Thank you dear bearish for the link, helps

1- Can I run my VAR on first differenced variables or returns, rather than level variables, or is that totally wrong?

2-I run a second VAR model on level variables, do I have to take their logs?

Thanks Finatos for reply, but don't understand what you mean  would you happen to have an excel sheet example 

is there a Component/Marginal VaR for Monte Carlo Simulation VaR? or Does it exists only for normal VaR?

Thx for all help,May be I should go for a market neutral strategy with positive alpha for example

Thx so much for all the help, that's very useful,Would you think something more precise like pairs trading or market neutral are more like then, or no?

Thx a mln Alan for your reply,I'm actually interested in idea of creating a trading strategy model, is there something interesting towards that area??

No school yet, it's really the brainstorming stage, the asset class gonna be Equities

I'm planning to pursue a phd in trading strategies, was thinking of systematic trading strategies or pairs trading, does anybody have some ideas or pointers?Would appreciate some ideas

thx demha, C# is that C++ or C sharpe??

Hi to all, i know excel VBA and i wanna learn other usefull program lang, which ones shall i learn? shall i begin with sql, matlab?? are are the essential ones for me to learn and how usefull they are??thanks for help,

thanks pal for help, i appreciate it

<t>QuoteOriginally posted by: daveangelare you asking how you mitigate against the risk of your counterpart not delivering their side of the trade ? Say you make a payment to them for your part of trade say deliver USD and they dont deliver the EUR ?Yeap exactly......How??Could you confirm that the ...

<t>thx daveangel for help, So if i understand correctly the PFE is only for Pre-settlement risk and the notional (100%) for FX Sport and FWD are never added to the PFE on the day of the exchange...is that correct?? How can we cover then Settlement Risk??Would appreciate confirmation....thx a million...

<t>Qhich question, When calculating the Potential future exposure of a FOREX Forward, do we add the notional amount to the potential future exposure on the exact day of settlement? meaning that if a 30 day FOREX fwd has a potential future exposure of 20% on day 29, so is the exposure equal on the 30...