NUCLEAR PHYNANCEBOOKS & PAPERSTRADINGPRICING & MODELLINGGENERALEVENTSTRASHCAN Sell the highs, buy the lows, take their money, bash their nose. 1,536. 20,227. 2021-05-30 11:26. by jiuer7845. Pricing & Modelling. Little swap, will you be nice and tell me please, what is your price?

NUCLEAR PHYNANCE

A website for students dedicated to various aspects of pricing and modelling. Various resources for graduate studies in economics. Includes a collection of lecture notes on micro- and macroeconomics, mathematics and econometrics. A collection of papers revolving

NUCLEAR PHYNANCE

Display threads for: Mark all threads as read

NUCLEAR PHYNANCE

Posted: 2021-04-30 13:22 AUM, origin story, locations, and timing sounds like PDT Partners. Strat and HQ doesn't sound right, but they may HQ in London for tax.

NUCLEAR PHYNANCE

Tepper, 46, a former Goldman Sachs Group Inc. junk bond trader. who founded Appaloosa in Chatham, New Jersey, made $510 million and. James Simons of New York-based Renaissance Technologies Corp. pulled in about $500 million, Alpha reported. ``The wealth being

NUCLEAR PHYNANCE

by kavya986. Best books of 2020. 23. 2,982. pj. 2021-05-28 17:19. by kavya986. Possibly we ought to consider Arturas Karnisovas at his term: he feckless centre-manage carrying out Pretty very little and boasting even a lot less. 1.

NUCLEAR PHYNANCE

For simplicity assume two coefficients with form: y = b1*x1 + b2*x2. Model is also linear in reality if it matters. Let's also say feeds that provide data for x1 and x2 have known latencies L1 and L2 where L1 != L2. Now the decision: I can generate my dataset with idealized server timestamps, or I can generate the data with simulated arrival

NUCLEAR PHYNANCE

Posted: 2021-05-03 00:57 It's just pattern of life analysis over huge amounts of data. I daresay they have an awful lot of straight up pattern matching stuff hidden in there, too.

NUCLEAR PHYNANCE

Plus, theirs is a very integrated product, you basically have one client and that's it. No DB Servers, no nothing. Very impressive product. Pricing wise, for the things you want you are looking around 1,100 EUR a month would be my guess (just a guess, don't quote me on that). However, they offer a NUCLEAR PHYNANCEBOOKS & PAPERSTRADINGPRICING & MODELLINGGENERALEVENTSTRASHCAN Sell the highs, buy the lows, take their money, bash their nose. 1,536. 20,227. 2021-05-30 11:26. by jiuer7845. Pricing & Modelling. Little swap, will you be nice and tell me please, what is your price?

NUCLEAR PHYNANCE

A website for students dedicated to various aspects of pricing and modelling. Various resources for graduate studies in economics. Includes a collection of lecture notes on micro- and macroeconomics, mathematics and econometrics. A collection of papers revolving

NUCLEAR PHYNANCE

Display threads for: Mark all threads as read

NUCLEAR PHYNANCE

Posted: 2021-04-30 13:22 AUM, origin story, locations, and timing sounds like PDT Partners. Strat and HQ doesn't sound right, but they may HQ in London for tax.

NUCLEAR PHYNANCE

Tepper, 46, a former Goldman Sachs Group Inc. junk bond trader. who founded Appaloosa in Chatham, New Jersey, made $510 million and. James Simons of New York-based Renaissance Technologies Corp. pulled in about $500 million, Alpha reported. ``The wealth being

NUCLEAR PHYNANCE

by kavya986. Best books of 2020. 23. 2,982. pj. 2021-05-28 17:19. by kavya986. Possibly we ought to consider Arturas Karnisovas at his term: he feckless centre-manage carrying out Pretty very little and boasting even a lot less. 1.

NUCLEAR PHYNANCE

For simplicity assume two coefficients with form: y = b1*x1 + b2*x2. Model is also linear in reality if it matters. Let's also say feeds that provide data for x1 and x2 have known latencies L1 and L2 where L1 != L2. Now the decision: I can generate my dataset with idealized server timestamps, or I can generate the data with simulated arrival

NUCLEAR PHYNANCE

Posted: 2021-05-03 00:57 It's just pattern of life analysis over huge amounts of data. I daresay they have an awful lot of straight up pattern matching stuff hidden in there, too.

NUCLEAR PHYNANCE

Plus, theirs is a very integrated product, you basically have one client and that's it. No DB Servers, no nothing. Very impressive product. Pricing wise, for the things you want you are looking around 1,100 EUR a month would be my guess (just a guess, don't quote me on that). However, they offer a

NUCLEAR PHYNANCE

Posted: 2021-04-30 13:22 AUM, origin story, locations, and timing sounds like PDT Partners. Strat and HQ doesn't sound right, but they may HQ in London for tax.

NUCLEAR PHYNANCE

Display threads for: Mark all threads as read

NUCLEAR PHYNANCE

My problem is the math formulation. Example. At T = 0, I sold a call c for 1000 and bought stocks for 900. Let's say stock value dropped from 900 to 850 by T = expiration. Hence, my P&L would be: 1000 - (900 - (900-850)) = 150. The formula in the book would have you do: 1000 -

(900 -

NUCLEAR PHYNANCE

by deeds. Jacobians in risk management. 6. 876. pj. 2021-01-15 15:44. by ronin. neutralizing vega coming from a set of VIX options. 3.

NUCLEAR PHYNANCE

Posted: 2020-05-28 20:30 There is a mathematical answer, and there is a real world answer. In the real world, a strategy that is flat is returning zero. Just plug zeros in the time series.

NUCLEAR PHYNANCE

For simplicity assume two coefficients with form: y = b1*x1 + b2*x2. Model is also linear in reality if it matters. Let's also say feeds that provide data for x1 and x2 have known latencies L1 and L2 where L1 != L2. Now the decision: I can generate my dataset with idealized server timestamps, or I can generate the data with simulated arrival

NUCLEAR PHYNANCE

Plus, theirs is a very integrated product, you basically have one client and that's it. No DB Servers, no nothing. Very impressive product. Pricing wise, for the things you want you are looking around 1,100 EUR a month would be my guess (just a guess, don't quote me on that). However, they offer a

NUCLEAR PHYNANCE

Scalability is a major consideration. Many many groups produce Medallion+ returns but on tiny capital bases. Doing 100% a year on $1mn isn't exactly legendary-worthy. Also regarding Two Sigma and the like, you have to remember that many hedge funds keep separate

insider-only funds.

NUCLEAR PHYNANCE

Hypothetical: suppose you are looking to build out a small team of 2-3 people who are well-versed in the more obscure nuances of option price & volatility modeling, probably on an 'independent contractor'/freelance basis. Paying these people is out of your pocket, so trying to find an area with a good balance of modern university programs in QF

NUCLEAR PHYNANCE

Self-balancing binary tree is OK for sparse book. Usually the best designs will rely on a mix of domain-specific bounds or book distribution properties to preallocate everything in fixed size arrays and minimize the number of pages moving up the IO hierarchy. You don't want to chase pointers because that is slow. NUCLEAR PHYNANCEBOOKS & PAPERSTRADINGPRICING & MODELLINGGENERALEVENTSTRASHCAN Sell the highs, buy the lows, take their money, bash their nose. 1,536. 20,227. 2021-05-30 11:26. by jiuer7845. Pricing & Modelling. Little swap, will you be nice and tell me please, what is your price?

NUCLEAR PHYNANCE

A website for students dedicated to various aspects of pricing and modelling. Various resources for graduate studies in economics. Includes a collection of lecture notes on micro- and macroeconomics, mathematics and econometrics. A collection of papers revolving

NUCLEAR PHYNANCE

by kavya986. Best books of 2020. 23. 2,982. pj. 2021-05-28 17:19. by kavya986. Possibly we ought to consider Arturas Karnisovas at his term: he feckless centre-manage carrying out Pretty very little and boasting even a lot less. 1.

NUCLEAR PHYNANCE

Posted: 2021-05-01 07:48 So after battling the problem today, I have new slightly unorthodox idea. Timescale is nice because out-of-order inserts are handled well, it can handle very high insert rates, and there is an efficient system for chunking the data and compressing

older slices.

NUCLEAR PHYNANCE

Display threads for: Mark all threads as read

NUCLEAR PHYNANCE

For simplicity assume two coefficients with form: y = b1*x1 + b2*x2. Model is also linear in reality if it matters. Let's also say feeds that provide data for x1 and x2 have known latencies L1 and L2 where L1 != L2. Now the decision: I can generate my dataset with idealized server timestamps, or I can generate the data with simulated arrival

NUCLEAR PHYNANCE

Recorded underneath are the three most regular errors an understudy makes while endeavoring an exploration paper. 1.Incorrect reference design. You need to recognize your sources in the task. Most understudies do that yet frequently tragically utilize some unacceptable organization. The expert homework help paper specialists

are very much aware

NUCLEAR PHYNANCE

It's kind-of the same thing. Generally, traded quantity is supposed to be more 'natural', in the sense that it is the aggregate of a mindless crowd. A bit like molecules in a gas. You have no idea what any one of them will do individually, but the gas is completely predictable and

simple.

NUCLEAR PHYNANCE

Sign in Username: Passphrase: Log in automatically Please read the

Phorum Guidelines

NUCLEAR PHYNANCE

Tepper, 46, a former Goldman Sachs Group Inc. junk bond trader. who founded Appaloosa in Chatham, New Jersey, made $510 million and. James Simons of New York-based Renaissance Technologies Corp. pulled in about $500 million, Alpha reported. ``The wealth being NUCLEAR PHYNANCEBOOKS & PAPERSTRADINGPRICING & MODELLINGGENERALEVENTSTRASHCAN Sell the highs, buy the lows, take their money, bash their nose. 1,536. 20,227. 2021-05-30 11:26. by jiuer7845. Pricing & Modelling. Little swap, will you be nice and tell me please, what is your price?

NUCLEAR PHYNANCE

A website for students dedicated to various aspects of pricing and modelling. Various resources for graduate studies in economics. Includes a collection of lecture notes on micro- and macroeconomics, mathematics and econometrics. A collection of papers revolving

NUCLEAR PHYNANCE

by kavya986. Best books of 2020. 23. 2,982. pj. 2021-05-28 17:19. by kavya986. Possibly we ought to consider Arturas Karnisovas at his term: he feckless centre-manage carrying out Pretty very little and boasting even a lot less. 1.

NUCLEAR PHYNANCE

Posted: 2021-05-01 07:48 So after battling the problem today, I have new slightly unorthodox idea. Timescale is nice because out-of-order inserts are handled well, it can handle very high insert rates, and there is an efficient system for chunking the data and compressing

older slices.

NUCLEAR PHYNANCE

Display threads for: Mark all threads as read

NUCLEAR PHYNANCE

For simplicity assume two coefficients with form: y = b1*x1 + b2*x2. Model is also linear in reality if it matters. Let's also say feeds that provide data for x1 and x2 have known latencies L1 and L2 where L1 != L2. Now the decision: I can generate my dataset with idealized server timestamps, or I can generate the data with simulated arrival

NUCLEAR PHYNANCE

Recorded underneath are the three most regular errors an understudy makes while endeavoring an exploration paper. 1.Incorrect reference design. You need to recognize your sources in the task. Most understudies do that yet frequently tragically utilize some unacceptable organization. The expert homework help paper specialists

are very much aware

NUCLEAR PHYNANCE

It's kind-of the same thing. Generally, traded quantity is supposed to be more 'natural', in the sense that it is the aggregate of a mindless crowd. A bit like molecules in a gas. You have no idea what any one of them will do individually, but the gas is completely predictable and

simple.

NUCLEAR PHYNANCE

Sign in Username: Passphrase: Log in automatically Please read the

Phorum Guidelines

NUCLEAR PHYNANCE

Tepper, 46, a former Goldman Sachs Group Inc. junk bond trader. who founded Appaloosa in Chatham, New Jersey, made $510 million and. James Simons of New York-based Renaissance Technologies Corp. pulled in about $500 million, Alpha reported. ``The wealth being

NUCLEAR PHYNANCE

by kavya986. Best books of 2020. 23. 2,982. pj. 2021-05-28 17:19. by kavya986. Possibly we ought to consider Arturas Karnisovas at his term: he feckless centre-manage carrying out Pretty very little and boasting even a lot less. 1.

NUCLEAR PHYNANCE

Posted: 2021-05-01 07:48 So after battling the problem today, I have new slightly unorthodox idea. Timescale is nice because out-of-order inserts are handled well, it can handle very high insert rates, and there is an efficient system for chunking the data and compressing

older slices.

NUCLEAR PHYNANCE

Posted: 2021-04-30 13:22 AUM, origin story, locations, and timing sounds like PDT Partners. Strat and HQ doesn't sound right, but they may HQ in London for tax.

NUCLEAR PHYNANCE

My problem is the math formulation. Example. At T = 0, I sold a call c for 1000 and bought stocks for 900. Let's say stock value dropped from 900 to 850 by T = expiration. Hence, my P&L would be: 1000 - (900 - (900-850)) = 150. The formula in the book would have you do: 1000 -

(900 -

NUCLEAR PHYNANCE

Posted: 2021-05-12 03:01 Add more data, alternative data, economic releases and how to weigh their importance is a big project alone. Matlab is more than enough but python is much better for data cleaning so if you need to clean data u better start learning python.

NUCLEAR PHYNANCE

The final set of parameters is determined as the average of the 4. Not that it is very important: the calibrations are quite similar. Correlation of daily returns with SPY is 42%, monthly -14% and annual -65%. The main performance statistics are as

NUCLEAR PHYNANCE

Plus, theirs is a very integrated product, you basically have one client and that's it. No DB Servers, no nothing. Very impressive product. Pricing wise, for the things you want you are looking around 1,100 EUR a month would be my guess (just a guess, don't quote me on that). However, they offer a

NUCLEAR PHYNANCE

Only around 20 are "important". 200 simulations resulted due to optimizing hyperparameters ( I tried other models too) and adding more features (started with 10). The strategy is pretty simple : predict the direction of next day and trade. I haven't tried optimizing bet size and others things.

NUCLEAR PHYNANCE

HFR (hedge fund research) There are a few others but thats a good cross section. Be careful, though, as the databases dont categorize with the same semantics, so it's hard to keep everything nice and tidy. In house, we had to design our own data aggregator to take funds that appear in different databases and classify then in a uniform way.

NUCLEAR PHYNANCE

Posted: 2005-10-31 15:19 Looking for macro kung fu in terms of understanding events and being able to formulate a view based on sound logic. can someone suggest a structured and efficient way to learn macro principles, cutting through the b.s. ? NUCLEAR PHYNANCEBOOKS & PAPERSTRADINGPRICING & MODELLINGGENERALEVENTSTRASHCAN Sell the highs, buy the lows, take their money, bash their nose. 1,536. 20,227. 2021-05-30 11:26. by jiuer7845. Pricing & Modelling. Little swap, will you be nice and tell me please, what is your price?

NUCLEAR PHYNANCE

A website for students dedicated to various aspects of pricing and modelling. Various resources for graduate studies in economics. Includes a collection of lecture notes on micro- and macroeconomics, mathematics and econometrics. A collection of papers revolving

NUCLEAR PHYNANCE

by deeds. Jacobians in risk management. 6. 876. pj. 2021-01-15 15:44. by ronin. neutralizing vega coming from a set of VIX options. 3.

NUCLEAR PHYNANCE

Display threads for: Mark all threads as read

NUCLEAR PHYNANCE

My problem is the math formulation. Example. At T = 0, I sold a call c for 1000 and bought stocks for 900. Let's say stock value dropped from 900 to 850 by T = expiration. Hence, my P&L would be: 1000 - (900 - (900-850)) = 150. The formula in the book would have you do: 1000 -

(900 -

NUCLEAR PHYNANCE

It's kind-of the same thing. Generally, traded quantity is supposed to be more 'natural', in the sense that it is the aggregate of a mindless crowd. A bit like molecules in a gas. You have no idea what any one of them will do individually, but the gas is completely predictable and

simple.

NUCLEAR PHYNANCE

Tepper, 46, a former Goldman Sachs Group Inc. junk bond trader. who founded Appaloosa in Chatham, New Jersey, made $510 million and. James Simons of New York-based Renaissance Technologies Corp. pulled in about $500 million, Alpha reported. ``The wealth being

NUCLEAR PHYNANCE

Plus, theirs is a very integrated product, you basically have one client and that's it. No DB Servers, no nothing. Very impressive product. Pricing wise, for the things you want you are looking around 1,100 EUR a month would be my guess (just a guess, don't quote me on that). However, they offer a

NUCLEAR PHYNANCE

Posted: 2007-08-15 00:17 does anyone have access to "capital growth with security" by. Leonard C. MacLean, Rafael Sanegre, Yonggan Zhao and William T. Ziemba. Journal of Economic Dynamics and Control, 2004, vol. 28, issue 5, pages 937-954

NUCLEAR PHYNANCE

Hey guys, there is a huge big party that is going to happen and a lot of billionaires were coming, We are looking for an agency which can provide us good beautiful girls for our guest's entertainment. KatherreenBooster. Banned. Total Posts: 2. Joined: Apr 2021. Posted: 2021-04-02 18:03. I will be more happy to help you out to find out the

best

NUCLEAR PHYNANCEBOOKS & PAPERSTRADINGPRICING & MODELLINGGENERALEVENTSTRASHCAN Sell the highs, buy the lows, take their money, bash their nose. 1,536. 20,227. 2021-05-30 11:26. by jiuer7845. Pricing & Modelling. Little swap, will you be nice and tell me please, what is your price?

NUCLEAR PHYNANCE

A website for students dedicated to various aspects of pricing and modelling. Various resources for graduate studies in economics. Includes a collection of lecture notes on micro- and macroeconomics, mathematics and econometrics. A collection of papers revolving

NUCLEAR PHYNANCE

by deeds. Jacobians in risk management. 6. 876. pj. 2021-01-15 15:44. by ronin. neutralizing vega coming from a set of VIX options. 3.

NUCLEAR PHYNANCE

Display threads for: Mark all threads as read

NUCLEAR PHYNANCE

My problem is the math formulation. Example. At T = 0, I sold a call c for 1000 and bought stocks for 900. Let's say stock value dropped from 900 to 850 by T = expiration. Hence, my P&L would be: 1000 - (900 - (900-850)) = 150. The formula in the book would have you do: 1000 -

(900 -

NUCLEAR PHYNANCE

It's kind-of the same thing. Generally, traded quantity is supposed to be more 'natural', in the sense that it is the aggregate of a mindless crowd. A bit like molecules in a gas. You have no idea what any one of them will do individually, but the gas is completely predictable and

simple.

NUCLEAR PHYNANCE

Tepper, 46, a former Goldman Sachs Group Inc. junk bond trader. who founded Appaloosa in Chatham, New Jersey, made $510 million and. James Simons of New York-based Renaissance Technologies Corp. pulled in about $500 million, Alpha reported. ``The wealth being

NUCLEAR PHYNANCE

Plus, theirs is a very integrated product, you basically have one client and that's it. No DB Servers, no nothing. Very impressive product. Pricing wise, for the things you want you are looking around 1,100 EUR a month would be my guess (just a guess, don't quote me on that). However, they offer a

NUCLEAR PHYNANCE

Posted: 2007-08-15 00:17 does anyone have access to "capital growth with security" by. Leonard C. MacLean, Rafael Sanegre, Yonggan Zhao and William T. Ziemba. Journal of Economic Dynamics and Control, 2004, vol. 28, issue 5, pages 937-954

NUCLEAR PHYNANCE

Hey guys, there is a huge big party that is going to happen and a lot of billionaires were coming, We are looking for an agency which can provide us good beautiful girls for our guest's entertainment. KatherreenBooster. Banned. Total Posts: 2. Joined: Apr 2021. Posted: 2021-04-02 18:03. I will be more happy to help you out to find out the

best

NUCLEAR PHYNANCE

Sign in Username: Passphrase: Log in automatically Please read the

Phorum Guidelines

NUCLEAR PHYNANCE

My problem is the math formulation. Example. At T = 0, I sold a call c for 1000 and bought stocks for 900. Let's say stock value dropped from 900 to 850 by T = expiration. Hence, my P&L would be: 1000 - (900 - (900-850)) = 150. The formula in the book would have you do: 1000 -

(900 -

NUCLEAR PHYNANCE

Joined: Jun 2005. Posted: 2020-06-22 17:22. @geometric_Flow. Your line of proof is more correct than mine, but your conclusion must be just the reverse -. type-II is linked to money loss (model is wrong, but you make trade and lose), while. type-I is linked to the loss of opportunity (model is correct, but you miss the trade). What is a man.

NUCLEAR PHYNANCE

It's kind-of the same thing. Generally, traded quantity is supposed to be more 'natural', in the sense that it is the aggregate of a mindless crowd. A bit like molecules in a gas. You have no idea what any one of them will do individually, but the gas is completely predictable and

simple.

NUCLEAR PHYNANCE

For simplicity assume two coefficients with form: y = b1*x1 + b2*x2. Model is also linear in reality if it matters. Let's also say feeds that provide data for x1 and x2 have known latencies L1 and L2 where L1 != L2. Now the decision: I can generate my dataset with idealized server timestamps, or I can generate the data with simulated arrival

NUCLEAR PHYNANCE

Plus, theirs is a very integrated product, you basically have one client and that's it. No DB Servers, no nothing. Very impressive product. Pricing wise, for the things you want you are looking around 1,100 EUR a month would be my guess (just a guess, don't quote me on that). However, they offer a

NUCLEAR PHYNANCE

Posted: 2007-08-15 00:17 does anyone have access to "capital growth with security" by. Leonard C. MacLean, Rafael Sanegre, Yonggan Zhao and William T. Ziemba. Journal of Economic Dynamics and Control, 2004, vol. 28, issue 5, pages 937-954

NUCLEAR PHYNANCE

HFT is about being first in the queue. If you are the first, you make money. If you are second, it's 50-50. Third or worse, you lose money. And there are only so many queues. So it's a bit like that African proverb - it's not about running faster than the lion, it's about running faster than the other guy.

NUCLEAR PHYNANCE

In the UK the statutory is 1 week notice for the first 2y (although almost everyone gives 1-3m contractual notice period). At worst case it's two verbal warnings and one written before you can tin. You have no separate health insurance costs*. Still, 1-3 months notice

NUCLEAR PHYNANCE

Hey guys, there is a huge big party that is going to happen and a lot of billionaires were coming, We are looking for an agency which can provide us good beautiful girls for our guest's entertainment. KatherreenBooster. Banned. Total Posts: 2. Joined: Apr 2021. Posted: 2021-04-02 18:03. I will be more happy to help you out to find out the

best

NUCLEAR PHYNANCEBOOKS & PAPERSTRADINGPRICING & MODELLINGGENERALEVENTSTRASHCAN Sell the highs, buy the lows, take their money, bash their nose. 1,536. 20,227. 2021-05-30 11:26. by jiuer7845. Pricing & Modelling. Little swap, will you be nice and tell me please, what is your price?

NUCLEAR PHYNANCE

A website for students dedicated to various aspects of pricing and modelling. Various resources for graduate studies in economics. Includes a collection of lecture notes on micro- and macroeconomics, mathematics and econometrics. A collection of papers revolving

NUCLEAR PHYNANCE

How much it can cost? hft-time2021. Total Posts: 2. Joined: Feb 2021. Posted: 2021-03-01 11:33. i find westernpips.com software. check maybe

it can use.

NUCLEAR PHYNANCE

by deeds. Jacobians in risk management. 6. 876. pj. 2021-01-15 15:44. by ronin. neutralizing vega coming from a set of VIX options. 3.

NUCLEAR PHYNANCE

Display threads for: Mark all threads as read

NUCLEAR PHYNANCE

1. free. 2. linkable to free real time quote providers, e.g. google. 3. some technical charting. 4. notifications tools by email. might sound dumb for private trading but this volatility can wipe out anything. 5. ability to dig news providers (e.g. bloomberg, etc) by

specific words.

NUCLEAR PHYNANCE

My problem is the math formulation. Example. At T = 0, I sold a call c for 1000 and bought stocks for 900. Let's say stock value dropped from 900 to 850 by T = expiration. Hence, my P&L would be: 1000 - (900 - (900-850)) = 150. The formula in the book would have you do: 1000 -

(900 -

NUCLEAR PHYNANCE

It's kind-of the same thing. Generally, traded quantity is supposed to be more 'natural', in the sense that it is the aggregate of a mindless crowd. A bit like molecules in a gas. You have no idea what any one of them will do individually, but the gas is completely predictable and

simple.

NUCLEAR PHYNANCE

Tepper, 46, a former Goldman Sachs Group Inc. junk bond trader. who founded Appaloosa in Chatham, New Jersey, made $510 million and. James Simons of New York-based Renaissance Technologies Corp. pulled in about $500 million, Alpha reported. ``The wealth being

NUCLEAR PHYNANCE

Plus, theirs is a very integrated product, you basically have one client and that's it. No DB Servers, no nothing. Very impressive product. Pricing wise, for the things you want you are looking around 1,100 EUR a month would be my guess (just a guess, don't quote me on that). However, they offer a NUCLEAR PHYNANCEBOOKS & PAPERSTRADINGPRICING & MODELLINGGENERALEVENTSTRASHCAN Sell the highs, buy the lows, take their money, bash their nose. 1,536. 20,227. 2021-05-30 11:26. by jiuer7845. Pricing & Modelling. Little swap, will you be nice and tell me please, what is your price?

NUCLEAR PHYNANCE

A website for students dedicated to various aspects of pricing and modelling. Various resources for graduate studies in economics. Includes a collection of lecture notes on micro- and macroeconomics, mathematics and econometrics. A collection of papers revolving

NUCLEAR PHYNANCE

How much it can cost? hft-time2021. Total Posts: 2. Joined: Feb 2021. Posted: 2021-03-01 11:33. i find westernpips.com software. check maybe

it can use.

NUCLEAR PHYNANCE

by deeds. Jacobians in risk management. 6. 876. pj. 2021-01-15 15:44. by ronin. neutralizing vega coming from a set of VIX options. 3.

NUCLEAR PHYNANCE

Display threads for: Mark all threads as read

NUCLEAR PHYNANCE

1. free. 2. linkable to free real time quote providers, e.g. google. 3. some technical charting. 4. notifications tools by email. might sound dumb for private trading but this volatility can wipe out anything. 5. ability to dig news providers (e.g. bloomberg, etc) by

specific words.

NUCLEAR PHYNANCE

My problem is the math formulation. Example. At T = 0, I sold a call c for 1000 and bought stocks for 900. Let's say stock value dropped from 900 to 850 by T = expiration. Hence, my P&L would be: 1000 - (900 - (900-850)) = 150. The formula in the book would have you do: 1000 -

(900 -

NUCLEAR PHYNANCE

It's kind-of the same thing. Generally, traded quantity is supposed to be more 'natural', in the sense that it is the aggregate of a mindless crowd. A bit like molecules in a gas. You have no idea what any one of them will do individually, but the gas is completely predictable and

simple.

NUCLEAR PHYNANCE

Tepper, 46, a former Goldman Sachs Group Inc. junk bond trader. who founded Appaloosa in Chatham, New Jersey, made $510 million and. James Simons of New York-based Renaissance Technologies Corp. pulled in about $500 million, Alpha reported. ``The wealth being

NUCLEAR PHYNANCE

Plus, theirs is a very integrated product, you basically have one client and that's it. No DB Servers, no nothing. Very impressive product. Pricing wise, for the things you want you are looking around 1,100 EUR a month would be my guess (just a guess, don't quote me on that). However, they offer a

NUCLEAR PHYNANCE

Sign in Username: Passphrase: Log in automatically Please read the

Phorum Guidelines

NUCLEAR PHYNANCE

by deeds. Jacobians in risk management. 6. 876. pj. 2021-01-15 15:44. by ronin. neutralizing vega coming from a set of VIX options. 3.

NUCLEAR PHYNANCE

My problem is the math formulation. Example. At T = 0, I sold a call c for 1000 and bought stocks for 900. Let's say stock value dropped from 900 to 850 by T = expiration. Hence, my P&L would be: 1000 - (900 - (900-850)) = 150. The formula in the book would have you do: 1000 -

(900 -

NUCLEAR PHYNANCE

It's kind-of the same thing. Generally, traded quantity is supposed to be more 'natural', in the sense that it is the aggregate of a mindless crowd. A bit like molecules in a gas. You have no idea what any one of them will do individually, but the gas is completely predictable and

simple.

NUCLEAR PHYNANCE

For simplicity assume two coefficients with form: y = b1*x1 + b2*x2. Model is also linear in reality if it matters. Let's also say feeds that provide data for x1 and x2 have known latencies L1 and L2 where L1 != L2. Now the decision: I can generate my dataset with idealized server timestamps, or I can generate the data with simulated arrival

NUCLEAR PHYNANCE

Plus, theirs is a very integrated product, you basically have one client and that's it. No DB Servers, no nothing. Very impressive product. Pricing wise, for the things you want you are looking around 1,100 EUR a month would be my guess (just a guess, don't quote me on that). However, they offer a

NUCLEAR PHYNANCE

Posted: 2007-08-15 00:17 does anyone have access to "capital growth with security" by. Leonard C. MacLean, Rafael Sanegre, Yonggan Zhao and William T. Ziemba. Journal of Economic Dynamics and Control, 2004, vol. 28, issue 5, pages 937-954

NUCLEAR PHYNANCE

HFT is about being first in the queue. If you are the first, you make money. If you are second, it's 50-50. Third or worse, you lose money. And there are only so many queues. So it's a bit like that African proverb - it's not about running faster than the lion, it's about running faster than the other guy.

NUCLEAR PHYNANCE

In the UK the statutory is 1 week notice for the first 2y (although almost everyone gives 1-3m contractual notice period). At worst case it's two verbal warnings and one written before you can tin. You have no separate health insurance costs*. Still, 1-3 months notice

NUCLEAR PHYNANCE

Hey guys, there is a huge big party that is going to happen and a lot of billionaires were coming, We are looking for an agency which can provide us good beautiful girls for our guest's entertainment. KatherreenBooster. Banned. Total Posts: 2. Joined: Apr 2021. Posted: 2021-04-02 18:03. I will be more happy to help you out to find out the

best

PHORUM

THREADS

POSTS

LAST POST

General

Non-specific Quantitative Finance related chatter.

1,767

23,105

2020-03-31 19:33

by nikol

Trading

Sell the highs, buy the lows, take their money, bash their nose.

1,511

19,817

1 HOUR AGO

by fxsaber

Pricing & Modelling

Little swap, will you be nice and tell me please, what is your price?

1,387

13,857

2020-03-28 09:33

by nikol

Risk Management

Checking for helmets and seat belts.

333

3,935

2019-11-09 22:38

by nikol

Basics

Now I know my ABC, next time won't you trade with me?

2,148

19,024

2020-03-31 22:18

by ronin

University

A place to discuss pre & post university experiences... and everything that happens in between.

296

2,406

2020-03-29 23:33

by VIXtrick

Careers

1,537

15,139

2020-03-31 14:28

by Its Grisha

Jobs

312

314

2015-09-22 00:08

by aks1989

Software

1,560

15,114

2020-03-11 15:40

by Jurassic

Books & Papers

Which Quantitative Finance journal shows the most skin? Which book has the prettiest illustrations?

1,027

14,144

2020-03-28 16:45

by gaj

Art

Present your own creations or discuss someone else's.

224

3,638

2020-02-21 14:34

by tylerworgan01

Off-Topic

2,006

34,647

TODAY @ 08:50

by Jurassic

Events

3

3

2013-08-31 13:43

by Ser Ilyn Payne

Trashcan

The final resting place for our garbage.

1,368

14,766

2020-03-02 16:22

by nuno