I told him on the first page to give me a bond quote from IB and I'll check the accrual value on this. You should chill. This is the internet.
I'm not saying that it's not possible by using the API. I have no clue what their API can and cannot do. I'm saying that's foolish to try to...
Typical 'elite' nonsense. So you held long corporate bonds on a yield basis during one of the biggest rally in interest rates in history - and you...
Yeah, except you are the missing the main part: corp bond prices are extremely unreliable; You know how *real* trading in corp bond is done? You...
What a load of nonsense.... I was trading corp bonds on an institutional level in circa 2005; The idea that an automated system can trade off...
I'm going to guess you never traded a single bond in your life then?....
I could be wrong (since I haven't looked IB bond pricing for at least a year or so), but I believe they quote clean as per convention of every...
I don't really understand how this goes on for 17 pages... w*r1 + (1-w)*r2 < r1 if (r2 < r1) and w is between (0,1) where as (w,1-w)'C...
I don't have to believe in any of those things in order for you to also be wrong on what they are...
Surely you don't mean positive expectation? Positive expectation is not a sufficient condition (though necessary) for a 'good' system.
I don't think "Market makers exist to make markets for the benefit of retail participants" has anything to do with efficient market theory. I...
What, exactly, is the 'official' definition of how markets work?
First, I think you mean the Law of Requisite Variety (rather than complexity) by Ashby? If so, then the law simply requires that the control...
A minor in math... while getting weeded out of calc III and linear algebra? (or do they only teach basic matrix operations at a Top 50 Liberal...
Right you are indeed, my friend, right you are. It's definitely insane for anyone to try to talk any sense with kut2k2; I advise everyone to...
No.... let's put it this way, if the probability of ruin over 10Y for your system is 0.0001%, do you care? Should you do anything differently?...
Sorry I didn't mean hardware people either - they were software systems. Front Office = Lots of Upside/Downside, good carry IT = No...
I know a few GS guys who moved from sleeping in the server rooms to the gsam desks - it happens - but chances are, they are doing front office IT...
veracity seems oddly inappropriate for this thread
I don't know... the dude uses his real name, puts himself in a fairly shady area where he might well be violating securities reg... has a youtube...
Separate names with a comma.