<t>I am trying to normalize a portfolio of equity options into Index terms, particularly the vega. For example, if I buy $1,000 vega each in MSFT and WFC, how much SPX vega can I sell vs this to be vega neutral. Obviously, two stocks won't provide enough correlation with the index to make this a veg...

Where are you getting that the VIX is a realized variance index? The VIX is calculated off of the implied vols of the front two months of S&P 500 index options.

I'm looking for a decent source on S&P 500 dividend expectations/timing/growth for the pricing of futures contracts. I know you can back out a number using the current market basis, interest rates, etc. I'm mainly looking for the fuzzier data 1-3 years out. Any suggestions?

<t>How would you suggest storing a large covariance matrix for use in Excel? I have created it in VBA. I will access it from other VBA modules and don't want to have to recreate it every time. It will not fit in one sheet (max sheet width is 256 columns). I don't need to keep it after I close the sp...

<t>Some of the criteria:Are you a value shopper?Bucktown, Wicker Park, Buena Park, UptownAre you a baseball fan?WrigleyvilleAre you gay?BoystownDo you like college girls?Near DePaulIf price is not as much an issue, and you are fine with taking the train into work, go with Lincoln Park or Gold Coast....

<t>I wouldn't think that "accepting" that much data would be the problem...more the providing/sending. This is an on-demand world. I don't think there are any applications out there that require the acceptance of information from every market at once. If I'm not mistaken, most data providers don't t...

What can I say? I want it all. Access to every market I can get my hands on.

<t>I'm curious what everyone out there is using for integrated market data with their applications. I have used Thomson Financial, ATFinancial, and Reuters. I'm currently using Thomson, which is fairly resource intensive. The recent $8 million in 7 seconds glitch at Citigroup/Knight/Arbitrade has me...