it's tough to be long on a day like this. You know mortgage relays convexity flow might come in at 3 to dump the market on the extension.
For US, I'd drop the CUNY school and add Princeton in its place. I didn't think the Princeton's program was impressive, but they seem keen on...
The Fed actually wanted to use reverse repo to mop up QE1 before QE2 was on the table. They went far enough to conduct operations tests to make...
Well.... (1) Fed doesn't care about nominal interest rate - they care about real interest rate. If real rate went from 1% to 4% then they may...
There's actually several pretty good reason. First reason - If you sell you a partial block at 44.9, for all I know, you'll need to dump that...
See my little skit I posted on the last page. You may offer a small amt of price improvement on a partial fill, but market impact could cause the...
Sigh... let's do this as a good ol' voice trade skit: Ring Ring.... bears21: hello - Institutional Trader: I need a bid in competition, 100k...
Why? Other than you stand to benefit at the detriment of someone else? Why should the institutional trade be harmed via greater market impact...
I'm not an equity guy. I trade fixed income on an institutional level where electronic platforms, voice trading, dark pools, etc all coexist. So I...
.... why does the 'small guy' care? Dark pool allows institutional sizes to trade easier - how does that impact the 'small guy'?
What machines?
If we are going down this route, let's see if we can pick up a 1st-to-default basket on a 10y PIIGS CDS basket. Wonder what the spread on that...
What's MT4? And what's EA?
Not sure you understood my point = in the options market, you can either quote the option as a price or as an implied volatility (much like the...
Huh? market price always equates to BS at the implied IV of the market price by definition. Also - CBOE has a javascript bs calculator (or they...
Here's mine - works to practically useful precision public class NormalDistribution { private static double A1 =...
What stalking? I'm correcting your formula mistake. You might actually want to read the link you put there: it confirms your mistake. Note, the...
You sure about that genius? Even assuming the 3% is an annualized volatility (which it isn't; the poster said it's intraday vol), your equation is...
This idea is brain dead on arrival. The entire market place is by definition 'crowd sourced'. Prices are the result of the interaction of hundreds...
Does this surprise you? If so, I have another really interesting piece of fact: you know how you can buy a canvas at the local art store for $20?...
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