Recent content by xusorcim

The way I see it, 10 points spread is quite insignificant when the price can move 200 points in 1 minute.

Just curious if anyone could offer some tips and tricks for open outcry? I've printed off a sort of option delta sheet, and tried working out strategies etc. However, I can't seem to keep track of everything (position, greeks etc). It just gets so messy. I find screen so much easier, where the...

If you are doing something economics/fx related, I think this website has lots of useful data for you. Real-Time Data Set for Macroeconomists - Philadelphia Fed. How about forecasting FX with economic fundamentals? There's been alot of work on this area already, but there are still unsolved...

Shrug, a job offer still beats potential unemployment on graduation. The no second chance does disappoint me though, since a trait of traders should be perseverance as markets don't always move your way even when you are supposedly at an advantage. Hehe applying to Optiver is kinda like an...

I made it to the HR interview, then had to wait until the next week when they called to say I didn't make it to the technical interview. =( I'm familiar with my greeks, combinations and spreads etc ... sad that I didn't have an opportunity at the technical interview ... and apparently you cant...

Try this webbie for ulcer index Peter Martin, Ulcer Index. There's an xls file that might what you're looking for. There's Pseudo-code too. Sharpe ratio's formula is not that hard to implement in EXCEL. You might want to try getting some historical data and just using EXCEL to generate the...

Apparently same for Tibra. Says on their website they currently do not cater to people who have failed their previous application ...

yeah, for the math just move on. the questions are not ranked in orders of difficulty, so spending more time on an earlier question could deprive you 2 easy questions at the back. don't bother to double check your working, or you probably will run out of time . i did =( logic is not too bad...

I wonder if you could use Market Maker strategies in Propex? I like the idea of being neutral. Making money with minimal risks. But the MM in Sydney all seem very competitive. Tibra claims to have 12000 applications in the last year. I'm a bit worried about their math barrier tests - my...

I have the book "Options, Futures and Other Derivatives" by John C Hull, which I am using in my university finance courses. Just wondering how does this book compare with the book you listed (by Sheldon Natenberg)? My school library doesn't have that book, and if they share similarities I...

I read through the forums but didn't see a reply to this. Could someone please help and explain how an average trader at home could access order book information? Be it spot FX, options or futures etc. Thanks, Li

To facilitate a universal currency, EVERY country in the "universal zone" must give up rights to set interest rates to a common body. Basic interest rate parity, which holds in this world as far as I know. But there is no way you will see interest rates being the same in Japan and Australia for...

AUD/JPY as well ... is tumbling away today ... ={