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by rector
May 12th, 2008, 3:42 pm
Forum: Programming and Software Forum
Topic: bounced hard drive
Replies: 5
Views: 55775

bounced hard drive

I admire your optimism
by rector
May 12th, 2008, 10:37 am
Forum: Programming and Software Forum
Topic: bounced hard drive
Replies: 5
Views: 55775

bounced hard drive

If it is a physical defect in the hard drive, it will likely affect a larger area of the disk over time. I highly recommend to replace the disk at the earliest convenience unless you are comfortable with loosing data and having to replace the disk anyway a few months later.
by rector
May 7th, 2008, 3:41 pm
Forum: Careers Forum
Topic: Britain tightens visa regulations
Replies: 4
Views: 55688

Britain tightens visa regulations

<t>The article is a misleading interpretation of this press release. In fact, nothing new is announced and a proper document datailing changes was published in early February. See this Home Office announcement and click link A points based system on the right for the list of documents detailing the ...
by rector
April 2nd, 2008, 8:10 am
Forum: Trading Forum
Topic: Why trade exotics on the buy-side
Replies: 7
Views: 60413

Why trade exotics on the buy-side

QuoteOriginally posted by: zxemAbout those long dated exotics(5-10Y), who is the customer, how to manage the risk. Bonus is still based on the P&L?See the above link. Not everyone on the buy side is bonus- or PnL-driven.
by rector
April 2nd, 2008, 8:01 am
Forum: Trading Forum
Topic: Why trade exotics on the buy-side
Replies: 7
Views: 60413

Why trade exotics on the buy-side

QuoteOriginally posted by: fomisharector, could you update the link to the article? thanks!The link still works for me. If it doesn't for you, just search for "Hidden Swap Fees by JPMorgan, Morgan Stanley Hit School Boards" (in quotes).
by rector
March 31st, 2008, 9:29 am
Forum: Trading Forum
Topic: Why trade exotics on the buy-side
Replies: 7
Views: 60413

Why trade exotics on the buy-side

<t>Hi there,There are at least 3 reasons buy side trade exhautics:1) In many cases OTC products are cheaper. Say, in the case of a foreign exchange forward, the forward rate will be determined using the base rates for the respective currencies plus a small commission. For cash currency the borroing ...
by rector
March 25th, 2008, 10:12 am
Forum: Programming and Software Forum
Topic: Free replacement for Eviews
Replies: 3
Views: 58369

Free replacement for Eviews

I gather the reson you are not satisfied with R is you want to do statistical analysis from a GUI, not a command line.Try one of the graphic intefaces for R. In particular, R Commander and SciViews-R are pretty good.
by rector
February 25th, 2008, 9:08 am
Forum: Programming and Software Forum
Topic: Numerix vs. Fincad
Replies: 9
Views: 71031

Numerix vs. Fincad

<t>QuoteOriginally posted by: DCFCI just read the FinCad agreement, and as a non-lawyer, it does seem even worse than GirStefanov says..No Algorithmic Trading or Data Publishing: Unless expressly authorized under a separate addendum to this Agreement signed by the Parties,I doubt many people use Fin...
by rector
February 12th, 2008, 2:14 pm
Forum: Programming and Software Forum
Topic: Backtesting Platforms
Replies: 5
Views: 66281

Backtesting Platforms

<t>QuoteOriginally posted by: c0ldlimitQuoteOriginally posted by: DCFCIs this student research or is it part of your job ?Evaluation for my research team. If it's a question of cost...I believe it's a non-issue.It's also a question of reliablility and robustness VS ease of learning and richness of n...
by rector
January 23rd, 2008, 9:31 am
Forum: Programming and Software Forum
Topic: Bloomberg API advice -- best SDK for getting historical data??
Replies: 12
Views: 82312

Bloomberg API advice -- best SDK for getting historical data??

<t>QuoteOriginally posted by: jcambeceThe API is excellent the problem is Bloomberg. If you pull too much data they will shut off your terminal permanently.I don't think it is normally the case. However, Bloomberg have daily and monthly API data limits (which are huge) and if you hit monthly limit, ...
by rector
January 22nd, 2008, 4:37 pm
Forum: Trading Forum
Topic: HighFrequency Data
Replies: 8
Views: 64322

HighFrequency Data

In Bloomberg terminal typetick data <HELP>Then select 5) Documents/magazine articles. The first entry will be "Bloomberg Download Technique 13: Intraday Tick Data". Just download the example.
by rector
January 22nd, 2008, 4:27 pm
Forum: Programming and Software Forum
Topic: Bloomberg API advice -- best SDK for getting historical data??
Replies: 12
Views: 82312

Bloomberg API advice -- best SDK for getting historical data??

<t>.NET or even VBA is easier to use as in most cases this eleminates the need to care about data types and data conversion. The documentation is incomplete as for any Bloomberg features but the examples are quite extensive.With the amount of data you need there is little chance of hitting the data ...
by rector
January 9th, 2008, 10:11 am
Forum: Trading Forum
Topic: HighFrequency Data
Replies: 8
Views: 64322

HighFrequency Data

<t>Quoteunless someone can tell me how to get per tick data from Bloomberg.....Bloomberg provides tick data for (at least) 50 trading days. To get data from Excel, use the top menu: Bloomberg->Import data and select historical intraday. Note for more active symbols 50 days of ticks may be hitting th...
by rector
January 9th, 2008, 10:07 am
Forum: Programming and Software Forum
Topic: recommended real-time data feed
Replies: 6
Views: 62437

recommended real-time data feed

<t>I guess you appreciate that with the demand for such an amount of tick data you are hitting the limitations of data delivery via Internet. If you invest in the technology to process or store this amount of data you don't want the datafeed to sudenly get substantially delayed when a few collegues ...
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