Recent content by HyperVolatility

As frequently happens when these kind of threads get created.....the discussion gets off topic. The guy comes from a Finance background (like me) and he is not going to do any hardcore maths or taking a quant position. IMHO, learning C++ for a finance guy is a waste of time. Many people would...

Thanks for the article, however, I have to agree with Dominic. Thinking that starting up a business from scratch would be as easy as dreaming of it is simply naive !!! The insights are very informative because they clearly list all the efforts that are required in order to create a new fund but...

@ Amanda: Congratulations for being an example of a sigma3 event........lol ( I love your profile picture) @ Deltahedge: 1) Nobody ever said that VBA is more powerful than C++ but since you did not specify which type of trader you wanna be it's not really clear what you want to do (do your...

Hi Amanda.Thank you very much for proving me wrong....ahahahah.......but the guy is mainly an academic which is a different story I had a look at the links that both you and Andy posted and the guy is clearly a very good quant ............however I tend to think in terms of probability and...

@ deltahedge: all the advises you got so far are pretty good ..................for a quant or for a high frequency trader.....so my suggestion is: ignore them!!! As you said, you come from a finance background and you are doing a master in the same field, it means that you are not going to be...

This is my 2 cents to the thread: The Index will be extremely popular amongst fund managers, portfolio managers and options trader because OTM options are often used for hedging purposes. Buying OTM options is effectively a way to fight agaist fattailedness risk and that is precisely why...

I just want to give my 2 cents to the thread: 1) I agree with the fact that being a well-known analyst can affect what large investors do 2) Being a stock analyst and an Index analyst is a completely different story because stock prices are much more volatile then Indices'ones and therefore...

"May 21, 2011" is that the new full moon day? \\:D/

"Ahh, but isn't that the crux of the problem? =P" Of course it is but it seems you missed the "GO FOR THE TREE APPROACH" part :D

The volatility should increase around March-April but this not sure and the surge can take quite a lot before "showing off".....the current volatility level is probably one the lowest touched so far and even the VIX and the VXN Index are trading at ridiculous levels. Implied vol indeed appears...

this video is called "TELL ME WHY YOU WANT TO BECOME A TRADER" I am sure it will help you figure out the best answer

there are different techniques that can be used to price an American-style option. However, a binomial or a trinomial tree will work quite efficiently if you allow the model for at least 30-40 steps (depending on the expiry date). There are thousands of suggested models to price such options...

Brute force is a perfectly fine method to look for job opportunities. However, if you do not know what you want you cannot decide where to go. 1) Find out the roles you would be interested in (at least 3) 2) Make a list of the companies that are actually in that type of business 3) Select the...

There are several reasons but I will try to list a few: 1) Re-quoting 2) Technical Indicators cannot be easily mixed up together 3) Looking at past price moves is very annoying (you don't expand the view of the chart but you have to literally drag the graph) 4) The graphical definition is...

MetaTrader is one of the most overvalued trading platforms in the world. The only word I have for that platform is: Mediocre. It is not a case if all the worst,scam, fraud prone and less reliable FX companies recommend you that platform. Have a look at FXCM or CMC markets. Their platforms...