RTRS and BBG will not be enough, I was looking for something much better. I am still open to any suggestions, thanks for weighing in guys.

132 views not one reply, you guys must be thinking deeply on this one, LOL. Please keep in mind that any advice would be greatly appreciated, thanks guys, hope someone rings in.

<t>I am looking for a data vendor, that has real time and historical futures tick data from all major exchanges. I require the easiest possible interface, customizable queries, cleaned relatively error free data, bid depth etc...to make data gathering quick and simple. Cost is no object, I seek the ...

<t>Well, you can approximate or back out the price time 1 for a change at time zero, which is precisely what the greeks do, of course it will only be a linear approximation of a non-linear function. IE/: (price time t)+ $Delta*(price change) + $Vega*(change in volatility)+ $theta*(number of periods)...

Could you elaborate. Specifically, some information regarding job search tools or a list of institutions which, hire entry level staff that posses the characteristics I have outlined, would be very useful. Thanks.

<t>I hold a degree in finance and have just finished a second bachelor's degree in math. I was thinking of continuing my education, but sometimes life carves you out a different path. I am geographically flexible, and hold the two degrees from a good Canadian university. Now, as graduation is approa...

<t>I am currently working as an RA and I was asked to make a course textbook from a collection of lecture notes. The format requested is LaTeX, and I have some, but limited, familiarity with it. I was wondering if anyone has some advice that could make my life easier, is there a template I can use f...

Wow, this is not what I expected. Almost 100 views and not one response. Come on, I now there are some traders out there holding out on me, please offer some advice. Thanks.

<t>Hi there;I was wondering if someone could offer me some advice. I am looking for a charting package that would enable me to overlay exchange rates, stocks, futures, and index data etc... I would like to plot multiple currencies, mixed data types, spreads, and multiple technical indicators on one ...

<t>yeah, well in finance practical minded people and traders frequently try to solve one simple equation :What I get on average=(P)*profit+(1-P)*loss; though the only problem is everything in the world effects each parameter, and each parameter effects every other parameter. As well, all of the para...

<t>I have found a paper that certainly does explain the usefulness of the topic, as applied to finance, on a practical level. Despite the abundance of comments suggesting that it is merely an interesting mathematical creation, there is some evidence to the contrary. Consider; Kuester, K., S. Mittnik...

<t>Yes, thanks a million I now have some things to think about and look at. Keep it coming. Any recent publications? BTW: "Mackbar, "beautiful theoretical results," another sure sign that the work is done for its academic potential rather than because it's of practical relevance!takingalpha, the cla...

<t>Uninteresting = Hey let us assume everything is normally distributed, and let us also ignore the dynamics in the tails.Uninteresting = Boring, overly, technical papers on CDS that extend the literature (ie/ go in circles and contribute little to existing literature) I find it difficult to formula...

I am wondering if anyone has any expertise in Extreme value theory and its applications to finance. If anyone knows of some interesting papers relating to this topic please post. Thanks for the help.