<t>QuoteOriginally posted by: frattyquantReally the only place to get this is from the market data vendors themselves. If you form a good relationship with them, they'll put you on to the more experienced people who work there, and those people will be really helpful.I haven't seen any book even tou...

<t>I am looking to understand basic terminologies/conventions about market data feed systems.For e.g say "Sym|Feed_Name" is one of the conventions.Or say dominant systems are Triarch, Tibco and so on.Does anyone know of any links or books on this?"The Complete Guide To Capital Markets For Quantitati...

<t>I would to like to see screenshots of Bloomberg, eSpeed, Btec, Garban or Liberty for Treasury prices or CBOT Treasury futures ?Where could I get these ?I saw some of these in two books till now. First is Complete Guide to capital markets by Alex Kuznetsov and the second is Global Money markets by...

QuoteOriginally posted by: miti have the 2002 version in ebook, can give u if u want,Thanks Mit for the kind offer. However, I had already downloaded the 2007 ebook from rapidshare site. But thanks anyways.

I just saw on amazon that "Excel 2007 Power programming with VBA" is the latest edition. So in case anybody is purchasing this book, go for the 2007 one. It also comes with an eBook.But anyway, there is not much difference between the 2003 I purchased and the 2007 edition.

<r>QuoteOriginally posted by: CDQNThere are some books in this list you may find useful <URL url="http://www.quantnet.org/forum/showthread.php?t=1336Impressive"><LINK_TEXT text="http://www.quantnet.org/forum/showthrea ... Impressive">http://www.quantnet.org/forum/showthread.php?t=1336Impressive</LIN...

<t>QuoteOriginally posted by: SkyhawkI would also recommend John Walkenbach's "Excel 2003 Power Programmingwith VBA". I've found that what a good programmer needs for a new platformor programming model is a solid sequence of simple examples to get familiar with"how things are done" on the new platfo...

Thanks BullBear.I came across "Writing Excel Macros with VBA, 2nd Edn. by Steven Roman".Maybe this suits me for getting started especially since it covers the VBE Editor Env / IDE.Thanks

<t>Could you please recommend a Excel/VBA book (considering that I am a proficient C++ and C# programmer) ?Something in between a book which assumes no programming knowledge and a book like "Professional Excel Development: The Definitive Guide to developing Application using Microsoft Excel and VBA"...

Similarly, to remember easily, Theta starts with 'T' and relates to Time.

Thanks TraderJoe, Ananihdv and DCFC for your inputs.This is for the Interest Rate Derivatives group

Hi all,What would be the pros and cons of working for the R&D group of Bloomberg ?The work is that of C++ developer to integrate or put together the models developed by quants.ThanksDiwakar

<t>QuoteOriginally posted by: brownie74The coupon isn't stated but i think the effect of the coupon is far outweighed by the price volatility in the longer term to maturity, isn't it?If interest rates rise, prices go down - for longer term bonds prices go down *more* everything else being equal - do...

Here is my take. If future interest rates are expected to go down, sell the bond with the highest sensitivity. If rates will go up, then sell bond with lowest sensitivity.Lower the coupon, higher the sensitivityLonger the maturity, higher the sensitivity

<t>QuoteOriginally posted by: NorthernJohnQuoteOriginally posted by: jawabeanQuoteOriginally posted by: shettydiwakarSuppose today is May 25, 2007 and a company wants to deposit $X for 3 months from Sept 1, 2007 to Nov 30, 2007 and enters into a FRA with a bank.If the settlement is done at end (i.e....