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by RookieQuant
November 23rd, 2004, 9:47 pm
Forum: Off Topic
Topic: say sorry to the world
Replies: 5
Views: 170140

say sorry to the world

did anyone pass the CFA here on this awesome forum?
by RookieQuant
November 23rd, 2004, 9:46 pm
Forum: Off Topic
Topic: AID MABROUK
Replies: 1
Views: 169444

AID MABROUK

this forum is awesome
by RookieQuant
November 23rd, 2004, 9:45 pm
Forum: Off Topic
Topic: WORLD'S WORST MUSIC?
Replies: 15
Views: 170186

WORLD'S WORST MUSIC?

i would have to say....jonnie mayer..what a chop
by RookieQuant
November 23rd, 2004, 9:44 pm
Forum: Off Topic
Topic: duplicate post deleted
Replies: 1
Views: 168431

duplicate post deleted

this forum is pretty cool
by RookieQuant
November 23rd, 2004, 9:43 pm
Forum: Off Topic
Topic: ppauper = mikebell
Replies: 16
Views: 171665

ppauper = mikebell

this forum is awesome.
by RookieQuant
June 16th, 2004, 7:38 pm
Forum: Off Topic
Topic: Word Series of Poker
Replies: 7
Views: 190597

Word Series of Poker

Busted out Phil? No way You cant even take me in heads up! I'm demolishing you something like 3-2.
by RookieQuant
June 16th, 2004, 7:36 pm
Forum: Off Topic
Topic: .
Replies: 8
Views: 189942

.

<t>L2:Morning...started off great, then got slapped int he face later on. Guy next to me asks if there was "enough info to answer #s 2-5" and i told him that the first 3 pages were the info for all those questions...his reply: "shit".Afternoon...finished in about 50 minutes, for better or worse... i...
by RookieQuant
April 15th, 2004, 5:13 pm
Forum: General Forum
Topic: CDS and convert arb
Replies: 2
Views: 189875

CDS and convert arb

Merton is the man on all that good stuff...plus there are some good CDS threads if you do a search...Hope it helps~RQ
by RookieQuant
March 29th, 2004, 5:31 pm
Forum: General Forum
Topic: Variance swaptions
Replies: 0
Views: 189485

Variance swaptions

Are these traded? If so, who is a good counterparty to use and what kind of maturities can be structured? i.e. is it possible to get a 2-year option on a variance swap? (without getting raped on the fees)~RQ
by RookieQuant
March 29th, 2004, 4:05 pm
Forum: Off Topic
Topic: Tips for gambling in Vegas?
Replies: 41
Views: 193992

Tips for gambling in Vegas?

<t>QuoteOriginally posted by: mikebellQuoteOriginally posted by: RookieQuantIt's a blast to play...i would argue its the only way to play poker..i prefer low-blind No-Limit...low limit is a crap shoot, and big limit, well...im poor.I actually found a very old (mint condition, though) copy of Ed's bo...
by RookieQuant
March 24th, 2004, 2:09 pm
Forum: General Forum
Topic: Fund capacity calculation
Replies: 5
Views: 190284

Fund capacity calculation

<t>This is a tough question to ask, but at least you have narrowed your focus to a European L/S manager. Even if you try and calculate capacity as 10% of average trading volume, it doesnt speak to how many names are in the portfolio.The trouble with capacity is that its got qualitative aspects as we...
by RookieQuant
March 23rd, 2004, 7:02 pm
Forum: General Forum
Topic: vol trading / VIX future contract ??
Replies: 28
Views: 194864

vol trading / VIX future contract ??

ANy thoughts on what the term structure of these contracts will look like? With the VIX up from 14 to 20-21 in recent days, it looks like the futures could see a pretty steep curve going out 2-4 months and beyond, no?>~RQ
by RookieQuant
March 22nd, 2004, 5:52 pm
Forum: Student Forum
Topic: hypothesis testing for a trend
Replies: 5
Views: 189804

hypothesis testing for a trend

Thanks Aaron,Do i test to see if the slope term is different than 1? or can i use some value less than 1 that still implies a trend?~RQ
by RookieQuant
March 22nd, 2004, 3:03 pm
Forum: Student Forum
Topic: hypothesis testing for a trend
Replies: 5
Views: 189804

hypothesis testing for a trend

<t>I understand basic t, z, f-tests, etc. for various values, but i have never tried to see if a trend was statistically significant. What are the steps to go about testing for a trend? i.e., what can i do to say, statistically, that over time, manager "x" has a downward-trending sharpe ratio, for e...
by RookieQuant
March 19th, 2004, 7:02 pm
Forum: Off Topic
Topic: March Madness and Final Four predictions
Replies: 20
Views: 191216

March Madness and Final Four predictions

<t>QuoteOriginally posted by: grambroseI like Oklahoma State, UCONN, Kentucky, and UNC in the Final Four. I think St. Joe's is pretty weak, their lack of size will prevent them from reaching the Final Four. Stanford is overrated and will be beaten by UCONN in the regional finals. Ok State over UCONN...
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