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by hayes
November 20th, 2008, 12:04 pm
Forum: General Forum
Topic: Futures of Futures Exchange
Replies: 8
Views: 47080

Futures of Futures Exchange

<t>Short to medium term migration from complex OTCs towards flow products.Continued DMA of smaller / EM exchanges.Improved access to dark pool liquidity. Project Rainbow type MTFsIncreased focus on future algo trading strategies as equity algo trading strategies mature.I think the future of futures ...
by hayes
November 20th, 2008, 10:13 am
Forum: Off Topic
Topic: WallE
Replies: 3
Views: 45994

WallE

I love that film! I can't help but do a WallE impression everytime my girlfriend starts up her powerbook.She doesn't find it as amusing as I do. Clearly there is something wrong with her.
by hayes
October 29th, 2008, 8:52 am
Forum: Trading Forum
Topic: VOW
Replies: 23
Views: 49844

VOW

STOXX Adjusts VW Free Float Factor in the DJ STOXX Indexes The adjustment will be effective as of the opening of trading on Friday, October 31, 2008
by hayes
October 27th, 2008, 6:50 am
Forum: General Forum
Topic: Enforceability of Credit Default Swaps
Replies: 10
Views: 48871

Enforceability of Credit Default Swaps

QuoteOriginally posted by: koffieboerSurely some smaller companies / hedge funds must have come in immediate liquidity problems. Was it an overrated fear? Anyone care to give me some info or links to articles about this? Thanks.HereAnd Here
by hayes
October 22nd, 2008, 11:41 am
Forum: General Forum
Topic: Enforceability of Credit Default Swaps
Replies: 10
Views: 48871

Enforceability of Credit Default Swaps

<t>QuoteOriginally posted by: shrizvi12One would only buy CDS from an institution which has higher credit than the one on whose CDS is being bought.But if that logic were strictly followed then nobody would be able to buy a CDS for the underlying with the highest rating because who would be able to ...
by hayes
October 17th, 2008, 2:14 pm
Forum: Trading Forum
Topic: Is there an "Identifier standard" for tradable products?
Replies: 2
Views: 47580

Is there an "Identifier standard" for tradable products?

Listed future and option trades have the RIC codes, cedel codes and then a unique exchange ID for each order sent to the exchange. These usually give you enough to differentiate between the products when connecting to an exchange or STPing to an order book/ RMS.
by hayes
October 15th, 2008, 9:50 am
Forum: General Forum
Topic: Government Funding and Future Derivatives Business
Replies: 3
Views: 47496

Government Funding and Future Derivatives Business

<t>QuoteOriginally posted by: monkeydustCDS clearing house(s) and exchanges this yearLots of organisations showing an interest in starting a CDS clearing house(s), there will probably be a lot of consolidation and non-starters over the next year or so, but so far the list includes:Knight Capital - v...
by hayes
October 10th, 2008, 9:42 am
Forum: Off Topic
Topic: Working in London today?
Replies: 4
Views: 47657

Working in London today?

I like all of Farmer's postings - He truly is the "Angriest man in the room".
by hayes
October 9th, 2008, 8:19 pm
Forum: Off Topic
Topic: Working in London today?
Replies: 4
Views: 47657

Working in London today?

<t>If you fancy hanging out with art students in Che Guevara t-shirts and chatting up chicks who don't shave their armpits:March on the City - Socialist Workers Party"We won’t bail out the bankers"Friday 10 October 4-6pmAssemble at the Bank of England, Threadneedle St, London EC2RJust what you need ...
by hayes
October 5th, 2008, 1:02 pm
Forum: General Forum
Topic: What Would Jesus Do?
Replies: 34
Views: 51796

What Would Jesus Do?

QuoteOriginally posted by: torontosimpleguyStrange they didn't mention directly about derivative pricing.Maybe they've been reading some of the WIlmott forums and got scared.
by hayes
October 3rd, 2008, 10:59 am
Forum: Trading Forum
Topic: We're obsessed with the wrong models
Replies: 74
Views: 57230

We're obsessed with the wrong models

<t>QuoteOriginally posted by: outrunthe strong growth in algorithmic trading, datamining & statistical methods (empirical methods) is the evolutionary answer to those flawed academic idealized views on market behavior.We need to be careful about those kind of assumptions. Not wanting to join the...
by hayes
October 3rd, 2008, 10:39 am
Forum: General Forum
Topic: A side funny
Replies: 2
Views: 48156

A side funny

"Why didn't I buy Google instead? Like Stalin!"Brilliant
by hayes
October 3rd, 2008, 10:31 am
Forum: General Forum
Topic: rash of hedge fund layoffs
Replies: 4
Views: 49942

rash of hedge fund layoffs

<t>Well seeing as hedge funds have lots of nice rules to retain capital investment, (fines/fees for early withdrawl etc) and a significant part of a hedge fund employee's salary is performance related, it'll probably be a lean year for a lot of people, but with fewer redundancies than the banking se...
by hayes
October 2nd, 2008, 8:40 pm
Forum: General Forum
Topic: congress morons
Replies: 97
Views: 59783

congress morons

<t>QuoteOriginally posted by: MarsdenSetting aside for a moment concerns that people are likely to be laid off in huge batches soon, it will be interesting to see how quickly the credit crunch starts affecting day-to-day things. It's a shame the first effect of the credit crunch wasn't a 5 cents ris...
by hayes
October 2nd, 2008, 8:06 am
Forum: General Forum
Topic: congress morons
Replies: 97
Views: 59783

congress morons

<t>The new bill is being sold as broader economic relief rather than the "Bailout Bill" which American voters resented apparently. And I thought New Labour were the kings of spin.QuoteOriginally posted by: jomniThis bailout might turn into a toxic derivative itself if it becomes overly complicated. ...
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