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by tw
December 12th, 2019, 8:56 pm
Forum: Trading Forum
Topic: record stock loan fees?
Replies: 0
Views: 97

record stock loan fees?

After some recent discussion of super high implied stock loan fees for recent US IPOs  (e.g. briefly before BYND's lockup period ended the implied annualized looked like > 100% of stock price) it is interesting to speculate how much the fee would be for TADAWUL:2222 ?  I suspect that would beat all ...
by tw
December 10th, 2019, 6:19 pm
Forum: Politics Forum
Topic: General Election 2019
Replies: 385
Views: 10329

Re: General Election 2019

Am getting numbers that show a real chance of hung parliament.
What has changed?  
by tw
December 9th, 2019, 1:15 pm
Forum: Politics Forum
Topic: General Election 2019
Replies: 385
Views: 10329

Re: General Election 2019

The view from DUP headquarters? https://encrypted-tbn0.gstatic.com/images?q=tbn:ANd9GcT4zK73wf85aWPEGLJrwWInUUAxGXvFpexNxgrPYaS8IKLrNz6G&s The influence of loyalist paramilitaries on the UK election https://www.rte.ie/brainstorm/2019/1208/1097913-the-influence-of-loyalist-paramilitaries-on-the-uk-el...
by tw
December 7th, 2019, 9:40 am
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3132
Views: 125881

Re: Trump -- the last 100 days

Seoul, South Korea —  North Korea threatened Thursday to resume insulting President Trump and consider him a "dotard" if he keeps using provocative language, such as referring to its leader as "rocket man." Choe Son Hui, the first vice foreign minister, issued the warning via state media days after...
by tw
December 5th, 2019, 12:20 pm
Forum: General Forum
Topic: Bond Portfolio: Value at Risk
Replies: 5
Views: 506

Re: Bond Portfolio: Value at Risk

I you are calculating VaR because of some regulatory requirement (which is usually the case), you should follow the approach prescribed by the regulator. Otherwise it really depends on the nature of the bonds, in particular how much credit risk they are exposed to. If it’s a government bond portfol...
by tw
December 3rd, 2019, 6:40 pm
Forum: Politics Forum
Topic: General Election 2019
Replies: 385
Views: 10329

Re: General Election 2019

I know how to spell Pinocchio, but I have a problem with Giapetto (-: I think it was and a fair comment on the fact that someone insulted his son. A natural reaction rather than "outrageous snobbery and arrogance". It all boils down to education: my hunch is that the word "Pinocchio' would be used ...
by tw
December 2nd, 2019, 6:48 pm
Forum: Politics Forum
Topic: General Election 2019
Replies: 385
Views: 10329

Re: General Election 2019

How many Remain Tories are we likely to have in the next Parliament?
out or closeted?
by tw
December 1st, 2019, 9:43 pm
Forum: Off Topic
Topic: Animal storieS
Replies: 271
Views: 41478

Re: Animal storieS

Nice, thanks for sharing - I will re-post it to my friends, animal lovers and Chiang fans :-) If you want to completely let go of that hard metal science and dip into the wild forest, I found this book quite fascinating (it mentions Alex and many scientifically-based facts about birds no less mind-...
by tw
December 1st, 2019, 10:31 am
Forum: Off Topic
Topic: Animal storieS
Replies: 271
Views: 41478

Re: Animal storieS

A wistful  video art installation  piece making some observations about the Fermi paradox and species extinction on Earth. I found it absorbing. It is art rather than documentary but I think the perspective this subject adds could really do with being introduced into  the ecological debate.  . (for ...
by tw
November 15th, 2019, 1:17 pm
Forum: Book And Research Paper Forum
Topic: The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution
Replies: 13
Views: 1415

Re: The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution

Getting back on topic, I am enjoying the book. I have already learned one secret to Simons' success that I didn't appreciate: he knew how to locate and hire really good people from his days chairing/building up the Stony Brook math dept. And the author, Zuckerman, not only tells a good story, but i...
by tw
November 14th, 2019, 9:13 pm
Forum: Book And Research Paper Forum
Topic: The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution
Replies: 13
Views: 1415

Re: The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution

Well I will have a go at the parlour game... Libor rigging subprime misselling the "global laundromat" money laundering scheme that weird ex-cum dividend scam (did they really set up an entire office to do this in Luxembourg?) selling aforementioned basket "options" helping out Danske bank with thei...
by tw
November 13th, 2019, 9:36 pm
Forum: Book And Research Paper Forum
Topic: The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution
Replies: 13
Views: 1415

Re: The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution

Nice article !

Here is a challenge... can someone find a financial scam or scandal over the last 10-15 years that Deutsche bank wasn’t b@&)s deep in ?
by tw
November 13th, 2019, 10:06 am
Forum: Off Topic
Topic: Peak Life passed
Replies: 80
Views: 7977

Re: Peak Life passed

October 2019 CNBC   Life expectancy for American men drops for a third year   "The average male lifespan stood at 76.1 years in 2017, a four-month decline since 2014. "   "If you drink it without cream and sugar then this beverage doesn't affect your health. " check the PH of your cup off coffee, d...
by tw
November 7th, 2019, 2:59 pm
Forum: General Forum
Topic: Volatility of B from correlation with another asset A
Replies: 3
Views: 500

Re: Volatility of B from correlation with another asset A

I have two assets A and B.  I know the correlation of A and B and I also know the volatility of A.  Is it possible to generate the volatility of B? If not, why? No.  Correlation is a measure (in some sense) of how frequently A and B move in the same direction. Volatility says how far they move.  
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