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by shatinanalytics
July 5th, 2011, 2:29 am
Forum: Trading Forum
Topic: Telvent DTN NxCore Pricing
Replies: 2
Views: 22344

Telvent DTN NxCore Pricing

I use their historical service for development purposes which has a one day delay. I was about to switch to the live version again but the pricing seems much higherthan when I previously subscribed to live data.
by shatinanalytics
July 3rd, 2011, 10:39 pm
Forum: Trading Forum
Topic: Telvent DTN NxCore Pricing
Replies: 2
Views: 22344

Telvent DTN NxCore Pricing

If anyone uses the Telvent DTN NxCore product what are their costs? I used them a couple of years ago for live data and Itried to get new service and it was much more expensive. I just want to know if the costs really went up.Thanks,
by shatinanalytics
June 3rd, 2011, 7:28 pm
Forum: Programming and Software Forum
Topic: Matrix Calculations in Managed Code (eg C#)
Replies: 27
Views: 25668

Matrix Calculations in Managed Code (eg C#)

Look here for examples calling NAG Fortran DLL from C# code:http://www.nag.co.uk/numeric/csharpinfo.asp
by shatinanalytics
June 3rd, 2011, 6:14 am
Forum: Programming and Software Forum
Topic: Matrix Calculations in Managed Code (eg C#)
Replies: 27
Views: 25668

Matrix Calculations in Managed Code (eg C#)

<r>I use Numerical Algorithms Group's Fortran Library which can be called from C# code.They have about 25 functions related to matrix calculations along with hundreds ofother functions that all calculate very fast.You can find more info at: <URL url="http://www.nag.co.uk/numeric/FL/nagdoc_fl22/html/...
by shatinanalytics
March 25th, 2011, 2:24 pm
Forum: Trading Forum
Topic: put/call strategy
Replies: 2
Views: 24534

put/call strategy

<t>A downside put and a downside call hedged delta neutral are the same thing disregarding dividend issues. I would suggest looking for downside skew trades that look cheap. For example if you can sell atm optionsand buy downside puts in a ratio without giving up much IV points then that will probab...
by shatinanalytics
March 25th, 2011, 2:16 pm
Forum: Trading Forum
Topic: How do I trade forward implied vol?
Replies: 15
Views: 31785

How do I trade forward implied vol?

If are a volatility trader and you do a calendar spread with the same size and strike then you will have gamma hedging issues as the front part of the legnears expiration. You will be short gamma with the stock near strike and finding yourself anti-scalping as the market moves around strike.
by shatinanalytics
March 25th, 2011, 2:08 pm
Forum: Trading Forum
Topic: equity derivatives trading
Replies: 4
Views: 26314

equity derivatives trading

Sheldon Natenberg - Option Volatility and Pricing Strategies is a good start
by shatinanalytics
March 24th, 2011, 11:20 am
Forum: Programming and Software Forum
Topic: C# Numerical Library
Replies: 14
Views: 33883

C# Numerical Library

I use NAG Fortran Mark 22 dll's in C# for all my quant tasks
by shatinanalytics
March 24th, 2011, 8:05 am
Forum: Careers Forum
Topic: Hedge Fund Recruiters
Replies: 0
Views: 20414

Hedge Fund Recruiters

I live in NYC and was wondering what are the best recruiters for finding trading/development jobs at Hedge Funds in the area?