Recent Content by Ricardo Reis

  1. Need an FX Fwds days-in-tenor function

    Thanks! rateslib.calendar.add_tenor(...), with a few tweaks, is what I was looking for. Much appreciated.
    Post by: Ricardo Reis, Apr 26, 2025 at 10:21 PM in forum: Options

  2. Need an FX Fwds days-in-tenor function

    I am looking for a function, almost any language is fine, to compute the number of days in an FX forward given the pair, the tenor, and the...
    Thread by: Ricardo Reis, Apr 25, 2025 at 8:46 PM, 2 replies, in forum: Options

  3. This Forum overtrades options

    You guys will not be laughing when Beau, his Stanford educated partner, and his faux-billionaire soulmate are centi-billionaires. Did Mark...
    Post by: Ricardo Reis, Nov 23, 2011 in forum: Options

  4. This Forum overtrades options

    The relationship between Copula-based hedge analysis and Reimann Manifolds is quite well known. See recent posts on the Quantivity blog for more...
    Post by: Ricardo Reis, Nov 23, 2011 in forum: Options

  5. This Forum overtrades options

    The relationship between Copula-based hedge analysis and Reimann Manifolds is quite well known. See recent posts on the Quantivity blog for more...
    Post by: Ricardo Reis, Nov 22, 2011 in forum: Options

  6. Adding more parameters to your model vs. curve fitting?

    Mizhael, seriously, give it up. Find work in some other field. Don't worry scrote, plenty of 'tards leading really kick-ass lives. My first...
    Post by: Ricardo Reis, Apr 21, 2010 in forum: Strategy Building

  7. any good reads on options?

    Utterly and completely worthless. Natenberg. Baird. This exact same question has been asked time and time again. Try the search function.
    Post by: Ricardo Reis, Apr 21, 2010 in forum: Options

  8. Lightspeed API

    LightSpeed does not have a client-side API. Not even DDE or RTD. You'd need Lightspeed Gateway.
    Post by: Ricardo Reis, Apr 4, 2010 in forum: Automated Trading