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by TraderJoe
September 19th, 2008, 5:24 pm
Forum: Technical Forum
Topic: Short selling constraint and options markets
Replies: 3
Views: 48448

Short selling constraint and options markets

So no puts?
by TraderJoe
September 19th, 2008, 5:20 pm
Forum: General Forum
Topic: Credit Derivatives & Subprime Crisis
Replies: 431
Views: 171798

Credit Derivatives & Subprime Crisis

FTSE rose by a record 8.8% today.Bailout could cost the US taxpayer $1trillion - while the fatcats who created this carnage walk away with their huge bonuses ! Looks like capitalism bailed out by socialism yet again.
by TraderJoe
September 19th, 2008, 4:43 pm
Forum: Student Forum
Topic: elegant Black Scholes proof
Replies: 9
Views: 52976

elegant Black Scholes proof

You mean derivation.
by TraderJoe
September 18th, 2008, 9:18 pm
Forum: Trading Forum
Topic: Article that explains what is happening
Replies: 13
Views: 51123

Article that explains what is happening

Bailout Nation.
by TraderJoe
September 18th, 2008, 9:11 pm
Forum: General Forum
Topic: Credit Derivatives & Subprime Crisis
Replies: 431
Views: 171798

Credit Derivatives & Subprime Crisis

<t>Government bailout imminent but will it be enough?QuoteInvestors shying from the risks of stocks turned to government-backed debt. On Wednesday, the 3-month Treasury bill -- considered one of the safest short-duration assets -- saw demand surge so high that its yield briefly dipped into negative ...
by TraderJoe
September 18th, 2008, 9:07 pm
Forum: Technical Forum
Topic: How investment bank deal with liquidity risk?
Replies: 5
Views: 49554

How investment bank deal with liquidity risk?

Jarrow and Protter have done some work on this, for example.
by TraderJoe
September 18th, 2008, 8:34 pm
Forum: General Forum
Topic: When are we going to see hedge funds blow up?
Replies: 20
Views: 52761

When are we going to see hedge funds blow up?

<t>QuoteOriginally posted by: twofishQuoteOriginally posted by: TraderJoeSome have billions of AUM and are highly leverage. Recall LTCM - when genius failed.A billion is not what it used to be. Lehman had $600 billion AUM. AIG has $1 trillion. Fannie and Freddie have securitized about $5 trillion. T...
by TraderJoe
September 18th, 2008, 7:51 pm
Forum: General Forum
Topic: When are we going to see hedge funds blow up?
Replies: 20
Views: 52761

When are we going to see hedge funds blow up?

QuoteOriginally posted by: twofishWhen hedge funds die, they crawl into some corner and quietly go **poof**. At this point they are much too small to bring down the world financial system.Some have billions of AUM and are highly leverage. Recall LTCM - when genius failed.
by TraderJoe
September 18th, 2008, 5:06 pm
Forum: Off Topic
Topic: Higgs boson - Large Hadron Collider (LHC)
Replies: 464
Views: 87080

Higgs boson - Large Hadron Collider (LHC)

"The great epiphany was realizing that the BPST instanton was exactly the Hopf fibration".
by TraderJoe
September 18th, 2008, 4:46 pm
Forum: Careers Forum
Topic: Will the profession of "Quant" die?
Replies: 60
Views: 61979

Will the profession of "Quant" die?

Well, I'm looking forward to the re-emergence of the quant field in a few years in the form of quant 2.0 .
by TraderJoe
September 18th, 2008, 4:32 pm
Forum: Trading Forum
Topic: Article that explains what is happening
Replies: 13
Views: 51123

Article that explains what is happening

QuoteOriginally posted by: JosephFrankI am trying to figure out a good article that explains what is happening in the market now as well as the impact of government intervention on theUS market. Can you recommend any?ft.com ?
by TraderJoe
September 17th, 2008, 9:17 pm
Forum: Off Topic
Topic: What is the left's obsession with dinosaurs? :)
Replies: 152
Views: 62756

What is the left's obsession with dinosaurs? :)

<t>QuoteOriginally posted by: CuchulainnQuoteOriginally posted by: farmerQuoteOriginally posted by: CuchulainnIt's possible, but why would God do that? As a puzzle for scientists?Creation is not a product of the laws of physics. Therefore, running the clock backwards on the laws of physics cannot pr...
by TraderJoe
September 17th, 2008, 9:03 pm
Forum: General Forum
Topic: I have come to bury TJ and not to praise him.
Replies: 45
Views: 52758

I have come to bury TJ and not to praise him.

You can't please everyone.
by TraderJoe
September 16th, 2008, 8:33 am
Forum: Book And Research Paper Forum
Topic: lulu.com
Replies: 440
Views: 253522

lulu.com

<t>QuoteOriginally posted by: mjon the second day of availability they have discounted by 22%What does this signal in terms of sales? I can think of at least three possibilities:i) High volume - flying out the door - so can discount to sell even more ii) Low volume (due to market crash) so need to d...
by TraderJoe
September 16th, 2008, 7:14 am
Forum: Careers Forum
Topic: Wall Street needs to hire some 'C' students
Replies: 30
Views: 54792

Wall Street needs to hire some 'C' students

<t>QuoteOriginally posted by: KackToodlesQuoteOriginally posted by: TraderJoeSo all those PhD's should have stayed in academia after all ? at least academics have somewhere to go after their firms go bankrupt. Do they though kacks ? Once again it's supply and demand, and last time I heard, physics d...
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