Interesting topic, however the first and very important question is where we could get the data to backtest our thoughts. I found many data sources are not accurate, it's often the case that garbage in garbage out.

<t>That's really amazing, just always wonder what kind of strategy hft guys employ. have been tests lots of different models, pairs/triplet trading, other technical based strategies like momentum and mean reveresion, I have never found anything can work consistently. So really curious what other peo...

Hi, Is this also related to portfolio optimization as well? Given the covar-var structure, you could decide how you can allocate your money into each stock.I'm interested in this as well and wait for gurus comments.

Hi there, I can't answer your question, but I am interested either your paper or the journal you are looking for.

KPMG, PWC?

I was given a few papers to read and then developed the whole modelling system from scractch. After that, I was assigned to do accounting jobs, which I have no idea......

Thanks, that's very helpful.

Thanks for your help, DavidJN. Just wonder if anyone know how to implement it by using VBA.

I am trying to figure out how I can implement an algorithm to calculate the implied volatility from BAW model.BAW is quite famous quadratic approximation of american option model.Does anyone have the code?Thanks in advance.

Hi, can you explain through an example?untwigged.Many Thanks

Hi, what do you want to say?Anyone apply for graduate program in July?I was rejected by ABN and Standard Chartered Bank, I am so poor....