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  1. Hard to do HFT in Hong Kong?

    Absolutely And the situation is very unlikely to change. HKEx is a quasi-government organisation, managed like a very typical civil service...
    Post by: pkwumo, Jul 17, 2011 in forum: Automated Trading
  2. Old-timers in the industry: what is the best way to architect code?

    Yes, I'll second that reply. Loose coupling and tight cohesion are the hallmarks of robust software design. In the context of trading systems,...
    Post by: pkwumo, Feb 27, 2010 in forum: Automated Trading
  3. Which IV is correct?

    Hi I wouldn't rely any of the vendor implied vol calculations, since it's so essential to option trading. You can easily program your own...
    Post by: pkwumo, Nov 24, 2007 in forum: Options
  4. option pricer

    The attached link is a useful starting point to get acquainted with the fundamentals of option volatility modelling...
    Post by: pkwumo, Nov 18, 2007 in forum: Options
  5. option pricer

    I think you've touched on the holy grail of option trading, which volatility should I use when pricing an option ... In a nutshell, I...
    Post by: pkwumo, Nov 18, 2007 in forum: Options
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