Just want to try some textual analysis... thanks!
Hi folks, I am seriously thinking of launching a prop-shop... Can somebody please shed some lights on the business model and economics of...
Heard that Renaissance Technologies never hire people having Wall Street experiences... and all they hire are quants. So they are not...
Hi all, Suppose somebody comes to you with a strategy and with backtest results. The Sharpe ratio is good and the cumulative PNL curve looks...
Hi all, My friends and I have been working on building a robust automated high speed (but not super high frequency) trading system/platform....
anybody would like to collaborate on building an options backtest platform? we will focus not on fancy GUI etc. , instead we will focus on ease...
Found that Bloomberg does have historical data for options. The Bloomberg helpdesk told me the opposite. But now we do have option historical...
if your strategy needs to trade in and out a portfolio of assets in high speed, (essentially it's a generalized pairs trading...) how do you...
downloading historical option data from Bloomberg is impossible? any thoughts?
any pointers? Thanks a lot!
hi all, could you please point me to more good and active forums on options? thanks a lot!
https://www.credit-suisse.com/news/...se.jsp?ns=41154 Carry, Momentum, Valuation, Growth, Terms of Trade and Emerging Markets.
https://www.credit-suisse.com/news/en/media_release.jsp?ns=41154 Carry, Momentum, Valuation, Growth, Terms of Trade and Emerging Markets.
thanks
are their settle prices always the same? any thoughts? Thank you!
Take Copper as an example. LME futures are in fact forwards, rolling every day. They don't have the monthly futures, e.g. LPF1, LPG1, LPH1,...
Hi all, Have you experienced the following? When building continuous contract using the backward adjustment and forward adjustment method,...
Lets say you want to buy 100 CL Dec10, and buy 150 CL Jan11, There are two possible routes: 1) buy 100 CL Dec10, and buy 150 CL Jan11, as...
I posted this in the Trading forum but got no response. So I post here again and hopefully can get more feedbacks....
Continue limiting up? It sucks - a few days back corn was limit down and I cut my risk... and now I am on the right side but my risk is not...
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