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by 2fingers
May 19th, 2008, 11:47 am
Forum: Technical Forum
Topic: Implied Stock Borrowing Costs
Replies: 6
Views: 58700

Implied Stock Borrowing Costs

<t>Hi There, Would it be possible to get the borrowing cost from listed options then? Assuming we have the dividend and the implied vol. Maybe that would give you a nice BC curve with the different short dated listed options. Or by using the implied vol, we assume we know the BC already, which makes...
by 2fingers
May 2nd, 2008, 5:37 am
Forum: Programming and Software Forum
Topic: Bloomberg API Libraries
Replies: 8
Views: 63236

Bloomberg API Libraries

Hi All, I've just started to use the WAPI Bloomberg APIs as well, but anyone have any experience/tips in sending messages via the Bloomberg API as well? I know you can email to Bloomberg addresses as well, but I'll need to automate sending messages to their Bloomberg insteadthanks
by 2fingers
April 23rd, 2008, 6:32 am
Forum: Technical Forum
Topic: Implied Volatility smile for OTC contracts
Replies: 4
Views: 57931

Implied Volatility smile for OTC contracts

GFI has some FX Vol data, they look like 25 delta RR though.Try GFIVOLSINDEX in Reuters, or their data desk might have more
by 2fingers
March 5th, 2008, 2:13 pm
Forum: Trading Forum
Topic: Algoritmic trading strategies are unsustainable?
Replies: 31
Views: 68814

Algoritmic trading strategies are unsustainable?

<t>Why not think of this as simply an additional marketing ploy. I'm sure there are clients who trust a computer more than a trader, and vice versa. Sell them the "experienced trader with the trading touch" if your client doesn't like computers. When all your competitors have a "algo trading system"...
by 2fingers
March 5th, 2008, 3:54 am
Forum: Programming and Software Forum
Topic: Auto login to Bloomberg
Replies: 1
Views: 60117

Auto login to Bloomberg

Hi All, Has anyone tried automatically logging into Bloomberg? I don't have to use a login token btw, just a username/password. Maybe some kind of keystroke can be applied to the screen with VB?thanks.
by 2fingers
February 13th, 2008, 6:18 am
Forum: Trading Forum
Topic: Property Derivative Option Pricing
Replies: 18
Views: 66096

Property Derivative Option Pricing

<t>Hi All, I'm actually interested in the Residential index, HK to be precise. This index uses repeat sales of the property in question, and there are no rental yield component in the index. It's tradeable over OTC at the moment as a swap. However, options is coming up next in line, so want to ask f...
by 2fingers
December 13th, 2007, 10:13 am
Forum: Technical Forum
Topic: Hedging Quonto options
Replies: 30
Views: 198238

Hedging Quonto options

<t>I've always been curious on where you get the correlation between exchange rate (X) and the underlying asset (S). I've seen trader's using numbers pulled out of somewhere that hasn't been updated for years. Is it because these factors have little effect on the option's price, so nobody cares, or ...
by 2fingers
December 5th, 2007, 1:17 pm
Forum: Trading Forum
Topic: Best stocks for recession time
Replies: 11
Views: 64721

Best stocks for recession time

short ETFs, Proshares I think has them
by 2fingers
November 24th, 2007, 3:45 am
Forum: Programming and Software Forum
Topic: Collecting tick data from Reuters or Bloomberg
Replies: 10
Views: 70151

Collecting tick data from Reuters or Bloomberg

<r>how bout writing a generic RTD function to save into text file/database or whatever you want, can take the data from excel directly, no matter if it comes from RTGet or Bloomberg's own RTD server. <URL url="http://msdn2.microsoft.com/en-us/library/aa140061%28office.10%29.aspx"><LINK_TEXT text="ht...
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