Recent content by Freddy88

Ok, here's another one - does anyone know what model most people use who trade eurodollar options, a rate model/future model or a mixture of both? I have been testing out a rate model but it means the ATM straddle has a delta of nearly 50 which is hard to trade with! Can anyone help?

Thanks, that helps - do you have a link to where this is explained in detail?

Hello, not sure if any of you guys will be able to help me here but I thought I'd try......can anyone explain the algorithm that is used to decide the order that a trade is matched for euribor futures. I understand from their website that it is a combination of size and time, ie if you have the...

Does anyone know why the US treasuries 10 year volatility is almost 12% and has exploded from 7.5% last week whereas the bund volatility has been around the 8% mark, 8.4 at close today. Why is there such a difference, does no one arb the two - I thought this was possible but with the levels of...

Can anyone help - I've been offered a trainee job by both Tibra and Liquid, has anyone got any advice on which one I should accept? Tibra sounds more fun and is much more ££ + quicker development - does this mean riskier? Liquid has been around longer, better known and the training is longer...

did anyone get through the trading game stage? If so what session were you on? I got asked for an interview and was on the tuesday 3.30pm slot

Yeah I did too - guess the odds must have shortened slightly again. I was on the Tuesday @ 3.30 slot, anyone else on that slot and get through?

I've not heard either, apparently there were approx 60 at that stage (from 1200 initially) and they're looking to hire 10 people so the odds are a lot shorter at least!

When did you have your interview? Recently? Did you just have an interview or was there more testing/games etc?

As of yesterday, they're still marking and sorting out exactly who to invite back - think they invite back about 80-100 people for 10 jobs. Initially over 1000 applied so get rid of 90% in the first testing.

No calculator - tests are 30mins and 1hour long, maths is quite straightforward, logic is quite tricky (in my opinion), good luck!

I passed, only just though, got 60%, think you needed 55% - did you pass iceberg? Got an interview with an HR person next week, does anyone know what the next steps are after that? Also, does anyone know how many UK traders Tibra employ?