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by neuroguy
December 5th, 2014, 1:50 pm
Forum: General Forum
Topic: CVA Market Practice
Replies: 5
Views: 3841

CVA Market Practice

<t>QuoteOriginally posted by: quantileThanks Gamal for your comments. I am hoping more people respond to these questions then I will achieve my objective of establishing the Market Practice, if there is one :-)This my be cynical, but my exposure to CVA (limited to seasoned professionals giving talks...
by neuroguy
December 4th, 2014, 8:32 am
Forum: General Forum
Topic: No new posts in the last two days
Replies: 15
Views: 5477

No new posts in the last two days

<t>QuoteOriginally posted by: daveangelQuoteOriginally posted by: GamalAgain. It's time to search for a new job, I'm afraid.i think you are right. derivatives are dead.Options and futures are as useful as ever. Swaps are alive and kicking. So I dont think derivatives are dead, unless by 'derivative'...
by neuroguy
November 28th, 2014, 6:19 am
Forum: Careers Forum
Topic: Software Companies (SunGuard, FINCAD, Super Derivatives)
Replies: 17
Views: 5609

Software Companies (SunGuard, FINCAD, Super Derivatives)

<t>QuoteOriginally posted by: finallytradingthanks, Gamal.I should have been more precise:I'm entry level, and they i've heard the range is 50-70 starting base.Would that be right? Also, do these companies pay bonuses?What do you mean by 'entry-level'?i.e. what qualifications do you have?If you are ...
by neuroguy
November 27th, 2014, 12:44 pm
Forum: Trading Forum
Topic: Looking for day traders only
Replies: 17
Views: 4464

Looking for day traders only

<t>QuoteOriginally posted by: tamannabegCBRtrade provides Leading Day Trading services. Access to capital for equities Trading that is more than anyone else in the industry. Membership Starts with only $1000 and Day trade Unlimited times. Prices are lower than in any other company. Also we are looki...
by neuroguy
November 26th, 2014, 6:36 am
Forum: Careers Forum
Topic: Undergraduate advice needed
Replies: 14
Views: 5491

Undergraduate advice needed

<t>QuoteOriginally posted by: vspQuoteOriginally posted by: slackerMy personal opinion which is probably not worth much is...It seems like the situation in Portugal is likely to get worse before getting better. How far ahead the rest of Europe is on this is also a gamble. In such a scenario you woul...
by neuroguy
November 20th, 2014, 6:58 am
Forum: Technical Forum
Topic: Is there a good way to predict using discrete fourier transform?
Replies: 4
Views: 4535

Is there a good way to predict using discrete fourier transform?

<t>1) are there cycles in the underlying price timeseries?2) can you model the covexity making use of only one free parameter? (i.e. model the curve based on price and convexity). If so then could you transform the price series into a convexity series?3) If 1 and 2 then you could try applying a wave...
by neuroguy
November 19th, 2014, 8:25 am
Forum: Careers Forum
Topic: Physics to Actuary to Quant?
Replies: 7
Views: 4545

Physics to Actuary to Quant?

<t>3. Normally people who think they are good at programming have perhaps a decent knowledge of the syntax of the code. In my experience however people who actually are good programmers are almost no longer aware of syntax, by which I mean they think in terms of algorithms, data structures and patte...
by neuroguy
November 18th, 2014, 6:02 am
Forum: General Forum
Topic: Why Einstein Wouldn't Play Dice With Monte Carlo Risk Simulations?
Replies: 79
Views: 7160

Why Einstein Wouldn't Play Dice With Monte Carlo Risk Simulations?

<t>QuoteOriginally posted by: MBSADVISORSChildish, I suspect not, judging from your past comments on other posts all you have to offer are wise cracks and a knack for stir up drama on this site.Jesus dude, stop taking yourself so seriously. Wise cracks is 50% of the value of the site. How else is a ...
by neuroguy
November 18th, 2014, 5:52 am
Forum: Careers Forum
Topic: Physics to Actuary to Quant?
Replies: 7
Views: 4545

Physics to Actuary to Quant?

<t>QuoteOriginally posted by: PolarCatastropheAs with most people making their first post, I'm looking into becoming a quant. I'll keep this post as short as possible.1. I hold a M.S. in Physics from a top 10 public school. I was on track (and passed all the qualifying exams) for a PhD.2. I decided ...
by neuroguy
November 17th, 2014, 2:00 pm
Forum: General Forum
Topic: Why Einstein Wouldn't Play Dice With Monte Carlo Risk Simulations?
Replies: 79
Views: 7160

Why Einstein Wouldn't Play Dice With Monte Carlo Risk Simulations?

<r>QuoteOriginally posted by: MBSADVISORSAs it is widely known, two of Einstein's most famous quotes are, God doesn't play dice with the universe and The definition of insanity is doing the same thing over and over again, but expecting different results. I wonder what he would have thought of the co...
by neuroguy
November 17th, 2014, 7:01 am
Forum: Trading Forum
Topic: transaction costs
Replies: 1
Views: 3526

transaction costs

<t>QuoteOriginally posted by: milanogood morning everyoneI would like to know what types of transaction costs should I consider for pairs trading strategy and what their percentages are.Thanks to all for the helpregardsDepends on what you are trading, with whom and what kind of business relationship...
by neuroguy
November 14th, 2014, 11:55 am
Forum: General Forum
Topic: What is the difference between market efficiency, market equilibrium, and no-arbitrage?
Replies: 9
Views: 4219

What is the difference between market efficiency, market equilibrium, and no-arbitrage?

<t>QuoteOriginally posted by: PaulSurely the delta-hedging, no-arbitrage argument wins on the grounds of parsimony of assumptions? And those assumptions are relatively respectable. It's also self contained in that it's about one underlying, and doesn't require assumptions about the entire market, th...
by neuroguy
November 14th, 2014, 7:39 am
Forum: General Forum
Topic: What is the difference between market efficiency, market equilibrium, and no-arbitrage?
Replies: 9
Views: 4219

What is the difference between market efficiency, market equilibrium, and no-arbitrage?

<t>QuoteOriginally posted by: acastaldoWhat R. C. Merton used to emphasize is that if the market is not in equilibrium that is sort of interesting to know but there may not be much that you or I can do about it, while if a no-arbitrage condition is violated there is clear profit opportunity that wil...
by neuroguy
November 14th, 2014, 7:35 am
Forum: General Forum
Topic: What is the difference between market efficiency, market equilibrium, and no-arbitrage?
Replies: 9
Views: 4219

What is the difference between market efficiency, market equilibrium, and no-arbitrage?

<t>Nice question.My understanding is that no arbitrage is a concept that can apply to any set of assets: The idea being that you can always create a portfolio of those assets conditional on a given risk that dominates (has higher return than) all other portfolios having the same non-diversifyable ri...
by neuroguy
November 13th, 2014, 6:27 am
Forum: General Forum
Topic: Return of the Random Walkers ?
Replies: 43
Views: 9609

Return of the Random Walkers ?

<r>QuoteOriginally posted by: Traden4AlphaQuoteOriginally posted by: CuchulainnQuoteOriginally posted by: Traden4AlphaQuoteOriginally posted by: HansiQuoteOriginally posted by: DominicConnorWe're easy to find because we take over the upstairs section, so the algorithm is:1: Go up a stair2: you see m...
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