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by exotiq
October 23rd, 2013, 1:43 am
Forum: General Forum
Topic: 60-month skew once again positive in Asia, but not in the West
Replies: 1
Views: 6083

60-month skew once again positive in Asia, but not in the West

<t>After years of not looking at equity volatility or logging in to my Wilmott account, I have written a non-technical article comparing realized volatility skew in Asia (especially Hong Kong and Singapore, but to a lesser extent Japan) with western indices, noting how the former seem to be more pos...
by exotiq
August 15th, 2013, 6:56 am
Forum: Economics Forum
Topic: 100 US Indicators
Replies: 16
Views: 13040

100 US Indicators

<t>QuoteOriginally posted by: ericlarsonI have created a page with 100 US economic indicators. You can view current levels, see historical graphs and download all the data.US IndicatorsI am seeking feedback on the usefulness of this and looking for suggestions on improvements.thanks.Thank you for cr...
by exotiq
June 21st, 2009, 7:42 pm
Forum: General Forum
Topic: exotiq's emerging markets tour 2009
Replies: 2
Views: 38258

exotiq's emerging markets tour 2009

<t>As some of you already know, I am about a third of the way through a 200-day (mostly) overland tour of 20 of the emerging market countries I have traded over the past many years, with details and reflections here. Right now I am about to enter Russia and will be crossing over the next 30 days fro...
by exotiq
January 8th, 2009, 6:56 pm
Forum: Off Topic
Topic: Bloomberg/CNBC on ipod?
Replies: 1
Views: 43867

Bloomberg/CNBC on ipod?

Bloomberg and CNBC both publish several different podcasts on iTunes. Other less frequent ones I would also recommend are PIMCO's investment outlook by Bill Gross and the Economist -- a few more searches and you should easily have enough podcasts for your commute...
by exotiq
December 11th, 2008, 12:27 am
Forum: Brainteaser Forum
Topic: Variance swap payoff/loss
Replies: 1
Views: 48693

Variance swap payoff/loss

<t>This isn't really a brainteaser, since the answer would be whatever the formula on the termsheet calculates the payoff to be based on returns realized over the course of the swap.Variance swap sizes are typically quoted as "vega" meaning the approximate/average dollar amount you would make/lose p...
by exotiq
December 3rd, 2008, 9:27 pm
Forum: The Quantitative Finance FAQs Project
Topic: What are the most important unsolved problems in finance today?
Replies: 41
Views: 237965

What are the most important unsolved problems in finance today?

<t>QuoteOriginally posted by: mathematalef0QuoteOriginally posted by: jmonteiroThe most important unsolved problem in today’s finance is "permanent irrational behaviour" of market participants. Current crisis illustrates this problem once again pretty well.Everyone knew CDOs and Co where a pure irra...
by exotiq
December 2nd, 2008, 8:45 pm
Forum: The Quantitative Finance FAQs Project
Topic: What are the most popular interest rate models?
Replies: 14
Views: 254292

What are the most popular interest rate models?

It seems like lately some of the G7 ex-Japan might be racing to test the "BOJ model" of interest rates: bring the overnight rate to 0% and see what happens to the rest of the curve.
by exotiq
December 2nd, 2008, 8:39 pm
Forum: Brainteaser Forum
Topic: prime numbers
Replies: 3
Views: 47019

prime numbers

<t>Said another way, since 3 is prime, akki's statement would be true for any p such that p is not divisible by 3. Said in terms of moduli:If p <> 0 (mod 3), then either a.) p = 1 (mod 3) or b.) p = 2 (mod 3)In the case of a, then p - 1 = 0 (mod 3)In the case of b, then p + 1 = 3 = 0 (mod 3)Pardon a...
by exotiq
April 16th, 2008, 1:04 pm
Forum: The Quantitative Finance FAQs Project
Topic: What is volatility?
Replies: 6
Views: 137974

What is volatility?

<t>As it says, "conditional volatility" is a measure of how much a financial variable moves where only data points of these movements subject to some condition are counted (the others are ignored). There are at least two relatively common types of conditional volatility:1. "Semi-variance" - this is ...
by exotiq
May 29th, 2006, 2:31 pm
Forum: Off Topic
Topic: house--rent or buy
Replies: 12
Views: 103666

house--rent or buy

<t>Much of what I have heard on bubbles in housing is that any "burst" is probably going to have less to do with falling prices than with several years of slowdown, low volume, and letting homeowners lose time value.The simplest way to make the buy-rent decision is quite similar to how you make the ...
by exotiq
May 18th, 2006, 8:20 pm
Forum: Off Topic
Topic: New York Wilmotters Meet for Drinks
Replies: 393
Views: 212334

New York Wilmotters Meet for Drinks

QuoteOriginally posted by: apineexotiq -- that was funny cuz i was thinking it was way too late for those of us that work for a living! (i am, of course, on the early shift)I suppose we're still on and apine will have a Red Bull to stay up and meet us?
by exotiq
May 4th, 2006, 12:18 am
Forum: Off Topic
Topic: New York Wilmotters Meet for Drinks
Replies: 393
Views: 212334

New York Wilmotters Meet for Drinks

<t>QuoteOriginally posted by: AaronHow about meeting May 18th after the NYU seminar? I promise an entertaining and instructive talk, all the books signed you want and whatever other fun occurs to people.Those things are way to early for those of us that work for a living, but I'll try to make the en...
by exotiq
May 3rd, 2006, 11:56 pm
Forum: Off Topic
Topic: MARIA BARTIROMO , MARIA SARAPOVA
Replies: 22
Views: 109548

MARIA BARTIROMO , MARIA SARAPOVA

<r>From Wikipedia:Due to an appearance that somewhat resembled famed Italian actress Sophia Loren, Bartiromo was nicknamed the "Money Honey" and "Econo Babe" by tabloid newspapers during the boom years of the stock market in the late 1990s. She was voted No. 81 in the FHM 100 Sexiest Women in the Wo...
by exotiq
April 12th, 2006, 12:04 am
Forum: Off Topic
Topic: God in the quantum theory
Replies: 35
Views: 127478

God in the quantum theory

A straightforward mesh of theology and quantum theory would be to say that God is inside Schroedinger's box, which can only open when the observer dies.
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