hi,it is amazing that you only use 100Ms, do you mind sending out the algorithm? thx

does anyone has good papers which predict the direction in short term trading by applying machine learning?

normally what kind of model (strategies) was usded in high frequency options trading?

yes, the upper bound is 100 for sure, but not sure about the lower bound.

yes, it is a interivew question from one of friends, I do not know how to solve it and so i past it here.

<t>Let d(A,B) denote the Euclidean distance between two points A and B.In the Euclidean plane there are given a circle and a square that are disjoint but have equal areas. Two points C1 and C2 are randomly chosen in the circle, and two points S1 and S2 are randomly chosen in the square. Findthe prob...

<t>1. "The delta of an index option is 100m $, and gamma of this option is 10m $, the IBM stock counts 10% of the index. The question is: if ibm stock moves 1 percent, whats the delta of the ibm stock would be?"I have no idea what he's talking about.Does it make sense even if he's asking for delta o...

<t>Suppose that a long put with strike $100 is selling for $10, and a long callwith strike $110 (on the same stock with same maturity T) is selling for $11.5. The spot price of the asset is $100, and discount exp^(-rT)=0.9. Does an arbitrage exist? If yes, how to construct it? If no, how to prove it...

x1 and x2 are i.i.d. random variables on [0,\infinity) with pdf. f(x)=sqrt(2/pi)*e^(-x^2/2). The question is to findE[max{x1,x2}/min{x1,x2}], i.e., the expected ratio between the big number and the small number.

hi wallclimberThanks for your reply, appreciate.

hi, thanks. Do you know the name of guy and whether he publish his work?

now Copula is a standard method for modeling CDS/CDO. what are the main problems of the copula? Any better model?Thanks

how to decide the attached base corr and deattached base corr for the tranches? thanks

hiwhat is the meaing of Base Correlation Mode on Bloomberg (CDSM)? how does it work?Thanks

hi,Anyone has worked on the non-homogeneous the nth to default basket CDS by useing probability bucketing from Hull&white?? thanks