Hi,Anybody aware of any good risk reporting / accounting system for listed option trading? I have checked Whentech and SuperDerivatives already but non of them have PnL Explanation Reports (T+1 PnL breakdown per greek) or live gamma/vega intraday PnL. ThanksGaurav

Hi There.I also want to apply Prais-Winston transformation. COuld you please help me out with this.RegardsGaurav

Hi Everybody,Thanks a lot for your valuable inputs. Regards,Gaurav

Hi All,I am working with rolling regression. lets say I am working with window size 10, 20 and so on. But is there any way by which we can say that particular window length (say 50) is optimal to use.RegardsGaurav

Hi Traden,Thanks for the reply. It helps me.Could you please provide some reading material on this?One more question: if the two series in question is say, price series and volume series then how can we exploit these two?RegardsGaurav

Hi ThereThanks for the replyYes I know that 48% is the expected value but the actual answer can be less or more than this number. So can we say something about the series if consistantly we are getting the actual number lower than 48% ?RegardsGaurav

<t>Hi All,I have very simple question. Suppose we have two series of numbers, say A and B. A has 60% positive numbers and B have 40% positive numbers. I define a product of A and B as C=A*B. Could you please tell me how many positive numbers are positive in C? To make it clear 40*60+(1-40)*(1-60) is...

Thanks for the reply. Could you please suggest some reading material from where I can start.Regards,Gaurav

Hi All,Could you please tell me what is Ambush Order? Where can I find something to understand it?Could you please tell me some research paper for the same.Regards,Gaurav

Thanks for the reply.Could you please refer me some research paper? It would be a great help for me.Regards,Gaurav

Thanks for the reply. But,1. how will I do that2. How will I decide the proportion of B, C, and D?Regards,Gaurav

<t>Hi All,I have the following problem:Suppose, a trader wants to buy instrument A but required quantity is not available in market. Now he consumes the available liquidity and for rest of the quantity of A he buys alternative intstruments (say B, C, D with equivalent exposure). Now over a period of...

HI all,I am typing some report in LATEX and if I put more than 18 tables then LATEX shows me errror. Can anybody help me to get rid of this. I want to include more tables.RegardsGaurav

I am typing my thesis in LATEX and I am able to put table of content, but it gives automated numbers. I donot want this I want Chapter1, Chapter2 instead. Please help me in this.RegardsGaurav

I can not write XLL because of some technical problems. I have to work with DLL