SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by terrorbyte
April 23rd, 2018, 3:31 pm
Forum: General Forum
Topic: Post-contract support
Replies: 37
Views: 2942

Re: Post-contract support

One other thing with the "free support". All organizations have staff turn over. Including governments. You will find that, post project delivery, circumstances will change within the organization and you will be brought back in again to re-train, fine tune, modify based on a changed specification e...
by terrorbyte
May 24th, 2016, 5:49 pm
Forum: General Forum
Topic: BGs | SBLCs | LCs | DLCs | PBs | BANK DRAFT ET AL GENUINELY BEING LEASED AND SOLD AT LOW RATES
Replies: 3
Views: 955

BGs | SBLCs | LCs | DLCs | PBs | BANK DRAFT ET AL GENUINELY BEING LEASED AND SOLD AT LOW RATES

I prefer tales about international fallen royalty etc.More imagination involved rather than just blasting big lists of acronyms and bullshyt.:-)
by terrorbyte
March 18th, 2016, 1:55 pm
Forum: Programming and Software Forum
Topic: The future for Excel VBA
Replies: 35
Views: 6833

The future for Excel VBA

;-)
by terrorbyte
March 17th, 2016, 5:54 pm
Forum: Programming and Software Forum
Topic: The future for Excel VBA
Replies: 35
Views: 6833

The future for Excel VBA

<r>Dweeb,re: Prototype that didn't make it into development. Below the belt blow but just soooooooo true!!!!!! I can't argue with it. <E>:-)</E> re: Standards. Nothing irritates me more than being sent someone else spreadsheet that "stopped working suddenly" and you open it up to find an absolute do...
by terrorbyte
March 17th, 2016, 2:27 pm
Forum: Programming and Software Forum
Topic: The future for Excel VBA
Replies: 35
Views: 6833

The future for Excel VBA

<r>Hmmmmm, this kind of speaks to a greater issue imo. The use of Excel and therefore the use of VBA. Excel is a great Swiss Army knife. It gets you into trouble but also solves a lot of problems. Right tool for the right job.For example, I still have not yet seen as good a reporting tool as Excel. ...
by terrorbyte
March 1st, 2016, 3:34 pm
Forum: General Forum
Topic: Hedging electricity price risk in Canada
Replies: 4
Views: 1500

Hedging electricity price risk in Canada

<t>A very big deal here is Liqiudity. I have seen people get caught with moderate positions on a cross border hedge and get spanked. The market moves against them and the slightest liquidation of a position moves the market further against them. PJM and the bigger markets are quite liquid. Canada is...
by terrorbyte
March 20th, 2012, 4:23 pm
Forum: Programming and Software Forum
Topic: Worst Apps and Systems ever seen in Finance!
Replies: 28
Views: 17869

Worst Apps and Systems ever seen in Finance!

<t>I worked for an energy trading software company. Their flagship product (that did Front, Middle and Back Office) supported every database known to man. Well, every database that MS Access ODBC supported. Because their original VB6/ Access platform was "super sized" to be VB6 => Access ODBC => Nam...
by terrorbyte
August 8th, 2011, 10:36 pm
Forum: Numerical Methods Forum
Topic: Spread Option with negative prices
Replies: 3
Views: 22452

Spread Option with negative prices

<t>andrepoorman,Suffering from Wind Generation in the West? ;-)This is a problem that is unique to the power markets. We are seeing them in MISO as well. I understand your problem but am surprised as the Spread Approximation is for forward deals. Whilst we have seen negative prices for sporadic hour...
by terrorbyte
August 6th, 2011, 12:11 pm
Forum: General Forum
Topic: Physical commodity trading
Replies: 9
Views: 20540

Physical commodity trading

electricity.
by terrorbyte
June 23rd, 2011, 2:10 pm
Forum: Technical Forum
Topic: How to calcualting Volatility for Power & Gas prices
Replies: 5
Views: 21558

How to calcualting Volatility for Power & Gas prices

<t>You have to understand what products are liquid. I use that term liberally for the power markets!For example, July and August 2011, On Peak are trading as individual months now. But July and Aug 2012, 13 etc are trading as a summer package. You can buy them separately but will pay a premium. So, ...
by terrorbyte
April 29th, 2011, 4:49 pm
Forum: Programming and Software Forum
Topic: Ubuntu in prod
Replies: 5
Views: 20787

Ubuntu in prod

I use Ubuntu for home and just upgraded to Natty this morning. As always, am extremely pleased with it!
by terrorbyte
February 25th, 2011, 5:14 pm
Forum: Programming and Software Forum
Topic: CPU Processing time
Replies: 12
Views: 23231

CPU Processing time

Slso, have a look at any indexes on the table as some data will be written twice (in the data file and index file). I would recommend taking indexes off the table, pounding the data in and then putting indexes on the table afterwards.
by terrorbyte
December 1st, 2010, 3:30 pm
Forum: Programming and Software Forum
Topic: Build a risk management system in Matlab, R, SAS or something else?
Replies: 11
Views: 25015

Build a risk management system in Matlab, R, SAS or something else?

I agree with Hansi. C# is great.And SAS is no better than MatLab or R.
by terrorbyte
August 4th, 2010, 3:18 pm
Forum: Programming and Software Forum
Topic: Ziggurat - Generate Random Normal Numbers
Replies: 20
Views: 30973

Ziggurat - Generate Random Normal Numbers

Why not use Mersenne Twister? It beats the DieHard tests and is quick.
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