I am trying to understand how to evaluate exposure/ownership in derivative products. For example, a Brazilian denominated account could have a...
We are having a hard time finding good programmers (especially architects and lead programmers) in Boston who ideally know about trading. I...
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...
By forward, I meant a Forward Rate Agreement.
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...
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.
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...
Similar experience on several stocks. You spot a fraud, short, news gets out, news conference which admits with a smiley face, stock goes up,...
Here are a few quotes/summaries from the FASB Guidance on offsetting 210-20-05-1 This Subtopic provides criteria for offsetting amounts related...
There are a number of well written webpages available:...
Can a Portfolio Manager elect to lend shares between accounts which have different beneficial ownership? How should a netted shorts participate...
I have some very technical questions about trade accounting where the custodian/prime accounts are either omnibus or where the fund's trade...
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...
Be careful of wash sale rules. Boxes positions are not popular anymore.
Looking for Software Architects and Principal Software Engineers to take this leading investment technology company to the next level!...
+1 to the answers above. I also want to clarify that it isn't up to you personally to deliver the borrowed shares on T+3. There is a whole...
You can effectively short using a swap. Talk with your prime.
NetTecture provided a valuable reality check.
Drama is a tool to get and hold attention. Don't mistake a performance for authentic misunderstanding / reasonable disappointment / righteous...
I believe with Nanex/NxCore you can buy as little as one day's worth of Level I and Level II data.
Separate names with a comma.