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by 2fingers
January 3rd, 2011, 12:10 am
Forum: General Forum
Topic: Hard to borrow stocks- does option pricing need adjustment for them?
Replies: 17
Views: 166101

Hard to borrow stocks- does option pricing need adjustment for them?

<r>thanks all for the reply, fyi, think some of the asian indices have quarterly futures contract with monthly options in the first 3 months, so I would be leaning towards adding the borrowing cost. I was referring to cash settled options on the actual index rather than options on the futures (index...
by 2fingers
December 29th, 2010, 7:32 am
Forum: General Forum
Topic: Hard to borrow stocks- does option pricing need adjustment for them?
Replies: 17
Views: 166101

Hard to borrow stocks- does option pricing need adjustment for them?

<t>Hi All, A related question about index options. Should the borrow costs of the constituent components of the index have any affect on index options as well, given the trader should be using futures instead, and most exchanges would allow long and short futures. I do see index traders put in the b...
by 2fingers
August 12th, 2010, 12:01 am
Forum: Trading Forum
Topic: Where "should" HKD be trading?
Replies: 22
Views: 29857

Where "should" HKD be trading?

<t>If ever the HKD will be unpegged, it'll most likely to be repegged to the Chinese Reminbi. The HK government already said it makes sense for the HKD to be pegged to the CNY, but only if it's a free floating currency. Sure enough you just want a "theoretical" value for HKD when unpegged, will be i...
by 2fingers
June 28th, 2010, 2:02 am
Forum: Trading Forum
Topic: Vol for High strike Options
Replies: 7
Views: 28393

Vol for High strike Options

<t>I had the same problem before, I ended up looking everywhere for higher strike option quotes from FO or even MO from the OTC market.I did get these bid/offer quotes finally, but they're usually a few days old.With this information (a few days old), how would one recommend in marking the curve for...
by 2fingers
October 9th, 2009, 7:22 am
Forum: Programming and Software Forum
Topic: Architecture for a live data feed provider
Replies: 4
Views: 34729

Architecture for a live data feed provider

<t>If you're worried about the amount of data either pumped out of the server or listening from the client can handle, then it can be solved using queues. However, it does get complicated if you need to guarantee all the data getting published. It's better to use a thirdparty software, instead of fi...
by 2fingers
September 17th, 2009, 5:25 am
Forum: Programming and Software Forum
Topic: Does Bloomberg API include email?
Replies: 7
Views: 38812

Does Bloomberg API include email?

I haven't been able to find it either, the conspiracy theory is that if they put the email api in, the users who only use bloomberg as an email system won't need bloomberg anymore... maybe the server api has it
by 2fingers
May 25th, 2009, 11:34 pm
Forum: Programming and Software Forum
Topic: Software for volatility handling
Replies: 2
Views: 38877

Software for volatility handling

actually, I'll be interested in this as well, most of this I've seen are in-house. I think Orc has something, but haven't looked into it.I'm not sure if the vol handling software by itself is any good without seeing the affect to the PnL, kind of a whatIf scenarios to their PnL.
by 2fingers
September 15th, 2008, 1:08 am
Forum: Trading Forum
Topic: Asia open on Sept 15 (and now Sept 30)
Replies: 9
Views: 50345

Asia open on Sept 15 (and now Sept 30)

might as well say asia is close today, korea is closed as well
by 2fingers
September 8th, 2008, 12:05 pm
Forum: Trading Forum
Topic: Successful entrepreneur looking to partner with a successful trader
Replies: 5
Views: 51776

Successful entrepreneur looking to partner with a successful trader

just curious, why did you use a nick called ctastartup1, would there be another startup later on using the nick ctastartup2?
by 2fingers
July 7th, 2008, 11:54 pm
Forum: Programming and Software Forum
Topic: tools to monitor linux performance/load remotely
Replies: 21
Views: 55532

tools to monitor linux performance/load remotely

mrtg http://oss.oetiker.ch/mrtg/ is one, it's not just for networks, u can set it to monitor cpu load..etc or even anything on the network with snmpi'm sure there're better ones now, search for it in sourceforge
by 2fingers
June 21st, 2008, 2:09 pm
Forum: Programming and Software Forum
Topic: Hard Excel Interview questions
Replies: 20
Views: 58230

Hard Excel Interview questions

<t>I was once asked if I dream about Excel when I sleep by a "trying to be funny manager", as I have to work with dozens of XXMb excels spreadsheets at any time. Unfortunately his assumption then was that I knew nothing about software design and software architectures. There's a misconception that i...
by 2fingers
May 19th, 2008, 11:47 am
Forum: Technical Forum
Topic: Implied Stock Borrowing Costs
Replies: 6
Views: 58151

Implied Stock Borrowing Costs

<t>Hi There, Would it be possible to get the borrowing cost from listed options then? Assuming we have the dividend and the implied vol. Maybe that would give you a nice BC curve with the different short dated listed options. Or by using the implied vol, we assume we know the BC already, which makes...
by 2fingers
May 2nd, 2008, 5:37 am
Forum: Programming and Software Forum
Topic: Bloomberg API Libraries
Replies: 8
Views: 62600

Bloomberg API Libraries

Hi All, I've just started to use the WAPI Bloomberg APIs as well, but anyone have any experience/tips in sending messages via the Bloomberg API as well? I know you can email to Bloomberg addresses as well, but I'll need to automate sending messages to their Bloomberg insteadthanks
by 2fingers
April 23rd, 2008, 6:32 am
Forum: Technical Forum
Topic: Implied Volatility smile for OTC contracts
Replies: 4
Views: 57459

Implied Volatility smile for OTC contracts

GFI has some FX Vol data, they look like 25 delta RR though.Try GFIVOLSINDEX in Reuters, or their data desk might have more
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