SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 207 matches

  • 1
  • 2
  • 3
  • 4
  • 5
  • 14
by Owais
June 10th, 2014, 11:12 am
Forum: Off Topic
Topic: Economists as Soccer Pundits Predict Brazil World Cup Win
Replies: 5
Views: 4266

Economists as Soccer Pundits Predict Brazil World Cup Win

<r><URL url="http://www.bloomberg.com/news/2014-06-09/economists-as-soccer-pundits-predict-brazil-world-cup-win.html"><LINK_TEXT text="http://www.bloomberg.com/news/2014-06-0 ... p-win.html">http://www.bloomberg.com/news/2014-06-09/economists-as-soccer-pundits-predict-brazil-world-cup-win.html</LINK...
by Owais
July 25th, 2012, 4:24 am
Forum: Student Forum
Topic: Put Call Ratios
Replies: 6
Views: 11827

Put Call Ratios

Check this outhttp://www.hamzeianalytics.com/
by Owais
July 17th, 2012, 10:04 am
Forum: Student Forum
Topic: VaR Fund of Funds
Replies: 13
Views: 12536

VaR Fund of Funds

Many Thanks Aaron
by Owais
July 16th, 2012, 4:49 am
Forum: Student Forum
Topic: VaR Fund of Funds
Replies: 13
Views: 12536

VaR Fund of Funds

Hi riskgurucould you please add some points on this stuff? as wellHansi: Thanks for your responseO
by Owais
July 13th, 2012, 2:38 pm
Forum: Student Forum
Topic: VaR Fund of Funds
Replies: 13
Views: 12536

VaR Fund of Funds

Thanks riskguru for your replyLets Say Weekly NAV Data for six months only, transparency is also an issue.Now How would you go for risk measure RegardsO
by Owais
July 11th, 2012, 4:09 am
Forum: Student Forum
Topic: VaR Fund of Funds
Replies: 13
Views: 12536

VaR Fund of Funds

Thanks Hansi for your reply :-)Looking at VaR will give me general idea under normal conditions how much should i expect to loose on my portfolio of FundsWill be great to see replies from risk experts on the forum
by Owais
July 10th, 2012, 3:02 pm
Forum: Student Forum
Topic: VaR Fund of Funds
Replies: 13
Views: 12536

VaR Fund of Funds

Anyone
by Owais
July 10th, 2012, 8:59 am
Forum: Student Forum
Topic: VaR Fund of Funds
Replies: 13
Views: 12536

VaR Fund of Funds

<t>Portfolio of Hedge funds say 10 hedge funds in a portfolio (Options, bonds, stocks, FX long/Short) are asset classes, what do you think for estimating Portfolio VaR of such a portfolio, which method would you suggest?secondly if i am having fund of (100 funds) only NAV makes sense to calculate Va...
by Owais
May 24th, 2012, 5:46 am
Forum: Off Topic
Topic: Facebook
Replies: 373
Views: 32817

Facebook

<r>Facebook's IPO: Thoughts On Momentum, Pricing And Valuation (It's Still No Buy)<URL url="http://www.forbes.com/sites/ericsavitz/2012/05/22/facebooks-ipo-thoughts-on-momentum-pricing-and-valuation-its-still-no-buy/"><LINK_TEXT text="http://www.forbes.com/sites/ericsavitz/ ... ll-no-buy/">http://ww...
by Owais
May 19th, 2012, 9:53 am
Forum: General Forum
Topic: JP Morgan- 2 billion trade loss
Replies: 121
Views: 21329

JP Morgan- 2 billion trade loss

<r>NNT ON JPM <YOUTUBE id="op92Wb_xmBU" url="http://www.youtube.com/watch?v=op92Wb_xmBU&feature=youtu.be"><URL url="http://www.youtube.com/watch?v=op92Wb_xmBU&feature=youtu.be"><LINK_TEXT text="http://www.youtube.com/watch?v=op92Wb_x ... e=youtu.be">http://www.youtube.com/watch?v=op92Wb_xmBU...
by Owais
May 11th, 2012, 12:43 pm
Forum: General Forum
Topic: JP Morgan- 2 billion trade loss
Replies: 121
Views: 21329

JP Morgan- 2 billion trade loss

QuoteOriginally posted by: rmaxMuch obliged and corrected!Whats going on with JPM VaR Value at Risk Team there? will you call it Model Error or what ? Guys thoughts please?
by Owais
May 9th, 2012, 5:17 am
Forum: Technical Forum
Topic: Parametric VaR for Non-Linear Products
Replies: 0
Views: 12926

Parametric VaR for Non-Linear Products

Hi AllWhat do you recommend for non-linear porfolios (FXOptions + Spot FX(L/S)), Which method of estimating VaR or CVaR?Using Parametric Method for non linear portfolio/product is not appropiate any comments please for a portfolio having linear and nonlinear products>?RegardsO
by Owais
April 8th, 2012, 9:34 am
Forum: Economics Forum
Topic: Bullish GOLD 1053.....What will be Next?
Replies: 101
Views: 130313

Bullish GOLD 1053.....What will be Next?

Interesting time now for Gold; mixed opinions from analysts and tradersNew QE Bets means rally on weak data.. lets see
  • 1
  • 2
  • 3
  • 4
  • 5
  • 14
GZIP: On