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by dumbquant
December 13th, 2011, 11:30 am
Forum: Student Forum
Topic: Implied Volatility for same strike price for call and put
Replies: 31
Views: 38647

Implied Volatility for same strike price for call and put

Hi Ziggy,I have used the fwd as suggested by you. still I am getting the difference in put -call IV. File attached (click on continue. psswd rana2000 in both cases).Can you explain that?
by dumbquant
December 13th, 2011, 11:29 am
Forum: Student Forum
Topic: Implied Volatility for same strike price for call and put
Replies: 31
Views: 38647

Implied Volatility for same strike price for call and put

Hi Ziggy,I have used the fwd as suggested by you. still I am getting the difference in put -call IV. File attached (click on continue. psswd rana2000 in both cases).Can you explain that?
by dumbquant
July 13th, 2011, 3:15 am
Forum: Trading Forum
Topic: Bloomber question: How to get OMON data into a spreadsheet
Replies: 9
Views: 22651

Bloomber question: How to get OMON data into a spreadsheet

For historical data, use BDH function. Suppose u want last six month's data of SPX. Then the syntax would be BDH("SPX","LAST","13/01/2011","12/07/2011")All u need to know is right ticker for a particular security. Hope this helps. Thanks
by dumbquant
July 9th, 2011, 7:26 am
Forum: Careers Forum
Topic: Want to be a trader
Replies: 9
Views: 23122

Want to be a trader

<t>@PlasticSaber: Many thanks for your reply. The problem is out here in India that not many hedge funds are present. Secondly, I have left sales job 3 years back, so recruiters will reject my application for having no client base. (In fact it did happend recently, though I negotiated harder to conv...
by dumbquant
July 8th, 2011, 9:50 am
Forum: Careers Forum
Topic: Want to be a trader
Replies: 9
Views: 23122

Want to be a trader

@Martino: Many thanks for your reply. I have trading experience too, however NOT under a big umbrella (like GS, MS, Barcap etc.)What other profitable areas you are referring?Please reply. Thanks
by dumbquant
July 8th, 2011, 2:44 am
Forum: Careers Forum
Topic: Want to be a trader
Replies: 9
Views: 23122

Want to be a trader

Any reply please???
by dumbquant
July 7th, 2011, 2:22 am
Forum: Careers Forum
Topic: Want to be a trader
Replies: 9
Views: 23122

Want to be a trader

Hi Orbit,Thanks for your reply..though tis little disappointing..;-((You are saying this because of my age or not having adequet qualification or experience? Anybody else, please share your inputs. Thanks!
by dumbquant
July 3rd, 2011, 3:22 pm
Forum: Careers Forum
Topic: Want to be a trader
Replies: 9
Views: 23122

Want to be a trader

<t>Hi All,I am currently 31+ and I have spent seven years in capital market in different roles. I started with sales (that also Mutual fund sales) then got into ETF sales. I had a short stint as BA of treasury solution in an IT company. This way I got into product development role. I had traded with...
by dumbquant
January 27th, 2011, 8:49 am
Forum: Careers Forum
Topic: Singapore or Hong Kong?
Replies: 17
Views: 27493

Singapore or Hong Kong?

@twofish: are u from HK / Singapore? Actually I am also looking to relocate at singapore / HK from India. I can share my profile to you and based on that I shall be obliged if you can give some advice. Thanks in advance
by dumbquant
November 15th, 2010, 3:09 am
Forum: Student Forum
Topic: Risk Neutral Probabilities
Replies: 1
Views: 22410

Risk Neutral Probabilities

<t>Hi All,I am new to the quant finance and I have a question regarding risk neutral probability.From another forum (not wilmott) I came to know abt calculating risk neutral prob while valuing an option with strike K by following way.1. Simulate the price path (diffusion equation) using MC simulatio...