Serving the Quantitative Finance Community

Search found 17 matches

  • 1
  • 2
by damir00
July 4th, 2004, 4:14 pm
Forum: Book And Research Paper Forum
Topic: second edition of dynamic hedging by taleb
Replies: 16
Views: 193103

second edition of dynamic hedging by taleb

is there an update on the 2nd ed? in canada the book is no longer available - according to the local megachain it is out of print or about to be so - and at the usual american online suspects the previous edition is selling for a full 50% off.
by damir00
May 12th, 2004, 5:19 pm
Forum: General Forum
Topic: Rate my ignorant futures trading strategy
Replies: 23
Views: 192993

Rate my ignorant futures trading strategy

<t>not sure if i understand the method. is the idea to plunk some money down at a price - any price - and just wait for a profit? that's problematic. but if you're talking about this not as a one-shot play but as a kind of mutant scaling in - ie, split your stake into really small pieces and do this...
by damir00
May 11th, 2004, 1:27 pm
Forum: General Forum
Topic: An Open Challenge to Nassim Taleb from Hamilton
Replies: 97
Views: 208842

An Open Challenge to Nassim Taleb from Hamilton

<t>QuoteOriginally posted by: HamiltonPopular for the same reason as Foucault's power analysis is the deconstruction associated with Jacques Derrida. Nobody knows—or at least nobody has explained—what deconstruction is. i imagine any jewish kid who's been exposed to talmudic study has a pretty good ...
by damir00
April 9th, 2004, 12:37 pm
Forum: General Forum
Topic: vol trading / VIX future contract ??
Replies: 28
Views: 194864

vol trading / VIX future contract ??

it just looks like there are lots of people wanting some VIX exposure to the long side but not a whole lot of money willing to take the other side of that bet. i know i'm not going to...
by damir00
April 1st, 2004, 12:00 pm
Forum: General Forum
Topic: vol trading / VIX future contract ??
Replies: 28
Views: 194864

vol trading / VIX future contract ??

blocks move, no problem, but i don't think you're being naive in asking for trades to at least show up on the ticker. cruising the other chat boards it appears the small fry are currently shorting this thing...
by damir00
March 29th, 2004, 4:52 pm
Forum: General Forum
Topic: vol trading / VIX future contract ??
Replies: 28
Views: 194864

vol trading / VIX future contract ??

all of 75 contracts trades so far today. what happened to all the pent-up interest?
by damir00
March 27th, 2004, 10:54 pm
Forum: General Forum
Topic: vol trading / VIX future contract ??
Replies: 28
Views: 194864

vol trading / VIX future contract ??

IB (interactive brokers). eom.
by damir00
March 26th, 2004, 1:51 pm
Forum: General Forum
Topic: vol trading / VIX future contract ??
Replies: 28
Views: 194864

vol trading / VIX future contract ??

it's up and running, sort of. 42 contracts traded on the near, running at about a 3 point premie to "cash".
by damir00
March 21st, 2004, 10:56 pm
Forum: Brainteaser Forum
Topic: a^b and b^a
Replies: 19
Views: 193458

a^b and b^a

a = b*(log(a)/log(b)) ?
by damir00
March 1st, 2004, 12:33 pm
Forum: General Forum
Topic: Free historical stock prices database
Replies: 14
Views: 223355

Free historical stock prices database

QuoteOriginally posted by: opmtraderIn the end I was left with only 126 days of datai'm curious, what was your plan for dealing with index recompositions?
by damir00
February 29th, 2004, 3:35 pm
Forum: General Forum
Topic: Know Your Weapon Talk
Replies: 34
Views: 194411

Know Your Weapon Talk

QuoteOriginally posted by: CollectorGive people one of your fingers and they want the whole hand lol! had to ask...
by damir00
February 29th, 2004, 1:14 am
Forum: General Forum
Topic: Know Your Weapon Talk
Replies: 34
Views: 194411

Know Your Weapon Talk

since the talk is free, any chance of posting the slides for those of us in different timezones?
by damir00
January 20th, 2004, 11:38 pm
Forum: General Forum
Topic: What is Stat Arb?
Replies: 14
Views: 192909

What is Stat Arb?

QuoteOriginally posted by: Vercingetorix...securities whose overall relative valuation is different from forecast future valuesisn't that, like, every tradable equity instrument at every moment in time? i've never seen a model that predicts future value will be constant, lol.
by damir00
January 12th, 2004, 3:53 pm
Forum: General Forum
Topic: Are markets efficient?
Replies: 35
Views: 192704

Are markets efficient?

<t>QuoteOriginally posted by: Feanorkr-If current & past information are immediately incorporated into current prices, then only new information should cause changes in pricesthat statement seems to incorporate some very very large assumptions, not the least of which is that market participants ...
by damir00
January 6th, 2004, 1:08 am
Forum: General Forum
Topic: Buying/Selling VIX and VXN
Replies: 63
Views: 197070

Buying/Selling VIX and VXN

bumping the topic. is there any further information on when this beast will go live?
  • 1
  • 2