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Search found 6 matches

by Mercadian
August 25th, 2020, 8:04 pm
Forum: Trading Forum
Topic: Wow!
Replies: 14
Views: 1331

Re: Wow!

sorry, I can't resist commenting here... should we really be surprised? https://www.federalreserve.gov/monetarypolicy/bst_recenttrends.htm
by Mercadian
August 6th, 2020, 6:21 pm
Forum: Technical Forum
Topic: Options when there's no VolSurf - Emerging/Frontier Markets
Replies: 10
Views: 927

Re: Options when there's no VolSurf - Emerging/Frontier Markets

Hi Alan, SeftonBoyd and Fomisha,

I've been short on time this past weeks but I just wanted to thank you all for the great insights, you've given me lots to think and read about, I'll try to circle back on this thread after some more research and share more thoughts on this.

Thx,
M
by Mercadian
August 6th, 2020, 5:03 pm
Forum: Book And Research Paper Forum
Topic: The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution
Replies: 37
Views: 10052

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

The man who solved the markets? more like the man who solved the tax code...
by Mercadian
July 27th, 2020, 1:27 pm
Forum: Technical Forum
Topic: Options when there's no VolSurf - Emerging/Frontier Markets
Replies: 10
Views: 927

Re: Options when there's no VolSurf - Emerging/Frontier Markets

Hi Alan, Thank you for your reply,  re: So, it now sounds like your real question is: how to be a Market Maker in such markets. Is it? This isn't really my question, but as is the case with market data there's always a way to connect it to any activity ... I basically pointed to market making in my ...
by Mercadian
July 24th, 2020, 9:04 pm
Forum: Technical Forum
Topic: Options when there's no VolSurf - Emerging/Frontier Markets
Replies: 10
Views: 927

Re: Options when there's no VolSurf - Emerging/Frontier Markets

Hi Alan, Thank you for your reply, please let me offer my naive answer here: A naive question: even if there are no trades, what's wrong with using the EOD mid-quote? Indeed, I agree with you, if there's a "thinly traded" volsurface and there were no trades on a given day you could still go for the ...
by Mercadian
July 24th, 2020, 7:38 pm
Forum: Technical Forum
Topic: Options when there's no VolSurf - Emerging/Frontier Markets
Replies: 10
Views: 927

Options when there's no VolSurf - Emerging/Frontier Markets

Hi! My first post after the changes on the page from way back, apologies if I'm using the wrong forum, breaking some well known traditions/etiquette or simply asking to much of a dumb/general question. I'm looking for some insight about option pricing or volsurf construction... Context: Most emergi...
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