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bucket
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Joined: May 27th, 2011, 11:16 am

Books on FX

September 29th, 2011, 5:45 am

Hi All,I have recently joined Rates & FX strategy team of a bank. I have got pretty decent knowledge of rates, but have zero knowledge in FX. Will appreciate if somebody can suggest me some good book on FX which starts from level zero.Thanks
 
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Hansi
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Joined: January 25th, 2010, 11:47 am

Books on FX

September 29th, 2011, 8:10 am

Check the book section of the forum.
 
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SierpinskyJanitor
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Joined: March 29th, 2005, 12:55 pm

Books on FX

September 29th, 2011, 9:06 am

Well done on your new role bucket, BTW, which in your opinion are the key references for a Strat in Rates?
 
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Hansi
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Joined: January 25th, 2010, 11:47 am

Books on FX

September 29th, 2011, 9:23 am

On the topic just got this in my e-mail from the BIS: http://www.bis.org/publ/mktc05.pdf
 
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SierpinskyJanitor
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Joined: March 29th, 2005, 12:55 pm

Books on FX

September 29th, 2011, 9:28 am

Quote stuffing:The practice of sending multiple orders in a short period of time with no real intention to transact. Orders are typically cancelled by the originator almost immediately. This tactic can be applied in the defensive mode to mask the originator's own trades or to slow down its competitors. It can also be applied in an offensive mode to fake an interest to trade, just to lure others into a deal, thereby exposing their market positioning and scanning the status of the order book. I wonder how much of the "quant" effort in this ALGO space is about obfuscation, anti-gaming, etc, etc... misguided criativity or just business? Thanks for you ref Hansi, however, we were promised Rates books bu the very author of this thread.... ( waiting! ).....
Last edited by SierpinskyJanitor on September 28th, 2011, 10:00 pm, edited 1 time in total.
 
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SierpinskyJanitor
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Joined: March 29th, 2005, 12:55 pm

Books on FX

October 1st, 2011, 9:55 am

Gents,apologies to bother but some help is needed (urgently!): besides "Brigo and Mercurio" what other refs do you recommend for Fixed-Income (IR/Credit) q-dev?cheers,Serp
 
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Cuchulainn
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Joined: July 16th, 2004, 7:38 am

Books on FX

October 2nd, 2011, 9:25 am

Piterbarg and Andersen. Did you see it?
 
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SierpinskyJanitor
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Joined: March 29th, 2005, 12:55 pm

Books on FX

October 2nd, 2011, 9:31 am

Thanks Cuch,will do now that you kindly mentioned,Cheers,Serp