Anyone done anything with QuantLib?

Discussion in 'App Development' started by sle, Mar 29, 2017.

  1. Zzzz1

    Zzzz1

    Back then it was index options and cash equity, prop group inside a now defunct US bank :sneaky: I completely shifted gears and expanded my coding skills and morphed into algorithmic trading. On the algorithm side it's almost entirely spot currencies. Discretionary, a bit broader mandate but still closely aligned with the macro world. ​

     
    #31     Mar 29, 2017
  2. Zzzz1

    Zzzz1

    Just did :fistbump:

     
    #32     Mar 29, 2017
    sle likes this.
  3. Keep evolving. Amazing. On your own or are you at a not-yet-defunct ;) bank?
     
    #33     Mar 29, 2017
  4. Zzzz1

    Zzzz1

    My own shop but not alone.

     
    #34     Mar 29, 2017
    nooby_mcnoob and sle like this.
  5. sle

    sle

    we probably have worked for the same employer but at different times :)
     
    #35     Mar 29, 2017
  6. Zzzz1

    Zzzz1

    Times and geographic location :D

     
    #36     Mar 29, 2017
  7. As a master of the universe zzzzz1, tell us, how can we make money TODAY.
     
    #37     Mar 30, 2017
  8. Look for mispricings in various markets. DONE.
     
    #38     Mar 30, 2017
  9. 2rosy

    2rosy

    the date/holiday part of quantlib is nice. I did an option calculator using it
    http://bit.ly/TFFL7V
     
    #39     Mar 31, 2017
    sle likes this.
  10. sle

    sle

    Is it easy to create a custom calendar for countries they do not have?
     
    #40     Mar 31, 2017