We normalize "the sharpe" using delta.I have some paper about this somewhere from 2003. Send me a PM if you want me to look in old backups

<t>Hi allAs a favour for a client of ours, we need to find a good online webbased portfolio system. I have been looking at google finance and yahoo, but this is for a pro. so support for futures, options, cost of carry, multiple currencies and that sort of stuff must be supported.I am beginning to d...

What a piece of BS.How to block a user?

<t>You are in for a real challenge here. There is a lot more to it than the db design, this is actually one of the smaller parts in a good portfolio system. There are 1000 of good packages of portfolio software, and quite a few online based as well, some of them free.Of course the do not cover multi...

<r>Recently there was a thread:<URL url="http://www.wilmott.com/messageview.cfm?catid=38&threadid=61923&FTVAR_MSGDBTABLE=Discussing"><LINK_TEXT text="http://www.wilmott.com/messageview.cfm? ... Discussing">http://www.wilmott.com/messageview.cfm?catid=38&threadid=61923&FTVAR_MSGDBTABL...

<t>3 important elements in Algo / Script trading to beat the competition running the same scripts:- place your server as close to the exchange as possible - then you will reach a good latency- Coding, convert all formulas to Nvidia Cuda and parallel execution (if they are suited for this)- Buy the b...

Take a look at:-Front Capital Systems-SoftCapital-Orc Software-Wall street systemsor-FinCad might be the way to go, if your wishes are very proprietary

Hello AlexLooks good. I think we could use this, so would appreciate a copy when you release this.My email is larsnsj AT gmail[DOT]com

<t>Been googling a bit for "Gamma hedging" but I seem to fail to find a good "real-world" exampleIf I for instance have a position like this.-Xetra (German stocks)-A mix of call/put options in stocks-Long Delta, 30000-One currency only-Hedge instrument would be the GDAX (index)For delta hedging I wo...

Try www.wealth-lab.com there you can try 100´s of scripts using all kind of moving averages, and you will probably reach the same conclusion as in your MC.So why read more on the topic?

<r>Hello MorcTake a look at Zonar - think this will cover your needs.<URL url="http://www.softcapital.com/Products.asp?enAfaik">http://www.softcapital.com/Products.asp?enAfaik</URL> it has real-time greeks, P/L contributions and also scenario analysis and the ability to execute through IB,FIX and Or...

<t>I don´t think one tool can do it, but a good combination of best of breed of products does itWe use Subversion as the basis for source repository. On top of this we use Redmine for the project management part redmine this integrates very well with subversion and you can access sources, changes, c...

<t>Many forex brokers are bucket shops like Saxo Bank. They are MarketMarkers against you.Their algorithms price currency pairs individually, and as above mentioned Saxo Bank they will also quote individual prices against you. Hence it is impossible to make an order for several pairs with atomicity....

<r>Mizhaelto judge from your questions, I really suggest that you read Nathenberg. This book will give you the guided tour and for instance all the questions you have posed here, and the background will be answered.I can quickly touch on the volatility issue, which is the factor that can change a Th...

Ehh.. What is qt?? and "what is cross-platform gui work"