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wdai03
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Joined: June 1st, 2011, 1:26 pm

3d graphs for trading/risk management?

June 13th, 2015, 4:35 pm

Any traders here monitor the risk on their exotic/hybrid books using 3d graphs? Managed to implement some pretty cool graphing tools using java, now just need some cross risks/gamma to monitor. Any particular ones that cause traders headaches?
 
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miquant
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3d graphs for trading/risk management?

August 26th, 2015, 7:45 pm

Interesting, can I ask you what kind of graph did you think about? Do you have any examples to share here?
 
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tags
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3d graphs for trading/risk management?

August 27th, 2015, 12:56 pm

java?
 
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AnalyticalVega
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3d graphs for trading/risk management?

August 30th, 2015, 4:56 am

Last edited by AnalyticalVega on August 29th, 2015, 10:00 pm, edited 1 time in total.
 
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Collector
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3d graphs for trading/risk management?

September 6th, 2015, 8:06 am

Yes I used 3D graphics to keep an eye on my risk since about 1990. Wingz was great:"clearly the spreadsheet of the future"When Steve developed the NeXT machines some investment bank divisions used these machines with Wingz...I used Wings here (1993 paper, and naturally in my trading), unfortunately only B&W print, you don't see the nice colors we had on our 3D graphics on the trading floors in the 90´s. The 3d graphics in excel still not up to the Wingz standard in my view... most 3D graphics best done in your head, environment friendly and paper free. And don't forget the 4th dimension (animation)...Very little seems to have happened in 3D graphics in risk modeling last 25 years...Well 3D printers are great to present your risk in real 3D at board meetings. Or if you forgot to 3D-print your risk before the board meeting remember to bring your 3D penWingz and also Java is a bit out now. Talented freestyle cross-gamma risk sketch with your 3D-pen in front of your risk manager or investors is the new new thing... A little side step: I also tried to investigate 3D CAD software a couple of years back. Not for risk management, but for making some 3D drawings of gedanken experiment set-ups. Here the software either had great capabilities but was not user-friendly (horrible user interface in my view in some of the top CAD software). Or it was easy to use and had way too low capabilities for what I wanted to do. Someone should redesign how to make CAD software very user friendly and still very powerful. Or may be it was just me. I only looked at about 8 different softwares, there could be such software already is out there.
Last edited by Collector on September 5th, 2015, 10:00 pm, edited 1 time in total.
 
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Cuchulainn
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3d graphs for trading/risk management?

September 8th, 2015, 7:53 am

QuoteSomeone should redesign how to make CAD software very user friendly and still very powerful. Or may be it was just me. I only looked at about 8 different softwares, there could be such software already is out there.Which packages did you look at? Most CAD packages are for engineering etc. so the people using them are draftsmen. How many quants can make a drawing of a house? The drawing is modified after it has been visualized, exported to CAM, NC machines etc.Maybe you need CAV== Visualisation? Maybe you don't need all the D part?I used VRML while back for ruled surfaces. It is now X3D but I have not used it. Depends on what you want.
Last edited by Cuchulainn on September 7th, 2015, 10:00 pm, edited 1 time in total.
 
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Collector
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3d graphs for trading/risk management?

September 8th, 2015, 10:42 am

QuoteHow many quants can make a drawing of a house? Probably very few, but most option traders can easily draw a nice house in 3D, even if some would say a bit original:Houses that takes into account tail-events!
Last edited by Collector on September 7th, 2015, 10:00 pm, edited 1 time in total.
 
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Cuchulainn
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3d graphs for trading/risk management?

September 8th, 2015, 11:09 am

QuoteOriginally posted by: CollectorQuoteHow many quants can make a drawing of a house? Probably very few, but most option traders can easily draw a nice house in 3D, even if some would say a bit original:Houses that takes into account tail-events!That's looking in from the outside. What about a real 3d model
Last edited by Cuchulainn on September 8th, 2015, 10:00 pm, edited 1 time in total.