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by royalflush
April 20th, 2020, 7:04 pm
Forum: Trading Forum
Topic: Eurostoxx 50 - Historical Dividend Data
Replies: 0
Views: 3462

Eurostoxx 50 - Historical Dividend Data

Hi guys, I want to test a strategy on the Eurostoxx50 Index, and I need to factor in historical dividend indexpoints. So what I am looking for are historical Dividend Points on the Eurostoxx50 Index. As I am a private person with no access to historical dividends, historical index constituents and e...
by royalflush
December 11th, 2017, 1:16 pm
Forum: Careers Forum
Topic: Lost my job - What's next?
Replies: 40
Views: 11993

Re: Lost my job - What's next?

I worked as a teacher and a tutor in math where I was focussing on students. All those MBA-, Ecocnomics students have to take lectures in math / statistics. It's giving them a hard time. That's something where I could help. I met a lot of people, it was fun.
HH ist just since a couple of month.
by royalflush
November 22nd, 2017, 11:53 am
Forum: Careers Forum
Topic: Lost my job - What's next?
Replies: 40
Views: 11993

Re: Lost my job - What's next?

After 3 years this topic needs a refresh. I am back in the industry. Not as trader, I am a headhunter now, focussing on banks. Let's see how that works.
by royalflush
March 3rd, 2017, 5:15 pm
Forum: Trading Forum
Topic: FX Forwads
Replies: 1
Views: 1061

FX Forwads

Hi, someone tells me how I can derive the pv of an fx forward by comparing the following 2 strategies: a) go long the fx forward to buy usd at time T in the future at no cost b) buy a zero usd with same ttm as the forward + borrow the forward price in euro at cost for the usd zero and borrow for the...
by royalflush
June 17th, 2015, 9:06 am
Forum: Trading Forum
Topic: Dispersion Trading
Replies: 1
Views: 4202

Dispersion Trading

Hi,I asume all was ATM when you have set it up. Which TTM did you use (just curious)? What is your target correlation exposure which you want to achieve?Kind regards
by royalflush
May 27th, 2015, 8:10 am
Forum: Trading Forum
Topic: Does commodity Futures have theta
Replies: 11
Views: 6127

Does commodity Futures have theta

<t>Hi,if there is an underlying cash instrument (like in equity indices) the future price converges towards the price of this cash instrument at maturity. I would call this theta. If you have hedged your futures position with the underlying cash basket on the other side you generate (or pay) financi...
by royalflush
December 8th, 2014, 8:08 am
Forum: Careers Forum
Topic: Lost my job - What's next?
Replies: 40
Views: 11993

Lost my job - What's next?

<r>The word "german" is essential - house is payed, have some cash but not tons of it. I need and I want to keep on working <E>:-)</E>. I could also think about working in other areas like risk or asset management or so. But if they look for people they ask for dedicated know how. Not the easiest th...
by royalflush
December 8th, 2014, 8:00 am
Forum: Trading Forum
Topic: barrier options vs turbo warrants
Replies: 3
Views: 3603

barrier options vs turbo warrants

This is how they do it. The bank is left with an overnight gap risk.
by royalflush
November 20th, 2014, 9:34 am
Forum: Trading Forum
Topic: barrier options vs turbo warrants
Replies: 3
Views: 3603

barrier options vs turbo warrants

<t>The way I see turbos is that they are securitized CFD with a guaranteed stop. As they almost have a 100% delta wherever spot is trading they can't be compared with normel DOP (i.e. as in bonus certificates) or similar structures. The reason for the 0 vega is driven by the payout structure.Alles k...
by royalflush
November 20th, 2014, 7:45 am
Forum: Careers Forum
Topic: Lost my job - What's next?
Replies: 40
Views: 11993

Lost my job - What's next?

I keep you posted
by royalflush
November 20th, 2014, 7:09 am
Forum: Careers Forum
Topic: Lost my job - What's next?
Replies: 40
Views: 11993

Lost my job - What's next?

Not that I am aware of.
by royalflush
November 20th, 2014, 7:03 am
Forum: Careers Forum
Topic: Lost my job - What's next?
Replies: 40
Views: 11993

Lost my job - What's next?

Buyside is something that I look into as well. It seems like with switching to risk management: They look for dedicated experience in asset management.
by royalflush
November 20th, 2014, 6:58 am
Forum: Careers Forum
Topic: Lost my job - What's next?
Replies: 40
Views: 11993

Lost my job - What's next?

- Hedging Delta1-, volatility- and light exotics exposure coming from customer activities in energy (CL, CO, NG), precius metals and softs. Would like to understand how gas and electrcity producer manage their exposure.
by royalflush
November 20th, 2014, 6:44 am
Forum: Careers Forum
Topic: Lost my job - What's next?
Replies: 40
Views: 11993

Lost my job - What's next?

<t>Risk management is a good topics. The issue with this is that they ask for experience in Risk Management. As I am a trader I know the basic concepts of course but other candidates who have worked in this area before seem to have an advantage.Loosing job in GER is possible. They will give you a ha...
by royalflush
November 19th, 2014, 11:53 am
Forum: Careers Forum
Topic: Lost my job - What's next?
Replies: 40
Views: 11993

Lost my job - What's next?

<t>OK, I'm 47 now and I worked for almost 20 years as an equity derivatives trader in Germany. 10 of those 20 years I was head of Desk in 3 Banks. I lost my job now and find that it's pretty hard to step in somewhere. My interest is on the commodity side but nobody even reacts on my mails/phonecalls...
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