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by alpher
August 24th, 2017, 10:31 am
Forum: Politics Forum
Topic: UK and the EU: In or out?
Replies: 2030
Views: 76494

Re: UK and the EU: In or out?

Is there an option to be far-center? Seeing how as someone from the so called Eastern Europe I'm both anti-UKIP and anti-EU.
by alpher
August 23rd, 2017, 7:36 pm
Forum: Programming and Software Forum
Topic: We've developed (free) software to predict volatility + other vital tools...
Replies: 33
Views: 4489

Re: We've developed (free) software to predict volatility + other vital tools...

^ To be fair, it's not that "easy" when someone lacks common sense. As you can see on the very few screenshots above: MSFT stock prices appear to be perfect example of random data. I'd adivse anyone who uses it to  1. hedge 2. be aware of "black swans"; 3. assume that prices are quite random("stocha...
by alpher
August 23rd, 2017, 4:26 pm
Forum: Programming and Software Forum
Topic: We've developed (free) software to predict volatility + other vital tools...
Replies: 33
Views: 4489

We've developed (free) software to predict volatility + other vital tools...

Hello, pls. PM if you want to test the software, here are some of the functionalities: Calculate the CDF or PDF of any data, including stock prices using the normal distribution, levy and lognormal: http://i.imgur.com/t4wGW5c.png http://i.imgur.com/380xYMI.png Calculate Sharpe ratio of your returns ...
by alpher
January 3rd, 2017, 9:17 pm
Forum: General Forum
Topic: An effective way to promote trading strategy without sounding like a complete scammer?
Replies: 1
Views: 462

An effective way to promote trading strategy without sounding like a complete scammer?

Long story short, I am trading from my own account, averaging about 11%/month (having high Sharpe/Sortino ratios too) but since I started with 'pennies'($2000, currently on slightly over $4000...) I'd like to leverage it by getting investments without sounding like a Ponzi scheme?  I'm 26, having a ...
by alpher
December 18th, 2016, 2:10 pm
Forum: General Forum
Topic: Does anyone has Bloomberg Optimization algorithm for yield curve construction
Replies: 4
Views: 883

Re: Does anyone has Bloomberg Optimization algorithm for yield curve construction

I don't. But know a guy from a Hong Kong HF who is using it. Pm if it's that important might try to email him and get what you want...
by alpher
December 18th, 2016, 2:06 pm
Forum: General Forum
Topic: Historical Market Data for Option Structures to Build Volatility Smile
Replies: 4
Views: 701

Re: Historical Market Data for Option Structures to Build Volatility Smile

I have bought some option data an year ago...can sell it for $50 - bought for $300 though. PM if interested 10x. 
by alpher
December 18th, 2016, 2:05 pm
Forum: General Forum
Topic: Thorp original article
Replies: 7
Views: 1132

Re: Thorp original article

Long story short:  Thorp advocated for the covered call strategy at times when nobody knew about it, he also suggested using the Kelly criterion for both card counting in black jack and covered calls.  So it will not help you that much...card counting is so well known these days every single casino ...
by alpher
July 3rd, 2015, 10:59 am
Forum: Trading Forum
Topic: How would you price a binary option?
Replies: 16
Views: 5188

How would you price a binary option?

<r>Aren't binary options the first derivative of vanilla options? Hence: the price of the binary option should follow the same change as the delta of a vanilla, not? Its gamma will be the analogy of delta in ordinary options and so on. So, I'd take your 1: Adjust based on vanilla...In any case: bina...
by alpher
July 3rd, 2015, 10:49 am
Forum: Trading Forum
Topic: Options: Buy/Sell Puts vs. Calls
Replies: 4
Views: 4598

Options: Buy/Sell Puts vs. Calls

<t>Thanks for the link, though kind of obvious. Also: big(large) caps are on the contrary cheaper due to the "overreaction" they create, aka the "Apple effect". This of course doesn't mean that everything in s&p500 or nasdaq 100 is cheaper. I am talking just the top of the top, usually: aapl, am...
by alpher
April 27th, 2013, 5:58 am
Forum: General Forum
Topic: you might as well buy that euroyen because it aint goin down
Replies: 76
Views: 15461

you might as well buy that euroyen because it aint goin down

Just a nice, friendly bump to stress the obvious: You're right...the yen got some highs there couples of days ago. I am yet to buy it though...but seems like you're on the right track...
by alpher
March 17th, 2013, 8:18 pm
Forum: Off Topic
Topic: those surprising cyprians
Replies: 29
Views: 8640

those surprising cyprians

<t>QuoteOriginally posted by: UltravioletCyprus has been a tax paradise for Russian mafia for years, but the country preferred to turn a blind eye to the provenience of the money they taxed. The fact that this will hit a common Ioannis Doenikis strongest is nothing new. Latvia's next?aren't they OEC...
by alpher
March 16th, 2013, 11:35 pm
Forum: General Forum
Topic: you might as well buy that euroyen because it aint goin down
Replies: 76
Views: 15461

you might as well buy that euroyen because it aint goin down

<t>no offense but this place sounds like the 80s....here are the arguments to defend my claim:1. hype towards Japan ("you should be learning japanese", "japanese property prices are going up", "those damn japanese...") etc.2. hype about hedge funds, computers with green screens and michael douglas.3...
by alpher
March 16th, 2013, 9:14 pm
Forum: General Forum
Topic: buying deep otm strangles & cheap vol?
Replies: 0
Views: 8138

buying deep otm strangles & cheap vol?

<t>what will be the optimal time to close a position like the long strangle (delta neu, long gamma, long vega...no idea about the rest...)? some notes:should not hold till expiry;shouldn't be too deep otm (no liquidity on deep otm);some options are usually underpriced (goog, aapl and the most volati...
by alpher
March 16th, 2013, 8:32 pm
Forum: General Forum
Topic: JPM vs Senate
Replies: 29
Views: 9773

JPM vs Senate

no shit - chase is the worst bank - they're fast on transfers but racketeers overall...psycho paranoids if you ask me. Wait....they're also rough traders.
by alpher
December 31st, 2012, 1:27 am
Forum: Programming and Software Forum
Topic: About c++, opencv and the overal state of today's intelligence...
Replies: 1
Views: 8993

About c++, opencv and the overal state of today's intelligence...

<t>ok so...i am starting this topic "cause im bored"...but recently had to work for some people that belong to a top US university, deal with artificial intelligence and c++ and...i wasn't impressed at all. To summarize the lessons learnt:1. they think that human-level artificial intelligence can be...
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