SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by trackstar
Yesterday, 12:58 pm
Forum: Off Topic
Topic: trackstar's Needle Exchange
Replies: 444
Views: 46906

Re: trackstar's Needle Exchange

Haha! Not yet. In that forest-river sanctuary where I often go, many people bring dogs, so I have observed various breeds (and mixed breeds) and spoken with a few dog owners. I think 2022 will be the year of the dog for me. Maybe even two dogs, so they can have fun playing together when I am busy. O...
by trackstar
January 23rd, 2021, 9:54 pm
Forum: Politics Forum
Topic: Biden and Harris - the first 100 days
Replies: 104
Views: 5783

Re: Biden and Harris - the first 100 days

not even a nod for Titus Andronicus though. Boo hoo! Next up for discussion: Free Speech! How is the Free Speech Union doing these days? Ready to help in the Great Battle of San Jose? ** and fun fact - certainly, money isn't everything, but the WHO does benefit from US participation. Now the questio...
by trackstar
January 23rd, 2021, 8:12 pm
Forum: Politics Forum
Topic: Biden and Harris - the first 100 days
Replies: 104
Views: 5783

Re: Biden and Harris - the first 100 days

I’m sure it’s all very important. That’s not the point. Rejoining is not going to be less divisive one week or one month from now - but this stuff is also at GOP-Dem party level and Congress, not the man in the street.  People want to know how much their stimulus checks will be and when will they a...
by trackstar
January 23rd, 2021, 7:30 pm
Forum: Politics Forum
Topic: Biden and Harris - the first 100 days
Replies: 104
Views: 5783

Re: Biden and Harris - the first 100 days

I can’t see a week making that much difference to climate change! But as they say, a week is a long time in politics, gotta keep those divisions going! Otherwise people might start being nice to each other! That one is an important nod to the world, in my opinion. We have a lot of domestic stuff to...
by trackstar
January 23rd, 2021, 7:24 pm
Forum: Politics Forum
Topic: Biden and Harris - the first 100 days
Replies: 104
Views: 5783

Re: Biden and Harris - the first 100 days

Very fast. And very symbolic. Symbolic of not really wanting to bring America together again. Here are listings of Executive Orders, by President and by Year, so it is easy to see what Biden has done this way, so far (9 EOs), and also what DT did in 2021 (14 EOs) and 2020 (69 EOs), as well as for t...
by trackstar
January 23rd, 2021, 1:27 pm
Forum: Off Topic
Topic: trackstar's Needle Exchange
Replies: 444
Views: 46906

Re: trackstar's Needle Exchange

Ten Keys just came out and there are a few reviews online. Not all would agree with his views, but thought provoking and a good project for the deep winter weeks ahead. : ) I am coming out of hibernation. Great stretch in the evenings. Good!  I did not hibernate, but have settled into a pretty good...
by trackstar
January 23rd, 2021, 1:04 pm
Forum: General Forum
Topic: EUR/USD X-Currency Swap Risks (XVA)
Replies: 1
Views: 91

Re: EUR/USD X-Currency Swap Risks (XVA)

Maybe take a look at some of the papers on SSRN - if you search for XVA, you will find a number of papers from about 2014 to the present - reading selectively will help get a grasp of the subject.   This one would be one place to start: KVA: Capital Valuation Adjustment - Green, Kenyon, and Dennis I...
by trackstar
January 23rd, 2021, 12:48 pm
Forum: Off Topic
Topic: trackstar's Needle Exchange
Replies: 444
Views: 46906

Re: trackstar's Needle Exchange

A new book recommendation for the winter reading list: Fundamentals: Ten Keys to Reality - Frank Wilczek I read his book,  A Beautiful Question  a few years ago. Ten Keys just came out and there are a few reviews online. Not all would agree with his views, but thought provoking and a good project fo...
by trackstar
January 23rd, 2021, 12:34 pm
Forum: Politics Forum
Topic: Biden and Harris - the first 100 days
Replies: 104
Views: 5783

Re: Biden and Harris - the first 100 days

Paris Climate Agreement Arctic National Wildlife Refugee Keystone XL Etc. Took one day to reverse everything :-) I guess it's no reason to panic with the vaccination programme design. The context has changed anyway and we have more useful information from countries which already started the program...
by trackstar
January 22nd, 2021, 10:07 pm
Forum: Politics Forum
Topic: Biden and Harris - the first 100 days
Replies: 104
Views: 5783

Re: Biden and Harris - the first 100 days

Another resource for the Biden-Harris Library: The New York Fed - Markets and Policy Implementation Statements, data, research reports, and more! Here is a hand picked selection for you:  Measuring Corporate Bond Market Dislocations - Number 957, January 2021 Just for the record, I am wearing soft b...
by trackstar
January 22nd, 2021, 1:05 pm
Forum: Politics Forum
Topic: Biden and Harris - the first 100 days
Replies: 104
Views: 5783

Re: Biden and Harris - the first 100 days

Look, the spin is going to be dramatic for awhile, all around. These are the sources I am going to right now - it's more time consuming, but at least tells you actual actions and votes. Certainly statements and press releases from The White House are deeply crafted and nuanced (I have worked on team...
by trackstar
January 20th, 2021, 10:44 pm
Forum: Off Topic
Topic: trackstar's Needle Exchange
Replies: 444
Views: 46906

Re: trackstar's Needle Exchange

You talking to me?
Nope - This was a public service announcement!

Know Your Rights - The Clash

do you know the intro to this song? No Art School boys here!
by trackstar
January 20th, 2021, 7:12 pm
Forum: Off Topic
Topic: trackstar's Needle Exchange
Replies: 444
Views: 46906

Re: trackstar's Needle Exchange

Roses are shining in Picardy In the hush of the morning dew Roses are shining in Picardy But there's never a rose like you Thank you - along with the inauguration, which went smoothly, this made my day. Also a footnote, to avoid confusion: In English, "to warrant" means "to merit," or even "to requ...
by trackstar
January 20th, 2021, 4:17 pm
Forum: Off Topic
Topic: trackstar's Needle Exchange
Replies: 444
Views: 46906

Re: trackstar's Needle Exchange

After reading a list of the last-minute Presidential pardons, I feel compelled: I hereby pardon all of you, in perpetuity . Even though most you have probably never done anything in your entire life to warrant such a pardon, you are now absolved for all potential future actions as well.  Imagine th...
by trackstar
January 20th, 2021, 5:00 am
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 4392
Views: 248094

Re: Trump -- the last 100 days

A Covid Casino here sounds good to me. A natural evolution! BTW: Do you remember Anthis? He was great company in that GFC era, but has been gone for a long time - maybe finished his PhD and got a real job. Anyway, will devise some wagering concepts and tracking systems during my little vacation. Hav...
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