SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by flairplay
January 26th, 2008, 12:39 pm
Forum: Off Topic
Topic: Poster posts record posts
Replies: 12
Views: 91594

Poster posts record posts

I think he has beaten his own record since.
by flairplay
July 8th, 2007, 8:37 am
Forum: Book And Research Paper Forum
Topic: Intro to FX and FX options?
Replies: 9
Views: 78394

Intro to FX and FX options?

<t>QuoteOriginally posted by: ZmeiGorynychI am with a marketmaking/prop equity options operation, and would like to find out about the specifics of trading FX options as compared to their equity counterparts. The obvious differences seem to be it's easier to short FX, and there's more liquidity and ...
by flairplay
April 21st, 2007, 9:39 am
Forum: General Forum
Topic: what do finance practitioners think about agency theory and information economics?
Replies: 34
Views: 75547

what do finance practitioners think about agency theory and information economics?

<t>QuoteOriginally posted by: KackToodlesQuoteOriginally posted by: Traden4AlphaIts not a matter of math envy, but one of concern about an over-used hammer induced by a peer-review and tenure system that forces researchers to assume that everything is a nail. Flairplay's comment about "dry theory" i...
by flairplay
April 21st, 2007, 9:26 am
Forum: Off Topic
Topic: Taking pix on a floor
Replies: 11
Views: 74017

Taking pix on a floor

QuoteOriginally posted by: ppauperQuoteOriginally posted by: flairplay cause reputedly u never been near a floor. reputedly, you've been buggered on a trading floor.hope no pix were taken (because t-bag would post them here)How odd. You have neither taste nor class.
by flairplay
April 17th, 2007, 1:59 pm
Forum: Off Topic
Topic: Emanuel Derman or God?
Replies: 25
Views: 77142

Emanuel Derman or God?

QuoteOriginally posted by: farmerQuoteOriginally posted by: TraderJoeLooks like farmer will never get to see that far. Still, love and tolerance, eh ... ?I am about to fashion a quote for the ages, so please fix my spelling:Myopacity of poverty.Pedantic construction.
by flairplay
April 17th, 2007, 1:55 pm
Forum: General Forum
Topic: what do finance practitioners think about agency theory and information economics?
Replies: 34
Views: 75547

what do finance practitioners think about agency theory and information economics?

<t>QuoteOriginally posted by: KackToodlesDo you guys find that agency theory and information economics helps you do your trading/structuring/quant jobs and improve your quant models? If so, in what sense?i avoid it like the plague.the market is made up of real participants and u need to understand t...
by flairplay
April 17th, 2007, 1:51 pm
Forum: Off Topic
Topic: Taking pix on a floor
Replies: 11
Views: 74017

Taking pix on a floor

QuoteOriginally posted by: ppauperare you in trouble ?if no one noticed, you might want to keep your mouth shutpp, that's one problem u will never have - cause reputedly u never been near a floor. :-)
by flairplay
April 14th, 2007, 12:50 pm
Forum: Off Topic
Topic: Emanuel Derman or God?
Replies: 25
Views: 77142

Emanuel Derman or God?

Or you get killed by a rushing ambulance as you step out inebriated from your local pub. Choice and constraint inter-mix. Hence responsibility and mitigating circumstances.
by flairplay
April 14th, 2007, 12:03 pm
Forum: Off Topic
Topic: Emanuel Derman or God?
Replies: 25
Views: 77142

Emanuel Derman or God?

<t>QuoteOriginally posted by: farmerI wonder if this blogger has gone cracked, or if he just believes he is God like the average left-winger:QuoteThe epidemic of recent articles in the press about neurolaw and responsibility made me decide to believe in two contradictory ideas: 1. I will treat peopl...
by flairplay
February 17th, 2007, 8:31 am
Forum: General Forum
Topic: emissions trading market collapse
Replies: 4
Views: 79161

emissions trading market collapse

<t>I recall reading about the idea of "pollution units" issued by the EPA in either a Scientific American or Physics Today article in 1989. Shows you how long it takes for an idea to gestate, how poor the performance of political leaders in addressing the issue, and how far behind the US has fallen....
by flairplay
February 13th, 2007, 4:29 am
Forum: Off Topic
Topic: Collecting formulas
Replies: 11
Views: 80219

Collecting formulas

<t>QuoteOriginally posted by: CuchulainnQuoteThe Russians used to write just about the best books on mathematics, chattychatty Russians?? which books did you read?I have hardly ever read any books to be honest. I might have a quick dip in, but I find thinking out an issue or topic, little thoughts p...
by flairplay
February 12th, 2007, 6:21 pm
Forum: Off Topic
Topic: Collecting formulas
Replies: 11
Views: 80219

Collecting formulas

<t>QuoteOriginally posted by: ppauperQuoteOriginally posted by: flairplayI noticed that Scandivanian students used to possess books containing formulas and results, just the results but not the motivating ideasand probably all of us around the world had a copy of abramowitz and stegun in grad school...
by flairplay
February 11th, 2007, 9:57 pm
Forum: Off Topic
Topic: Collecting formulas
Replies: 11
Views: 80219

Collecting formulas

<t>I suspect "Collector" here is Haug, the man who compiled the book on options formulas. And useful it is too.What is interesting is that this interest is probably cultural in origin. You notice how different educational systems emphasise different approaches. The French with their grande ecoles ha...
by flairplay
February 5th, 2007, 8:04 pm
Forum: The Quantitative Finance FAQs Project
Topic: What does market efficiency mean?
Replies: 20
Views: 193861

What does market efficiency mean?

<t>I actually think the phrase "market efficiency" means close to nothing.Markets are markets that's all. They incorporate randomness, but they also incorporate structure - the best way to understand structure is to get deeply involved."Efficiency", as well as prediction, is subjective. Those who sp...
by flairplay
February 4th, 2007, 2:21 pm
Forum: General Forum
Topic: Financial theory: fresh or stagnant?
Replies: 97
Views: 84873

Financial theory: fresh or stagnant?

<t>QuoteThey are the elite of the elite of the elite in Hi freq trading. They know how to make money (unlike you).Some sentence. And some degree of reverence and admiration. I would have thought elite would have sufficed - though perhaps being half of Chern-Simons is more of an achievement than maki...
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