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Forum profile page for Trading Forum on http://www.wilmott.com. This report page is the aggregated overview from a single forum: Trading Forum, located on the Message Board at http://www.wilmott.com. This forum profile page summarizes the general forum statistics such as: Users Activity, Forum Activity, and Top Authors, which are reported in either a table or graph below for a given reporting time period. Additional forum profile information for "Trading Forum" on the Message Board at http://www.wilmott.com is also shown in the following ways:

1) Latest Active Threads
2) Hot Threads for Last Week

Warning: These statistics are generated using 'best efforts' and can experience delays and reporting errors at times. Please note that such statistics do not constitute a forum's popularity and/or exact posting volumes at any given reporting period.

Site: Wilmott | Serving The Quantitative Finance Community | Forums - Trading Forum (site profile, domain info wilmott.com)
Title: Trading Forum
Url: http://www.wilmott.com/categories.cfm?catid=38
Users activity: 2 posts per thread
Forum activity: 12 active threads during last week
 

Posting activity on Trading Forum:

  Week Month 3 Months
Threads: 12 32 195
Post: 15 58 391
 

Trading Forum Posting activity graph:

Posts by:  day  week  month 

Top authors during last week:

Name Posts
lombardovito 3
Paul 2
mit 2
MCarreira 1
mhollander 1
TheCaymanIslands 1
nazzdack 1
Vetall 1
wsk 1
ddxf 1
 

Latest active threads on Trading Forum::

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.
Thread:  Show this thread (6 posts) Size: 370 bytes
Customize:  Customize "Columbia MA in Statistics good way to get into trading? :: Trading Forum :: Wilmott | Serving The Quantitative Finance Communi..."
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
Thread:  Show this thread (6 posts) Size: 415 bytes
Customize:  Customize "sticky delta vs sticky strike rule :: Trading Forum :: Wilmott | Serving The Quantitative Finance Communi..."
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!
Thread:  Show this thread (1 post) Size: 305 bytes
Customize:  Customize "Stat Arb/Underlying Price Forecast Conferences :: Trading Forum :: Wilmott | Serving The Quantitative Finance Communi..."
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?
Thread:  Show this thread (2 posts) Size: 397 bytes
Customize:  Customize "daytrading brokers? :: Trading Forum :: Wilmott | Serving The Quantitative Finance Communi..."
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??
Thread:  Show this thread (1 post) Size: 483 bytes
Customize:  Customize "Egarch for statarb :: Trading Forum :: Wilmott | Serving The Quantitative Finance Communi..."
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??
Thread:  Show this thread (1 post) Size: 483 bytes
Customize:  Customize "Egarch for statarb :: Trading Forum :: Wilmott | Serving The Quantitative Finance Communi..."
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??
Thread:  Show this thread (1 post) Size: 483 bytes
Customize:  Customize "Egarch for statarb :: Trading Forum :: Wilmott | Serving The Quantitative Finance Communi..."
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
Thread:  Show this thread (1 post) Size: 372 bytes
Customize:  Customize "FX options :: Trading Forum :: Wilmott | Serving The Quantitative Finance Communi..."
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 ...
Thread:  Show this thread (6 posts) Size: 668 bytes
Customize:  Customize "Call vs Call strategy :: Trading Forum :: Wilmott | Serving The Quantitative Finance Communi..."
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.
Thread:  Show this thread (2 posts) Size: 497 bytes
Customize:  Customize "precious metals :: Trading Forum :: Wilmott | Serving The Quantitative Finance Communi..."
 

Hot threads for last week on Trading Forum::

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
Thread:  Show this thread (6 posts) Size: 415 bytes
Customize:  Customize "sticky delta vs sticky strike rule :: Trading Forum :: Wilmott | Serving The Quantitative Finance Communi..."
daytrading brokers? - 2 new posts
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?
Thread:  Show this thread (2 posts) Size: 397 bytes
Customize:  Customize "daytrading brokers? :: Trading Forum :: Wilmott | Serving The Quantitative Finance Communi..."
precious metals - 1 new post
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.
Thread:  Show this thread (2 posts) Size: 497 bytes
Customize:  Customize "precious metals :: Trading Forum :: Wilmott | Serving The Quantitative Finance Communi..."
FX options - 1 new post
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
Thread:  Show this thread (1 post) Size: 372 bytes
Customize:  Customize "FX options :: Trading Forum :: Wilmott | Serving The Quantitative Finance Communi..."
Egarch for statarb - 1 new post
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??
Thread:  Show this thread (1 post) Size: 483 bytes
Customize:  Customize "Egarch for statarb :: Trading Forum :: Wilmott | Serving The Quantitative Finance Communi..."
Egarch for statarb - 1 new post
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??
Thread:  Show this thread (1 post) Size: 483 bytes
Customize:  Customize "Egarch for statarb :: Trading Forum :: Wilmott | Serving The Quantitative Finance Communi..."
Egarch for statarb - 1 new post
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??
Thread:  Show this thread (1 post) Size: 483 bytes
Customize:  Customize "Egarch for statarb :: Trading Forum :: Wilmott | Serving The Quantitative Finance Communi..."
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 ...
Thread:  Show this thread (6 posts) Size: 668 bytes
Customize:  Customize "Call vs Call strategy :: Trading Forum :: Wilmott | Serving The Quantitative Finance Communi..."
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!
Thread:  Show this thread (1 post) Size: 305 bytes
Customize:  Customize "Stat Arb/Underlying Price Forecast Conferences :: Trading Forum :: Wilmott | Serving The Quantitative Finance Communi..."
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.
Thread:  Show this thread (6 posts) Size: 370 bytes
Customize:  Customize "Columbia MA in Statistics good way to get into trading? :: Trading Forum :: Wilmott | Serving The Quantitative Finance Communi..."

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