenient way if you cant time it very well. you will have to rebalance quite a bit, so setting that up as a long run is trade is probably not the way to go. you can check if there is single stock futures out there on Microsoft. ...
by celala
June 4th, 2012, 7:15 pm
Forum: Careers Forum
Topic: MSc Financial Mathematics in Australia or Should I try for UK/US
Replies: 2
Views: 13970

MSc Financial Mathematics in Australia or Should I try for UK/US

<t>QuoteOriginally posted by: ArthurDentYou should study in the country in which you want to work long term.Starting multiple threads asking the same questions will not give you any further responses.about that "You should study in the country in which you want to work long term" - you need 2yrs of ...
by celala
June 4th, 2012, 6:57 pm
Forum: Student Forum
Topic: ETF dividends
Replies: 2
Views: 12192

ETF dividends

same as for stocks, you ll find it on bbg. you can have a look at the cash component of the etf to get an indication of the so far accrued divs in that etf
by celala
April 20th, 2012, 7:53 am
Forum: Student Forum
Topic: OAT Future, BTP Future
Replies: 2
Views: 13505

OAT Future, BTP Future

<t>OAT picked up quickly. about 1k contracts in the first morning of trade. no idea if that made the french happy or angry. would be interesting to see if FI PF managers are actually more happy to buy french govies because they have a quick and easy way to hedge their position. they may monitor liqu...
by celala
April 10th, 2012, 5:38 pm
Forum: General Forum
Topic: MAP OF BLACK SCHOLES LOGIC
Replies: 29
Views: 18353

MAP OF BLACK SCHOLES LOGIC

Got lost on your map
by celala
April 7th, 2012, 8:29 am
Forum: Trading Forum
Topic: high return algorithm suggestions wanted
Replies: 4
Views: 15207

high return algorithm suggestions wanted

If trading s a zero-sum game, the world needs more people like you
by celala
March 20th, 2012, 9:57 am
Forum: Trading Forum
Topic: What about "Hold" strategy
Replies: 7
Views: 15672

What about "Hold" strategy

<t>Quote ...something that will only clash if economy is crashed. so basically you are betting that the economy does not crash. might not have been a good idea to sell CL when it dropped from 150 to 135 in 08.Quote I am wondering is there anyone out there who is doing this kind of stuff?no stop loss...
by celala
March 20th, 2012, 9:23 am
Forum: Trading Forum
Topic: benchmark for credit spread forwards/options
Replies: 0
Views: 14444

benchmark for credit spread forwards/options

what is in general the price source for calculating the spread of the credit spread for a credit spread forward? since there is different dealers, there s different yields. is there a published benchmark used to determine the value of a credit spread forward at a given time?
by celala
March 19th, 2012, 3:26 pm
Forum: Student Forum
Topic: Portfolio Variance = unrealistic theory??
Replies: 8
Views: 14568

Portfolio Variance = unrealistic theory??

if you find a derivative based on the temperature in NY and another one on the birth rate of puppies in Ohio, that would be a decent diversification of your equity portfolio
by celala
March 19th, 2012, 3:22 pm
Forum: Trading Forum
Topic: how to allocate
Replies: 7
Views: 15536

how to allocate

since SR is your criteria my first thought would be to maximize the sharpe ratio of a mixed strategy based on the correlation between the two strategies
by celala
February 18th, 2012, 9:29 am
Forum: Economics Forum
Topic: Greece - leave the EUR & default?
Replies: 94
Views: 25201

Greece - leave the EUR & default?

<t>QuoteDefine "elite" first, then i can respond accordingly.When I wrote this, I mainly had the two political parties in mind as well as major union leaders. But that is too narrow as corruption on any level of decision making is a vast problem in Greece. The mentality that people accept corruption...
by celala
February 17th, 2012, 6:40 pm
Forum: Economics Forum
Topic: Greece - leave the EUR & default?
Replies: 94
Views: 25201

Greece - leave the EUR & default?

<t>Although it sounds like the last thing that would happen, my best guess for Greece is that it will be "asked to leave" at some point of time, essentially, because I dont think they will decide to leave and I dont think they can stay, as the country is a black hole. Admittedly, it is a small black...
by celala
December 23rd, 2011, 11:15 am
Forum: Careers Forum
Topic: Specialisations of AI ==> finance.
Replies: 11
Views: 18071

Specialisations of AI ==> finance.

<t>I am working in Amsterdam in a trading position and just recently had a look at Russell/Norvig. I started reading it out of pure curiosity as I had absolutely no idea about the subject. It looks pretty interesting, not sure how applicable it is in my field, though. If you are back in Amsterdam an...