Recent Content by Steven.Davis

  1. Understanding Currency Exposure in Composite Derivatives

    I am trying to understand how to evaluate exposure/ownership in derivative products. For example, a Brazilian denominated account could have a...
    Thread by: Steven.Davis, Jan 6, 2013, 1 replies, in forum: ETFs

  2. software engineer path

    We are having a hard time finding good programmers (especially architects and lead programmers) in Boston who ideally know about trading. I...
    Post by: Steven.Davis, Oct 20, 2012 in forum: App Development

  3. software engineer path

    There is nothing wrong with learning to program, but this is self-directed learning. You get what you put in, and if by 18, you never had the...
    Post by: Steven.Davis, Oct 3, 2012 in forum: App Development

  4. eurodollar futures hedge question

    By forward, I meant a Forward Rate Agreement.
    Post by: Steven.Davis, Aug 25, 2012 in forum: Financial Futures

  5. eurodollar futures hedge question

    Holdings a futures position <> 0 Duration. The futures position is mark-to-market. As Libor goes up or down, there is a cashflow stream. What...
    Post by: Steven.Davis, Aug 25, 2012 in forum: Financial Futures

  6. Data storage for backtesting

    Any SQL database can aggregate 1 min data to 5 min data either on-the-fly using a view or stored using a stored procedure.
    Post by: Steven.Davis, Aug 25, 2012 in forum: App Development

  7. Where do I hire a programmer to create or help me set up a system for analysis?

    A. I was glad to see point A as there is a huge interest in the financial sector among college students some of whom are quite capable if not yet...
    Post by: Steven.Davis, Aug 18, 2012 in forum: App Development

  8. The Shorting of Frauds, Overhyped and Bankrupt Stocks Journal

    Similar experience on several stocks. You spot a fraud, short, news gets out, news conference which admits with a smiley face, stock goes up,...
    Post by: Steven.Davis, Aug 4, 2012 in forum: Journals

  9. Security Lending, Internal Borrows, Omnibus Accounts, Position Netting, Tax Reporting

    Here are a few quotes/summaries from the FASB Guidance on offsetting 210-20-05-1 This Subtopic provides criteria for offsetting amounts related...
    Post by: Steven.Davis, Jul 22, 2012 in forum: Risk Management

  10. Short Stock Borrowing Costs

    There are a number of well written webpages available:...
    Post by: Steven.Davis, Jul 15, 2012 in forum: Trading

  11. Security Lending, Internal Borrows, Omnibus Accounts, Position Netting, Tax Reporting

    Can a Portfolio Manager elect to lend shares between accounts which have different beneficial ownership? How should a netted shorts participate...
    Post by: Steven.Davis, Jul 7, 2012 in forum: Risk Management

  12. Security Lending, Internal Borrows, Omnibus Accounts, Position Netting, Tax Reporting

    I have some very technical questions about trade accounting where the custodian/prime accounts are either omnibus or where the fund's trade...
    Thread by: Steven.Davis, Jul 5, 2012, 3 replies, in forum: Risk Management

  13. Matlab question - for guys who use it every day

    I haven't used Matlab in a decade so I can't add to much. Four points. 1. DDR3 memory is much faster than DDR2. Current top is 2133MHz vs...
    Post by: Steven.Davis, Jun 30, 2012 in forum: App Development