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rmax
Posts: 374
Joined: December 8th, 2005, 9:31 am

Re: Parodies for Traders, Programmers, and Scientists

November 27th, 2018, 11:21 am

Some of my faves from a simpler time. I have freely edited where I didn't like the scan/metre. 

"City Fever"
With appologies to John Masefield
I must go down to the city again, where the quotes are high and wide,
And all I ask is a long position with no risk of downside.
When the phones ring, the prices tank and the clients are shaking
And the grey looks on cash desks face; as on puts I’'m making

I must go down to the city again for my argumentative side
The fails costs, the finance fuckups that cannot be denied
And all I ask for is a timid pleb without a fucking clue
To bully into my way of thinking and shout until I'm blue

I must down to the city again, for the call of the trader life,
It's a wild call, a clear call and I'’m onto to my second wife.
The boozey lunches and late nights with a fellow-rover
A young retirement and no heart attack when my short career is over.

(c) rmax

Taking delta not hedging:
With sincere applogies to Stevie Smith

Nobody heard him, the sacked trader,
But still he was moaning:I was much longer than you thought
Taking delta not hedging.

Poor chap, he always loved eating
And now he's sacked
The risk system was open and abused since transfer day,
They said.

Oh, no no no, the risk system was open always
(Still the trader was moaning)
I was much longer all my career
Taking delta not hedging.
(c) rmax

The Day Liquidity Died
With sincere apologies to Don McLean!

A long time ago...I can still remember
How those charts made me smile
And I knew that if I had a chance
I could make those line charts dance
And maybe, I'd be happy for a while

But May came and made be shiver
With every contract I deliver
Bad news on CNBC
I could not wait and see
I can't remember if I cried
When I read of the deep downside
But something touched me deep inside
The day that liquidity died

So bye, bye Liquidity Supply
I sold Proctor and Gamble
But liquidity was dry
And those HFT guys were drinking whisky and rye
Singing this will be the day that we die, this will be the day that we die

Did you write Black Swan Taleb?
Do you have faith in god above?
If the SEC tell you so?
Do you believe in Black 'n Scholes
Can log normal save your mortal soul,
And can you win when you trade real slow?

Well I know that you traded with a hit
Because I saw your order in the pit
You waved around your palms
I love that you have no qualms
I was a lonely teenager earning a buck
With a pink carnation and an ass to suck
But I knew I was out of luck
The day liquidity died

I started singin',
So bye, bye Liquidity Supply
I sold Proctor and Gamble
But liquidity was dry
And those HFT guys were drinking whisky and rye
Singing this will be the day that we die,
this will be the day that we die

Now for 10 years we have been on our own
And fat cats get fat not by their own
But that not how it used to be
When Milken sang for the SEC
On the trades he bought from Boesky
And Drexel went to bankruptcy

And while Milken was looking down
Joseph Jett stole his thorny crown
The courtroom was adjourned;
No verdict was returned.
And while Jett wrote some books
Singapore some crooks
And Kobe went through some shooks
The day liquidity died

We were singin',
So bye, bye Liquidity Supply
I sold Proctor and Gamble
But liquidity was dry
And those HFT guys were drinking whisky and rye
Singing this will be the day that we die
this will be the day that we die

Now FX Options and a fake shelter
Excel Spreadsheets and a VaR melter
690 million and falling fast
It landed foul on the grass.
The Irish tried for a forward pass,
With Leeson on the sidelines in a cast.
Now the half-time air was sweet perfume
While the CDOs played a marching tune.
We all got up to dance,

Oh, but we never got the chance!
`cause Lehman tried to take the field;
Morgan Stanley refused some yield.
Do you recall what was revealed?
The day liquidity died
We were singin',

So bye, bye Liquidity Supply
I sold Proctor and Gamble
But liquidity was dry
And those HFT guys were drinking whisky and rye
Singing this will be the day that we die
this will be the day that we die
And we were all up a well known creek,
And Lloyd had begun to speak
With no time left to start again.
So come on: HFT be nimble and be quick
HFT don't read no candlestick
Cause time is the devil's only friend.

And as I watched him on the stage
My hands were clenched in fists of rage.
No angel born in hell
Could break that satan's spell.
And as the charts fell through the night,
I knew it would start the flight
That would see satan laugh with delight
The day liquidity died

We were singin',
So bye, bye Liquidity SupplyI sold Proctor and Gamble
But liquidity was dry
And those HFT guys were drinking whisky and rye
Singing this will be the day that we die,
this will be the day that we die

I met some guys who gave happy news
Even though they should've sang the blues
Now you cant get triple A
I traded with the sacred store
Where I had seen those charts years before
But the man there said the trades wouldn't play.
And in the streets the Greeks screamed
The lovers cried, and the poets schemed.
But not a word was spoken;
The reg standards were all broken.
And the man that I admire afar:
The father, son, and the golden star,
Caught the last train for old Utah
The day liquidity died
We were singin',

So bye, bye Liquidity Supply
I sold Proctor and Gamble
But liquidity was dry
And those HFT guys were drinking whisky and rye
Singing this will be the day that we die
this will be the day that we die
We were singin',
So bye, bye Liquidity Supply
I sold Proctor and Gamble
But liquidity was dry
And those HFT guys were drinking whisky and rye
Singing this will be the day that we die
this will be the day that we die
(c) rmax

Take a walk on the Buy Side
With apologies to the late great Lou Reed:

Pasternak came from SLK
Founded a company with Raquet
Got some investors on the way
Got some tech and some iron

He says, "Hey trade, take a walk on the Buy side"
He said, "Hey babe, take a walk on the wild side"

Python came in to the company
In the backoffice it was everybody's darlin'
But it never lost a thead
Even when it was giving hedge
It says, "Hey babe, take a walk on the Buy side"
It said, "Hey babe, take a walk on the wild side"
And the HFT boys goka-ching ka-ching ka-ka-ka ching....

HFT never once gave it away
Everybody had to pay and pay
A scalp here and a hustle there
Wall Street is THE place where they say
"Hey babe, take a walk on the wild side"
I said, "Hey trade, take a walk on the Buy side"

RLP came and hit the street
Lookin' for scalp and a place feed
Went to NYSE should've seen 'em bleed bleed bleed
They said, "Hey HFT, take a walk on the buy side"
I said, "Hey HFT, take a walk on the buy side"

Alright, huh
Knight is just speeding away
Thought she was Citadel for a day
Then I guess she had to crash
450MM would have helped that bash
They said, "Hey babe, take a walk on the buy side"
I said, "Hey babe, take a walk on the wild side"
And the HFT boys goka-ching ka-ching ka-ka-ka ching....
 
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Cuchulainn
Posts: 20254
Joined: July 16th, 2004, 7:38 am
Location: 20, 000

Re: Parodies for Traders, Programmers, and Scientists

November 27th, 2018, 1:06 pm

Python, nice fried python
Barbecue python, won't you send it down the line?
 
Say, everyone's talking 'bout Python
Python's a popular word
But anywhere you go, you're bound to find
A python ain't nothin' but a bird
 
Some people call it a language
That's the story I heard
But let 'em call it this and let 'em call it that
A python ain't nothin' but a turd
 
You can write  it, run it, debug it
Save it in Jupyter or powerpoint
Run it with ML, AI or Windows
But python's still what you got, boy
 
It was a dish for old Guido
Also rtucci the Third
But Rmax was smart, said, "you can't fool me
A python ain't nothin' but a turd"
 
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Cuchulainn
Posts: 20254
Joined: July 16th, 2004, 7:38 am
Location: 20, 000

Re: Parodies for Traders, Programmers, and Scientists

November 28th, 2018, 6:36 pm

 
User avatar
ExSan
Posts: 493
Joined: April 12th, 2003, 10:40 am

Re: Parodies for Traders, Programmers, and Scientists

July 10th, 2022, 11:54 am

There are more than 100,000 libraries in Python
°°° About ExSan bit.ly/3U5bIdq °°°
 
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bearish
Posts: 5188
Joined: February 3rd, 2011, 2:19 pm

Re: Parodies for Traders, Programmers, and Scientists

July 10th, 2022, 9:40 pm

There are more than 100,000 libraries in Python
I trust this observation was made in the Parodies forum for a reason. I’d say, as long as they’re all implemented correctly and well documented, that is a really compelling argument in favor of Python.
 
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ExSan
Posts: 493
Joined: April 12th, 2003, 10:40 am

Re: Parodies for Traders, Programmers, and Scientists

July 11th, 2022, 11:56 am

There are more than 100,000 libraries in Python
I trust this observation was made in the Parodies forum for a reason. I’d say, as long as they’re all implemented correctly and well documented, that is a really compelling argument in favor of Python.
You got it, though Python is overwhelming 
°°° About ExSan bit.ly/3U5bIdq °°°