Started 1 week ago (2008-08-29 07:17:00)
by wsk
Hi, would anyone kindly explain to me why, in equity markets, people usually quote vol surface using the sticky strike rule, while in FX, sticky delta rule is common? thanks in advance, WSK

Started 1 week ago (2008-08-28 20:59:00)
by mit
for those that daytrade, which brokers do you use? what are the differences between Interactive broker and those "prop firms" that are claiming to pass ECNs
rebates? how do the fees differ?

Started 1 week, 6 days ago (2008-08-23 00:02:00)
by quantist
Hi all, There are different type of rates (forward, swap, lease, etc.) quoted for
precious metals (gold, silver, platinum, and palladium) in the market. Could someone recommend any sources explaining metal markets and those rates used to price metal derivatives? Thanks in advance.

Started 1 week ago (2008-08-28 17:46:00)
by Vetall
Could you advise reliable online broker to trade FX and FX options at one account with a possibility to make automated trades. I would be interested in entry account of $2-3k

Started 1 week ago (2008-08-28 20:28:00)
by lombardovito
Can I use the alpha parameter of egarch as volatility of volatility and L (leverage) parameter as correlation?? If I moltiply alpha*L can I use this to see the moviments of skew in a timeseries??? And do possible
statistical arbitrage between imp spd of options and storical spd??

Started 1 week ago (2008-08-28 20:33:00)
by lombardovito
Can I use the alpha parameter of egarch as
volatility of volatility and L (leverage) parameter as correlation?? If I moltiply alpha*L can I use this to see the moviments of skew in a timeseries??? And do possible statistical arbitrage between imp spd of options and storical spd??

Started 1 week ago (2008-08-28 20:36:00)
by lombardovito
Can I use the alpha parameter of egarch as volatility of volatility and L (leverage) parameter as correlation?? If I moltiply alpha*L can I use this to see the moviments of
skew in a timeseries??? And do possible statistical arbitrage between imp spd of options and storical spd??

Started 3 weeks ago (2008-08-14 22:23:00)
by leehayes81
Hello all, After enjoying the content from your forums and learning quite a bit I feel bad that my
first posting is a question rather than assisting somebody else but....... What is a Call vs Call strategy? All I can figure from Google is that involves equity index swaps in some way. If anybody can shed some light on the subject or perhaps point me in the right direction ...

Started 6 days, 20 hours ago (2008-08-29 18:13:00)
by TheCaymanIslands
Anyone know if there is a conference for
stat arb and/or underlying price forecast? Things of that nature!

Started 1 month ago (2008-07-31 14:15:00)
by CommanderData
What do you guys think of getting a MA in Statistics degree from Columbia to get into trading? Does anyone here have experience with the program/students/alumni? Thanks.
