Thanks Duffie, I ll try to figure out =)

Thanks for the help Zhou Xing! I ll try to look into the steps you provided and see what I could get =)

<t>Hey guys,Recently I'm working on a project to model some trading strategies. I have already done the computational part in C++, but obviously I don't want the user interface to be only command lines so that I'm trying to build a user-friendly interface in C# and then I could combine these two...B...

<t>Hello,Could anyone give me advice on materials/books/articles about Statistical Arbitrage? My understanding of it is that you long/short a basket of hundred of stocks, doing high frequent trading to make sure that all the risk factors(which may be very subjective) are close to 0... Is that true?....

<r>RagingBear,Thank you very much for your prompt response!As you said you that you have interviewed with the firm before, would you tell me in more detail about the contents of it? I reli like the firm culture and what they do(My background was deriv trading).Like: the details of the marketmaking t...

<r>Hey buddy,I'm going to the final round interview with IMC Pacific in Hong Kong this weekend.. Would you kindly advice me what the final round interview would be like? I was told there is Marketmaking test+Broker test+Simulation test.. But don't quite know what are they..I would very appreciate it...

<t>Hello all,I'm going to the final interview with this firm, IMC-trading(International Marketmarking Combination). It's said to be a top equity derivative house in the Europe.. But frankly I didn't know it and my former colleagues in GS neither (I was doing eq derivative there).. I'm going to inter...

Hello Mr. Melchi,Would you bother to send me your spreadsheet? Many thanks!yandong2020@gmail.com

Thanks daveangel! I guess you are right.

Thanks pcg! That only means the NDF market should be more liquid and with more participants.. But still, why is the volatility heightedn?...

<t>I could understand why FX traders trade spot, forward, but why they also trade swap?...For instance, GS AeJ Swap team would trade NDIRS on CNY, MYS, and common IRS on SGP, KRW.. What's the purpose behind trading them? facilitating client flow? I think by trading forward and spot the view on the c...

<t>I'm a beginner in Asian currency offshore trading.. I've found that the realized volatiltiy of the offshore NDF is higher than the onshore currency trading, what's the driving power behind?Is it just b/c : 1) the NDF market is not arbitragiable w/ the on shore market 2) most participants are spec...