I am happy that despite the chemo, there is some growth in me these days...
Thanks. I see. What about my attempts at posting - would they be considered 'trolling' since they do not directly answer the original posters...
Which traders make 100K?
I am rather new to the forum lingo - does "Trolling" refer to what I just did or does it refer to the misfortunate author of the thread?
Which reminds me - I am planning to write a book "Complicated Things for Dummies". This book would cover all advanced topics out there and will...
Same here (PhD and whole works) - but we (especially the ex-quants among us) know that math and trading are enemies...Let's comit suicide, then? :D
I hate to interrupt this discussion, but who needs quants anyway? Why would you want an arrogant PhD to give you advice about things that they...
Well, the fact that they are well known does not make them public. The only public figures are that of upper management. as i said before, a...
There are two reasons not to talk about your returns: a) "Art of war" kind of thing - if you are weak, it's better to be percieved strong, if...
Is'nt it good to be sick - I can sit and chat on the internet without a worry in the world. In any case, I meant to say that I have yet to hear...
"Are you making any money? How much?" No institutional trader that I know will ever ever ever answer this question straight. These days, I say...
If you know how to price them - there are many opportunities. However, do not forget that these are multi-day high cap strategies. I can send you...
Thanks a 10^6. Aside from the constant pain, it is a nice experience - I get to sleep late and do close to nothing the whole day. Plus, if I was...
I think that quant traders recognize the limits of the methodology quite well - otherwise there would be no new work done in that field. All that...
Oh, "in my book" meaning my portfolio :) As for writing, the papers that I did write are of no use to anyone that does not trade exotics, it's the...
Well, fancy PhD is not a bad thing in itself - I got one too. The issue here was that in my mind the best RM's are ex-traders that know the...
Get a hang of the following story: Part 1, Tragedy: A new OTC step-up cap trade is consumated, where if the LIBOR rate goes above X, the seller...
Well, the simplest example would be buying an option on a correlated basket and selling options on individual equities. If the timing is good, it...
Is anyone privately trading these? In general, is anyone doing any option-based correlation arb? Correlation arb is a pretty popular institutional...
Well, from your nick I would think that you know what convexity and convexity adjustment is :) BTW, what kinds of bonds? anyway, all I wanted to...
Separate names with a comma.