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by Lepperbe
June 19th, 2007, 3:08 pm
Forum: General Forum
Topic: Long Term View
Replies: 9
Views: 70857

Long Term View

QuoteOriginally posted by: ppauperah, but a 30 year bond today would become a 10 year bond in 20 years time......ah, but would you take risk on for no compensation?forward rates only equal expectations in a risk neutral world...
by Lepperbe
March 21st, 2007, 7:11 pm
Forum: General Forum
Topic: why is US market correlated to chinese market
Replies: 39
Views: 79542

why is US market correlated to chinese market

yeah, the unwinding of the short in the US would definitely cause a sellof ?!?!
by Lepperbe
March 19th, 2007, 9:10 am
Forum: General Forum
Topic: ETF versus closed-end mutual fund: whadda difference?
Replies: 5
Views: 77090

ETF versus closed-end mutual fund: whadda difference?

cost efficiency and volume
by Lepperbe
March 10th, 2007, 4:58 pm
Forum: General Forum
Topic: Loss at Goldman Hedge Fund Racks Duo at Secretive Global Alpha
Replies: 15
Views: 79230

Loss at Goldman Hedge Fund Racks Duo at Secretive Global Alpha

nice, these guys produce outstanding results for a long time, have one bad year and suddenly everyone knows better...please do come back when your $10bln fund has better returns...
by Lepperbe
March 3rd, 2007, 8:41 pm
Forum: Student Forum
Topic: Seeking carry trade explanation
Replies: 1
Views: 77907

Seeking carry trade explanation

<t>QuoteOriginally posted by: AdvaitaAgreed, that he shorts the JPY bonds (or futures) and uses the income to buy the USD 10s but which JPY bonds/futures and for how long does he hold this trade?You don't want to short the JGB's, but JPY currency futures. It's a synthetic way to borrow yen. The othe...
by Lepperbe
February 24th, 2007, 7:40 am
Forum: General Forum
Topic: Fixed Recovery Rate Assumption
Replies: 4
Views: 78960

Fixed Recovery Rate Assumption

<t>QuoteOriginally posted by: semajeudal Suppose also that I assume a fixed recovery rate of 40% and a claim amount of par value. This is probably the incorrect assumption. I looked at some zero's GM a year ago since they were trading not too far some recovery value I figured, but in the documentati...
by Lepperbe
February 17th, 2007, 5:23 pm
Forum: Trading Forum
Topic: New algorithm for trading
Replies: 26
Views: 87481

New algorithm for trading

brokers are too stupid for that.damn hard to reverse engineer a signal anyhow. if it was easy you could assume a buy signal on any bottom and a sell signal on any top and reverse engineer that strategy. wouldn't that be nice ?
by Lepperbe
February 17th, 2007, 1:03 pm
Forum: Trading Forum
Topic: New algorithm for trading
Replies: 26
Views: 87481

New algorithm for trading

<t>okay, so you're confident your indicator gives valid signals.next step is to construct rules how to build portfolio based on those signals.and backtest it to see how it would have performed over a long time frame (be sure to include 2001-2003,1990,1994,1987,1997/1998 as it looks to be long only e...
by Lepperbe
February 17th, 2007, 11:38 am
Forum: Trading Forum
Topic: New algorithm for trading
Replies: 26
Views: 87481

New algorithm for trading

ehm, trade it?
by Lepperbe
February 10th, 2007, 5:58 pm
Forum: General Forum
Topic: Quantitative Analysis is a higher form of Technical Analysis
Replies: 90
Views: 97501

Quantitative Analysis is a higher form of Technical Analysis

<t>QuoteOriginally posted by: Traden4Alpha[/iBut, I'd argue that QA has its downside WRT TA. If TA has the problem of being "fooled by randomness" then QA has the problem of being "fooled by elegance." Excellent point. Standard techniques employed by QF aren't really suitable for real life trading, ...
by Lepperbe
February 7th, 2007, 8:45 pm
Forum: General Forum
Topic: Financial theory: fresh or stagnant?
Replies: 97
Views: 88889

Financial theory: fresh or stagnant?

<t>QuoteOriginally posted by: torontosimpleguyI don't believe it's possible by using some empirical ideas.You need to develop a theoretical framework. It requires years of analytical studies and practical verifications. It's like to develop nuclear bomb single-handedly. In my opinion it's impossible...
by Lepperbe
February 6th, 2007, 9:06 pm
Forum: General Forum
Topic: Negative effective duration
Replies: 3
Views: 81330

Negative effective duration

you live up to your nick torontosimpleguy...
by Lepperbe
February 4th, 2007, 7:15 pm
Forum: General Forum
Topic: Risks inherent in stock and bonds
Replies: 91
Views: 87526

Risks inherent in stock and bonds

<t>QuoteOriginally posted by: torontosimpleguy<brWhatever… Better to be able to generate erroneous but original ideas than to be fruitless. I believe in my ideas (and I already started working on particular algorithm) and I don't let some jerk to put me down. Arrivederci.Agreed. But a simple check o...
by Lepperbe
February 3rd, 2007, 8:25 am
Forum: Student Forum
Topic: How to trade VIX directly?
Replies: 6
Views: 81182

How to trade VIX directly?

been thinking about this as well. but since this would lead to big arbitrage opportunities (=reason why i'm thinking about it), i guess not.
by Lepperbe
February 3rd, 2007, 8:22 am
Forum: General Forum
Topic: Risks inherent in stock and bonds
Replies: 91
Views: 87526

Risks inherent in stock and bonds

QuoteOriginally posted by: torontosimpleguyP.S. I better prove my ideas to market than to forum.I'm sure the market would love to teach you.
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