Recent content by Volatility Stalker

Anyone works at or familiar with Delta One Desk? I have a few questions: 1. Does MFE has more advantage than others with MSF/MBA in getting offers from Delta One? 2. Can each Delta One trader only focus on his own specialization such as forward, exotics options, index options, ETF, swap or...

come on USC is Harvard of Southern California

I am an options trader in Taiwan and I set up delta neutral-long gamma-short vega position before Chinese New Year Break. The long gamma part is primarily from long put. Global stock market (if not all, but most) has already recovered from the loss of the 2008 meltdown and recently, I...

How to price European options by Levy Process on excel spreadsheet?

Andy, thanks I should have noticed that wiki has posted formula on the bottom page.

Hi I have the excel functions for basic greeks and 2 higher orders greeks namely volga and vanna but I don't know how to get the Ultima which is what I wanted the most among other higher orders greeks. If anyone knows, please help. BTW, your help on all other higher order greeks are also...

do you mean technical analysis based platforms? Some well known platforms are: TradeStation Metastock NinjaTrader

2010 Tulane Energy Trading Competition Tulane also started an Energy trading contest since last year. The 2010 competition just finished up last week. CME is the event underwriter and some energy and trading data firms are the sponsors. 87 teams from 33 Universities participating in the...

TradeStation belongs to Algo trading? Hi my company uses TradeStation for prop trading. I'm wondering whether that belongs to the category of Algo trading?

I know that TS and MC are popular tools used by prop trading houses but I'm wondering whether it's the same situation in HTF house? ---------- Post added at 08:52 PM ---------- Previous post was at 08:50 PM ---------- BTW I don't have an exact difinition of "large". I'm talking about the...

Do large HFTs use TradeStation/MultiChart very often?

that's FRM cram class If your goal is to become a quant, I think it's a little bit of waste of time and money to take the MRisk program at Tulane. It only helps you to take the FRM exam. You should aim at the real financial engineering program.