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Posted: **February 23rd, 2011, 3:43 pm**

Hello experts, Can anyone list the steps for calculation PCA weighted butterfly trades. I have already calculated the PC1, PC2 and PC3.What would be the next steps for calculating the weights for the butterfly trade ?Any document listing the process would be great.Thanks.

Posted: **February 23rd, 2011, 5:36 pm**

What mkt is this in?

Posted: **February 23rd, 2011, 5:41 pm**

developing

Posted: **February 23rd, 2011, 8:44 pm**

Sorry, I meant what asset class?

Posted: **February 24th, 2011, 6:14 am**

What is the list of asset classes this method is used for? I know that it's widely used with IRS, Bonds. I'd be surprised with equity vol as spreads are not tight enough. anything else?thanks

Posted: **February 24th, 2011, 12:35 pm**

I am looking for IRS

Posted: **February 24th, 2011, 4:44 pm**

Send me a PM with your email address and I'll send you smth.

Posted: **February 25th, 2011, 1:14 pm**

I'm also interested in this if anyone has any info on it.

Posted: **February 26th, 2011, 12:56 pm**

QuoteOriginally posted by: thedocI'm also interested in this if anyone has any info on it.Well, you know what to do then ?

Posted: **May 30th, 2011, 5:05 am**

if nybdy got the document, kindly do let me know. i want to have the PCA document.

Posted: **May 30th, 2011, 9:22 am**

i am also ,also interested in the PCA document.

Posted: **May 30th, 2011, 10:18 am**

Well, y'all know what to do then, right?

Posted: **September 17th, 2011, 3:16 pm**

Hi I am interested in any doc you may have that outlines PCA component determination mechanics and application to butterfly trading. I really appreciate your guidance.thanks

Posted: **September 18th, 2011, 8:42 am**

Well, you also know what to do, right?