Never traded euribor, so I can't tell you. How are you planning on trading this? I assume you are institutional - can't your execution desk get...
They were fixing the shorting end to affect pnl in their swaps books. I would argue there's effect over the whole curve. It's also unclear what it...
Have you forgot about liborgate?
And loss is just profit with a negative sign in front. Don't be daft.
P.S. what are trying to do? Maybe you can recreate the curve using eurodollar futures?
These are just the agg indices. Barclays POINT gives you access the underlying data, which includes a whole set of data for IRS by tenor points,...
It's from their dealing desks; Bloomberg's data is compiled from dealing desks too. Am I missing something?
Try JPM's DataQuery or Barclay POINT. I'm pretty sure it's in the latter.
If you want to be critical - there's certainly lots of things to be critical of - at least get the school of economics right. Bernanke and his...
What incentive is there to keep this bit of knowledge a secret? Isn't this pretty common knowledge? Oh... I see... maybe you should try a...
Oh, just to top it off, the failed patent application for the supposed perpetual motion machine of Joseph Newman is.... right here......
Love it when some actual "article" is posted. It makes pointing out the lunacy of it so much easier. This required about 2 seconds of looking up...
Got any proof of your faculty status? No? Didn't think so. You can shut me up pretty easily if you have any proof to offer at all. And if you know...
Oh No! Youtube videos! That's the standard of proof? And *you* decry the state the education in this country? Do you think Jurassic Park is a...
Using these monthly numbers, I get 16% annualized risk (ann factor being sqrt(12)). Incidentally, the sharpe I compute is 6.4 - but I assume...
Oh I see... this is a not a written mandate - just something *you* know. Gotcha. And this 'one guy' - where is he? You should tell him that...
Um... maybe I'm not familiar with NZ's rates market... but this isn't how carry trades are usually done? NDDRI Curncy gives you the 9-deposit rate...
Certified deposit for Credit Default Swap?
I guess it was deleted... which seems, disappointing - since it appear what I and others have spent time writing goes away with no explanation at...
I know I'm arguing with a nut - so the fault is entirely mine. Educate yourself. The The USPTO Manual of Patent Examining Practice actually...
Separate names with a comma.