Recent content by volatileN

Hi, Does anyone know where I can find data on forthcoming UK stock splits online? Thanks, VN

Try www.xodds.com or www.otcoptions.com They are owned by BOM but the product range is not the same.

They run a matched book at IG for the binaries so it is 100% supply and demand with a (fat) spread. Price is determined by an algorithm that auto adjusts it as a function of the orders in the system. I heard that they started out by trying to use a Monte Carlo with an interpolated over night...

Again, you highlight the exception (Bund, Bobl, Schatz, SPX etc). These are just a few amongst a universe of 1000s. Thank you for a worthwhile and meaningful discussion. Yours, VN

There is very little institutional business in the futures. Most of the institutional business is done in swaps which synthesise the futures through similar but bespoke contract conditions. The reason for this is that... they are cheaper! Of course most people on the board ('entitled...

Relative to many of the exchange traded assets, if you are only referring to the front months of the contracts, I do not disagree. This front month bias is particularly restrictive though as it means that any requirement for exposure beyond that tenor can not be met at reasonable cost. Rather...

The cost of trading most futures is high in most markets. As you so articulately point out the S&Ps are cheap to trade, this is also the case with a few of the major rate futures. You refer however to the most liquid contracts in the market. With the occasional exception of the front months the...

I am with gbr128, I would spend the money on a masters. Look at the MSc in Mathematical Trading and Finance at Cass business school. It will cost you £15k full time but it would be money better spent!

Now I understand the questioning! Just realised my error on the other thread!

Ok, I fucked up. I ought to lose my job as a consequence, I am employed for my numerical ability and I put 7 for the low 100ks rather than 6. Twice! I fully accept the surprise and criticism and am now looking red in the face and wearing the cone shaped hat with a big "D" on it. Sorry people...

Re: ? Hi, You certainly take the direct approach in your questioning! I don't work for a bank, I am a Hedge Fund Manager. I do not get a fixed percentage of the money I make in a direct sense. Rather I get a bonus which constitutes a proportion of my fund's performance fee (20% of net new...

GBP. It is only just 7 figs but it works for me, I am only 24. I fail to see why this should imply that I am being paid in Kazakhstani Tenge, perhaps you would elucidate?

Being a bit disorganised I failed to keep to one board on this topic. More on the same at: http://www.trade2win.co.uk/boards/showthread.php?s=&threadid=9216 Cheers, VN

I could put Rho up but I think that this page is getting a bit graphic intensive!

(Finally)... vega, price and time. My thinking is that I would bundle this in with the same section of the software that displayed real time implied vol surfaces. What do you think? (Note: The graphics here were generated using Rubenstein's software, my own will update in real time using an...