SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by Fermion
December 12th, 2012, 11:13 pm
Forum: Economics Forum
Topic: How can we deal with financial amnesia?
Replies: 17
Views: 10808

How can we deal with financial amnesia?

<t>QuoteOriginally posted by: Traden4AlphaQuoteOriginally posted by: FermionQuoteOriginally posted by: Traden4AlphaQuoteOriginally posted by: CuchulainnQuoteOriginally posted by: Traden4AlphaSo it's like 1736 all over again!This time it's different.This time we have fancy maths to save us!Which will...
by Fermion
December 12th, 2012, 10:39 pm
Forum: Economics Forum
Topic: How can we deal with financial amnesia?
Replies: 17
Views: 10808

How can we deal with financial amnesia?

<t>QuoteOriginally posted by: Traden4AlphaQuoteOriginally posted by: CuchulainnQuoteOriginally posted by: Traden4AlphaSo it's like 1736 all over again!This time it's different.This time we have fancy maths to save us!Which will make no difference if those who understand the math have no power or are...
by Fermion
December 12th, 2012, 6:50 pm
Forum: Student Forum
Topic: a quick question on the "risk free rate"
Replies: 9
Views: 9640

a quick question on the "risk free rate"

Well it depends on how you obtain the implied risk-free rate. Using my methods (matching implied vols for put and call) the results do not differ much for stable stocks but for stocks that are "in play" they differ greatly.
by Fermion
December 12th, 2012, 6:10 pm
Forum: Economics Forum
Topic: How can we deal with financial amnesia?
Replies: 17
Views: 10808

How can we deal with financial amnesia?

Who are "we"?Some people learn, others don't. But you can't measure that by the success or failure of economic policy because the latter is essentially determined by those with wealth who have short-term self-centered goals in mind, not the health of the economy.
by Fermion
December 10th, 2012, 6:29 pm
Forum: Student Forum
Topic: Volatility skew in local volatility models
Replies: 5
Views: 10672

Volatility skew in local volatility models

<t>There are two principal factors involved in the IV skew that you should take into account before reading any significance into any remaining skew. First asset price dynamics tends to be geometrical. Second, std dev increases as sqrt(T). To see if there is really any remaining skew and how it evol...
by Fermion
December 3rd, 2012, 9:57 pm
Forum: Off Topic
Topic: Hugh Hefner, age 86 is getting married again !!!!!
Replies: 99
Views: 13261

Hugh Hefner, age 86 is getting married again !!!!!

QuoteOriginally posted by: zerdnaPeople who annoy me are the type that makes a claim they are some kind of intellectual aristocracy, while they dont know anything and are uncapable of anything, even of a single original thought.Self-hatred is highly appropriate in your case.
by Fermion
November 26th, 2012, 11:01 pm
Forum: Off Topic
Topic: teach me to hate the jew
Replies: 63
Views: 11430

teach me to hate the jew

<t>QuoteOriginally posted by: katastrofaQuoteOriginally posted by: farmerI know you can easily name 20 famous people who are stupider and louder than Sarah Palin, and hated less.She's hated more because she's a woman in politics. Women in politics always get extra hate. It was apparent even among De...
by Fermion
November 22nd, 2012, 2:17 am
Forum: Off Topic
Topic: Ryan vs. Hillary 2016
Replies: 904
Views: 36753

Ryan vs. Hillary 2016

<t>QuoteOriginally posted by: zerdnaQuoteOriginally posted by: FermionQuoteOriginally posted by: zerdnaBreakdown of Latino vote as 2 to 1 roughly reflects the fact that about 60% of naturalized latinos receive government help.Idiot! Everyone in the USA receives government help.Well, coming from some...
by Fermion
November 21st, 2012, 6:10 pm
Forum: Off Topic
Topic: Ryan vs. Hillary 2016
Replies: 904
Views: 36753

Ryan vs. Hillary 2016

<t>QuoteOriginally posted by: zerdnaBreakdown of Latino vote as 2 to 1 roughly reflects the fact that about 60% of naturalized latinos receive government help.Idiot! Everyone in the USA receives government help.QuoteTurning white women has better probability of success than turning Latinos. To begin...
by Fermion
November 16th, 2012, 9:26 pm
Forum: Off Topic
Topic: How Romney lost his Waterloo
Replies: 173
Views: 14567

How Romney lost his Waterloo

QuoteOriginally posted by: EscapeArtist999Zerdna - this may have been covered elsewhere in the forums, but wuold you be prepared to reveal your association with Richard P. Feynman?Zerdna is a poser. That's all.
by Fermion
November 16th, 2012, 9:25 pm
Forum: Off Topic
Topic: How Romney lost his Waterloo
Replies: 173
Views: 14567

How Romney lost his Waterloo

<t>QuoteOriginally posted by: Traden4AlphaQuoteOriginally posted by: FermionQuoteOriginally posted by: Traden4AlphaQuoteOriginally posted by: FermionQuoteOriginally posted by: Traden4AlphaQuoteOriginally posted by: FermionQuoteOriginally posted by: Traden4AlphaPeople seem pathologically incapable of...
by Fermion
November 16th, 2012, 4:41 am
Forum: Off Topic
Topic: How Romney lost his Waterloo
Replies: 173
Views: 14567

How Romney lost his Waterloo

<t>QuoteOriginally posted by: Traden4AlphaQuoteOriginally posted by: FermionQuoteOriginally posted by: Traden4AlphaQuoteOriginally posted by: FermionQuoteOriginally posted by: Traden4AlphaPeople seem pathologically incapable of seeing the counterfactual implications of the debts that they have incur...
by Fermion
November 15th, 2012, 9:08 pm
Forum: Off Topic
Topic: How Romney lost his Waterloo
Replies: 173
Views: 14567

How Romney lost his Waterloo

<t>QuoteOriginally posted by: Traden4AlphaQuoteOriginally posted by: FermionQuoteOriginally posted by: Traden4AlphaPeople seem pathologically incapable of seeing the counterfactual implications of the debts that they have incurred. Once the money is gone, they find it bitterly unfair that they shoul...
by Fermion
November 15th, 2012, 8:13 pm
Forum: Off Topic
Topic: How Romney lost his Waterloo
Replies: 173
Views: 14567

How Romney lost his Waterloo

<t>QuoteOriginally posted by: Traden4AlphaPeople seem pathologically incapable of seeing the counterfactual implications of the debts that they have incurred. Once the money is gone, they find it bitterly unfair that they should have to repay it. Apparently you are still living under the delusion th...
by Fermion
November 15th, 2012, 3:52 pm
Forum: General Forum
Topic: Quant Research - Current trends
Replies: 18
Views: 11654

Quant Research - Current trends

<t>As regards Victor's question, I use both. I also echo Alan's sentiment. On the general question of whether quants are a dying breed, I don't know. But I do know that if they are it is because (1) they have singularly failed to solve the important problems and (2) big players are betting on techno...
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