Serving the Quantitative Finance Community

Search found 7 matches

by londonoiltrader
July 25th, 2018, 1:52 pm
Forum: Trading Forum
Topic: calendar spread options - single and multi factor models
Replies: 2
Views: 5012

calendar spread options - single and multi factor models

hello i am looking at calendar spread options in the energy space 

what are the current best practice thoughts ?

gut feel is that single factor model should be better than a correlation based model .. 

implied volatility on actual spread 

thanks 
by londonoiltrader
December 13th, 2017, 11:35 am
Forum: Trading Forum
Topic: Is Bitcoin volatility a "BUY" or "SELL"?
Replies: 14
Views: 10724

Re: Is Bitcoin volatility a "BUY" or "SELL"?

100% vol for bitcoin seems cheap to me 
by londonoiltrader
December 13th, 2017, 11:31 am
Forum: Careers Forum
Topic: Citadel
Replies: 1
Views: 5188

Re: Citadel

very good shop if  u can get in 
by londonoiltrader
December 13th, 2017, 11:30 am
Forum: Careers Forum
Topic: Lost my job - What's next?
Replies: 40
Views: 20416

Re: Lost my job - What's next?

ha i should have read the whole post !
by londonoiltrader
December 13th, 2017, 11:29 am
Forum: Careers Forum
Topic: Lost my job - What's next?
Replies: 40
Views: 20416

Re: Lost my job - What's next?

re train as a data scientist and learn to write python ... plenty of jobs about 
by londonoiltrader
December 13th, 2017, 11:27 am
Forum: Careers Forum
Topic: Lost my job - What's next?
Replies: 40
Views: 20416

Re: Lost my job - What's next?

have you approached companies like statkraft markets gmbh ?