any idea where I can gather some info on the OEX OTC option market, I am trying to get an idea of the volumes typically traded vs the exchange traded options.

the reason I thought it must be strike price is because, by ignoring strike price and using the underlying: would make all strikes have the same notional, for a given quantity

<t>I am trying to understand Notional Value for derivatives. Specifically for Options, Futures, Forwards and Swaps. Are these correct notional calculations?Option: the number of contracts * mulitplier * strike priceFutures: : no. of contracts * multiplier * spot priceForward: what is the notional va...

<t>I am trying to calculate the total leverage inherent in a long/short equity hedge fund trading options, futures and swaps. For a fund, how do I calculate the leverage of an option. I think I will need to specify the leverage in terms of a specific change in the underlying. EG what is the leverage...

<t>Im specifically interested in trying to evaluate quantitative based hedge funds. has there been any research on into a format that can be applied to quant models that will help evaluate the models reliability etc. If someone sent a quant based hedge fund prospectus and data to me today, how would...

<t>I'm trying to develop a more systematic approach at evaluating quantitative hedge fund strategies and move away from the industry norm qualitative analysis. I would like to study any resources that will help me examine these strategies and investigate better their robustness, efficiency and relia...

Does anyone know of any good books/journals/articles that addressess evaluating hedge fund quantitative models? how to create them? what are the key considerations in evaluating trading strategies/how are they built?

Does anyone know of any good books/journals/articles that addressess evaluating hedge fund quantitative models? how to create them? what are the key considerations in evaluating trading strategies/how are they built?

<t>anyone know anywhere i can go to download and review some sample trading models and strategy ideas. im learning C++ and financial modelling but im not sure where to start?!?! i presume there must be standard basic models i could look at? Benninga's book arrived to me this morning so hopefully tha...