r*m
发帖数: 16380 | 1 大盘有点点overbought了，不过还不够我正式用overbought做title。老读者也许能记
得，我不轻易用overbought做 title的，因为我观察的overbought信号并不是普通的信
号，因此他们的准确率是相当高的(so don’t tell me overbought can be more
overbought, just search my past record to see what happened when I
officially used overbought as the title. The most recent time I used
overbought as the title was in 07/26 Market Recap)。之所以今天提前说可能要
overbought，意思是提醒牛牛，明天如果还涨的话，注意套利，pullback就在眼前了。
当然，pullback if indeed，多半仅仅是个short-term pullback而已。
下面看看几个我所谓不是普通的overbought信号。
Percent of SPX ... 阅读全帖 |
|
r*m
发帖数: 16380 | 2 今天SPY 60 min chart算是完成了一个1-2-3 trend change的过程，因此至少短期对牛
牛不利，特别是ChiOsc还很高，see dashed red line，此后都有不同程度的pullback
，也因此收盘前的反弹可以看作back test Double Top neckline (see SPY 15 min
chart at bottom)，不排除明天继续下跌的可能。总体上，我认为pullback to Fib 23
.6% at $115.15到Double Top textbook target $114.77之间还是有可能的。
另外一个对牛牛特别不利的是今天有个extremely low TICK，有些exchanger甚至
report今天有个record low TICK。下面的图应该很清楚，红色虚线远远多于绿色虚线
，换句话说就是几天内a lower low or lower close almost guaranteed。
牛牛的希望有两个，不过我权衡再三，认为这两个希望也许不能都往牛里解释，当然牛
牛有知情权，所以这里一并说明一下。
从八... 阅读全帖 |
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m**o
发帖数: 5261 | 3 当股市连连上涨、鲜有回调的时候，那些曾被认为是负面的东西似乎可以转变为令人信
心增
强的积极因素。
美国股市已连续七周反弹。自去年8月下旬，也就是投资者首次意识到央行可能再度开
启印
钞机以来，已上涨逾23%。上周五，标准普尔400中型股指数创下历史高点，甚至超过了
2007
年信贷泡沫时期所达到的高点。中型股指数有如此表现，小型股的罗素2000指数难道会
落后
太远吗？
关键问题不只是股市的涨幅有多大，而是为何市场最近从未回落。Bespoke Investment
Group指出，从感恩节前夕至今，美国股市从未出现单日跌幅超过1%的情况。道琼斯指
数上
周一仅下跌了0.32%，就已经算得上是去年11月30日以来最严重的下挫。如果要细究道
指上
一次何时在如此长的时间内没有出现超过0.32%的跌幅，恐怕真要追溯到很久以前了。
眼下，有关经济增长再度加快的论调响彻市场，经济学家们如此深信不疑，纷纷上调
2011年
的经济预期。另外，最新的《投资人情报》(Investors Intelligence)显示，看涨股市
的投
资者数量已达到几年来的最高水平，而持看跌观点的投资者比例已降至19%... 阅读全帖 |
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w*******o
发帖数: 6125 | 4 These 5 are informative, but not insightful.
So, none of them is "Can't afford to miss"
I read Bespoke Investment Group also(free version),but the biggest problem is, it tells you what happened,(Statistically speaking, balabala...) but it never tells you what is happening.
ZeroHedge is still my cup of tea,of course, it's too bear-bias,So you have to have your own judgment, but at least, it tells you what is happening, and what may happen.
I am looking for some insightful Macro website/blog. The ... 阅读全帖 |
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B*******n
发帖数: 20645 | 5 A Real Turkey of a Week (Bespoke Investment)
Wednesday, November 23, 2011 at 10:49AM
In what is traditionally one of the stronger weeks of the year for equities,
this year the S&P 500 has been down every day of the week so far. Going
back to 1941 when Thanksgiving was officially designated the fourth Thursday
of November, 2011 will go down as the eighth year where the S&P 500 was
down all three days of the week leading up to Thanksgiving. The last time
this occurred was back in 1994, and befor... 阅读全帖 |
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d******8
发帖数: 1972 | 6 The stock market has for the second day in a row gotten a late-day jolt from
another rumor out of Europe.
The latest “news” is that the G-20 is considering a humongous IMF fund to
lend money to Europe.
Sounds legit, if by “legit,” you mean “ridiculous.” Regardless, the Dow
is up 80 points, the S&P is up about 5 and the Nasdaq is up about 5.
The financials, which arguably have the most to gain from a giant magical
pile of IMF money, are up 1.4%, leading the market.
Health care, a defensive sector... 阅读全帖 |
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a***m
发帖数: 5037 | 7 The S&P 500 has been a seven-month winning streak for the day the jobs
report is released. Each of those "Jobs Fridays" has seen the report top
analyst estimates and has seen the stock market index gain an average of 0.
78 percent, according to Bespoke Investment Group |
|
W***n
发帖数: 11530 | 8 Tycoon buys 30 Rolls-Royces for Macau hotel
Associated Press
By KELVIN CHAN September 17, 2014 4:17 AM
In this Tuesday, Sept. 16, 2014 photo provided by Rolls-Royce Motor Cars,
Louis XIII Holdings Ltd. Chairman Stephen Hung, left, poses with Rolls-Royce
Motor Cars CEO Torsten Mueller-Oetvoes at the Rolls-Royce's
headquarters in Goodwood, Britain. Hung, a Hong Kong tycoon, placed the
biggest ever order for Rolls-Royce cars, agreeing to buy 30 Phantoms for $20
million for a luxury resort he’s buil... 阅读全帖 |
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w****o
发帖数: 2260 | 10 咋说都行。分析师就是胡说八道
https://www.barrons.com/articles/after-the-bell-dow-s-p-500-slide-because-
more-good-news-may-sound-bad-1535665935
After the Bell: Dow, S&P 500 Slide Because ‘More Good News’ May Sound Bad
ByEvie Liu Updated Aug. 30, 2018 9:06 p.m. ET
After the Bell: Dow, S&P 500 Slide Because ‘More Good News’ May Sound Bad
ILLUSTRATION: SPENCER PLATT/GETTY IMAGES
Taking a break? After a week of rallying, all three major stock indexes
closed with losses Thursday. The Dow Jones Industrial Average t... 阅读全帖 |
|
t******y
发帖数: 1100 | 11 T3 Bespoke Labs 83808 Featherweight Professional Ionic Ceramic Tourmaline
Hair Dryer， 官方link:
http://www.t3micro.com/store/index.php?main_page=product_info&products_id=181
半年前买的. 送一个新的T3 hair plump 喷雾剂。$70
=========================
ikea梳妆镜，有底座可放桌上, 宽9高20in,可前后翻转 ，$10。
=========================
宜家塑料衣罩三包，每包有两小一大。每包 $3
=========================
ikea 小台灯，一黑一白，每个$5
========================
cooler，28 qts, $5
=========================
很新的铁制梯子，一米多高，$5
=========================
瑜珈垫，$5
=================== |
|
G****a
发帖数: 10208 | 12 Amazon
Amazon launched "Eight Days of Black Friday deals" last Friday, including
three "covered deals of the day" at midnight on Thanksgiving and then again
on Friday. Deals include up to 45 percent off select Samsung TVs:
- Samsung 40-inch Smart 1080p LED TV for $328
- Samsung 55-inch Curved Smart 4K Ultra HD LED TV for $1,298.
Amazon Prime members receive 30 minutes of early access to select "lightning
deals," which can be added as often as every 10 minutes.
On Friday only, Amazon shoppers get... 阅读全帖 |
|
n*********e
发帖数: 25274 | 13 约翰•韦恩（John Wayne，美国家喻户晓的西部片明星）终于抓住本•拉登
并打死了他。金融市场的初期反应印证了我的观点，即美元的弱势和黄金的强势与美国
正在衰落这样一种看法有关。如果现在这种看法改变，美元可能就会继续走强，黄金或
许至少会在一段时间内停止飙升。我们需要做的是消灭中东地区的其他独裁者和恐怖分
子，比如利比亚和叙利亚的那些。另外我们还应该削减联邦赤字；据预测，联邦赤字未
来10年将增加6万亿美元，总额达到10万亿美元。我的感觉是，如果美国恢复财政约束
，如果约翰•韦恩坐回马背上，那么多数彻底看空美国的人将转变态度，看好美
国。──埃德•亚德尼(Ed Yardeni)，Yardeni Research
很好，可算解脱了。但很难看到这事会带来任何重要改变。──保罗•克鲁格曼(
Paul Krugman)，普林斯顿大学(Princeton University)教授、2008年诺贝尔经济学奖
得主
一方面安全威胁持久地减少，另一方面也有可能发生一些孤立的混乱，综合起来，市场
可能认为风险溢价总体上是减少了。这会提振全... 阅读全帖 |
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d*******e
发帖数: 412 | 14 Lonely Billionaires Roam Globe, Require Luxury Love Therapy
http://www.bloomberg.com/news/2011-01-19/lonely-billionaires-ro
Billionaires need love, too.
Inside an elegant Berkeley Square London townhouse, a team of eight
executive matchmakers have spent the past 23 years quietly making a fortune
coupling romance-starved millionaires and billionaires.
For between $24,000 and $93,000, Virginia Sweetingham and her luxury love
advisers at Gray & Farrar International will vet suitable partners for
cl... 阅读全帖 |
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y*e
发帖数: 9799 | 15 【 以下文字转载自 Girl 讨论区 】
发信人: verithas (这货不是猫), 信区: Girl
标 题: 介绍自己爱吃的巧克力
发信站: BBS 未名空间站 (Thu Feb 17 10:42:48 2011, 美东)
情人节一过，我家对面的Godiva就贴出了SALE的字样，我美滋滋滴一边吃巧克力，一边挖坑，这日子过的！
Godiva虽然好吃，不过最好吃的巧克力应该是这几样
1 French Truffle @ Nochewingallowed.com
第一次吃，还是大学的时候跟腐败女一起吃的，她19岁的时候住宿舍，床下放了一个大箱子，里面全是进口饼干，巧克力，零食，因为她200多磅的室友喜欢吃她的东西，所以不得不藏之~French truffle，外面是一层粉末，里面糖很少，所以吃进去有些苦味，但是口感十分柔滑，而且巧克力融化的时候感觉很~~~high。
2 Pierre Macolini
希望我拼写正确，我朋友大力推荐的。如果说马科利尼是大学生，那么Godiva就是文盲。这家巧克力并不甜，但是十分香浓，口感比上丝绸（其实谁吃丝绸啊！）总之，吃一口，你会觉得，老娘这辈子... 阅读全帖 |
|
y*e
发帖数: 9799 | 16 Pierre Marcolini Chocolatier
485 Park Ave., New York, NY 10022
212-755-5150
Bespoke Chocolate
6 Extra Place
New York NY, 10003
Phone: 212-260-7103 |
|
|
p***y
发帖数: 18037 | 18 那一个幸运的同学星期日吃了这顿L Train大餐？看到那个menu就很饿呀，caviar,
foie gras, filet mignon, 和 panna cotta， 都是我爱的。
======================================================================
http://www.nytimes.com/2011/05/04/dining/04train.html?_r=1&ref=
Aboard the L Train, Luncheon Is Served
By MELENA RYZIK
Published: May 3, 2011
The maître d'hôtel, who identified himself as C. K., steadied
diners' tables.
Yana Paskova for The New York Times
IN the era of pop-up restaurants and speakeasies, flash mobs and socia... 阅读全帖 |
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c******n
发帖数: 16403 | 19 然后包博给他自己置办行头。意大利的“乔治·阿玛尼”（Giorgio Armani）和“杰尼
亚”（Ermenegildo Zegna）的西装一样来两套，“阿玛尼”买藏蓝和黑色的，庄重场合
时穿。“杰尼亚”的是铁灰和浅灰的，比较时尚年轻一些，平时穿。国内这两年就认“
杰尼亚”。有点钱的都弄套“杰尼亚”穿。包博懒得去定做西装了，毕竟伦敦的萨维尔
街（Saville Row）还是远了点；萨维尔街上鼎鼎大名的Huntsman店的Bespoke Tailore
d（定制）西装好是好，但是还是贵了点。况且国内知道Huntsman这种gaudy and showy
"power suit"（华丽而炫耀的“权势西装”）的人不多，穿了它有如“锦衣夜行”。等
以后去华尔街的时候再买了这种西装穿吧，包博这样想着。
不穿定做了，就穿牌子吧。再来两套Sports Jacket（单件西装上衣）和Blazer单件西服
上装，就买大名鼎鼎的英国皇室御用的Gieves & Hawkes牌的。萨维尔街一号的Gieves
& Hawkes是英国皇室授过勋的，那种一边金狮一边白马拉着皇冠的勋章就有好几枚。它
在北京金鱼胡同的 |
|
l*******u
发帖数: 12906 | 20 In the attached video Macke and I address a key statistic that is hugely
telling about the reality of the current market environment. First flagged
by our friends at Bespoke Investment Group earlier this week, the numbers
show the S&P 500 has not declined over 1% since December 28, 2011; that's 29
consecutive trading days.
Factset
This is the longest period of calmness since a 37-day run that ended January
19, 2011. Even though it appears today might mark the end of the latest
streak, it doesn't... 阅读全帖 |
|
t******4
发帖数: 2300 | 21 SEATTLE (AP) - The crowds of happy people lighting joints under Seattle's
Space Needle early Thursday morning with nary a police officer in sight
bespoke the new reality: Marijuana is legal under Washington state law.
Hundreds gathered at Seattle Center for a New Year's Eve-style countdown to
12 a.m., when the legalization measure passed by voters last month took
effect. When the clock struck, they cheered and sparked up in unison.
A few dozen people gathered on a sidewalk outside the north Seat... 阅读全帖 |
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C*******r
发帖数: 10345 | 22 皇室御用的至少是Mayfair的Savile Row bespoke（量身订制，裁缝要来访问你，量三
次，粗量，半成品，成品修改）。米国这边稍好一点的叫made to measure，一般是你
去店里量两次。连皮鞋都是量脚订制的。
正式的西装买成品的，都算低级产品。然而低级产品中也分档次。稍好的牌子，Neiman
Marcus的Oxxford, Isaia代表低级中的高档（价格在3000刀或以上），中档以Zegna,
Armani, Brooks Brothers的高端产品为代表（价格在1500-2500),低当的如Brooks
Brothers的普通产品，Hickey Freeman这些（价格在1000左右）。这些产品都有相当的
手工成分。因为人体相差很大，所只有手工的才能合身。
其余的为机器压制，即使很好的裁缝也很难改得合身，全部都算廉价品。
那个刚被判刑的伊州前州长，不是新闻里说买一套西装都是5000到10000块？其实就是
这个价。08的西装也是订制的。中国上海提供给中央领导的西服店，现在也为个人订制
，10万人民币一套起。 |
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h******2
发帖数: 1498 | 23 Get a bespoke suit for cycling: |
|
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m******i
发帖数: 9479 | 25 有钱买批量生产的最贵的，还不如花同样多甚至更少的钱去做bespoke的西装
好看一百倍 |
|
m*******e
发帖数: 1569 | 26 看完这贴，躁动的心重新又淡定了，:-)
http://www.akfiles.com/forums/showthread.php?t=105855
有人在问撒AK最好，回答如下：
There is no "best" when it comes to the Kalashnikov.
The AK was designed to be a cheaply-produced bullet hose. They're not hand-
made bespoke Purdeys or Holland & Holland rifles.
Things to consider:
Any factory AK is going to be better than a US-made one (yes, even the WASR)
The Saiga is going to be the best value, from many points of view.
Any factory AK costs $100 as it leaves the factory (this includes 4... 阅读全帖 |
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T***C
发帖数: 425 | 27 裁缝改的，比新买的off the rack slim fit 和euro fit都要合身。仅次于bespoke的
，但也差不多 ， 而且经济了许多。 |
|
f*********e
发帖数: 3037 | 28 还是生的呢，这边hippie店里全是，灰常雷人的。
不过我最喜欢bespoke chocolate。 |
|
m***w
发帖数: 1872 | 29 Bespoke看起来好好吃啊！！！！
>.<
下次去纽约在去吃，我受不了在网上这种等待的感觉。。。等会儿去找一家godiva买几
个truffle算
了。。。唉。。。。。。 |
|
y**s
发帖数: 6809 | 30 去纽约应该去吃la maison du chocolat
Bespoke看起来好好吃啊！！！！
>.<
下次去纽约在去吃，我受不了在网上这种等待的感觉。。。等会儿去找一家godiva买几
个truffle算
了。。。唉。。。。。。 |
|
M****a
发帖数: 5211 | 31 我一年去不了几次实体店。
但是每天或是每隔几天都喜欢看衣服，我住的镇子都没有我喜欢的牌子 没有那么多时
间去店里跑。
同意西装和dress shirt最好bespoke, 我现在要是investment banker，肯定从鞋子到
衬衫都custom-made了 但是我现在是学生，不需要也承受不了。
blazer，牛仔裤什么的网上买来，只要你身材还算标准， 拿到tailor那里改改就很合
身了。 |
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M****a
发帖数: 5211 | 32 Qualify and Brand go together a lot of times. If you boast your budget to $
1000ish, you could consider getting something bespoke from some HK tailors. |
|
I*****e
发帖数: 15123 | 33 The brand is introducing an online bespoke service early next year, that
will allow shoppers to customize the iconic coats to their individual
likings with studs, monograms, color combos, etc. |
|
|
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m******i
发帖数: 9479 | 36 styleforum上找你当地的手艺好的裁缝去做一身bespoke吧。 |
|
c*********k
发帖数: 586 | 37 www.armoury.com
www.bespoke-england.co.uk
我个人觉得GAZIANO GIRLING的皮鞋简直就是一个艺术品，太美了。甚至连SHOE TREE都
是那么漂亮。 |
|
c*********k
发帖数: 586 | 38 我能理解，如果你有20双皮鞋的时候，估计也变得非常吹毛求疵的。尤其是什么鞋楦的
，有时候还想搞个BESPOKE的皮鞋。这可是费功夫的事情。我以前也不是很关注鞋子，
现在慢慢接受了，好的皮鞋永远不会打折的，美国产皮鞋我推荐ALDEN，衣服倒是其次
，得体最重要，其实是面料。 |
|
m**i
发帖数: 394 | 39 I have been using T3 Bespoke Ceramic Hair Dryer for over 3 years, it works
great:
http://goo.gl/nGm8AQ |
|
f*********e
发帖数: 3037 | 40 石头对于楼主，就好像车对于你。
石头对于楼主，就好像bespoke巧克力对于我。
虽然不能够理解同一个物件的意义，但是可以从别的类似的东西上理解对想要东西的幻
想。 |
|
v******s
发帖数: 6949 | 41 情人节一过，我家对面的Godiva就贴出了SALE的字样，我美滋滋滴一边吃巧克力，一边
挖坑，这日
子过的！
Godiva虽然好吃，不过最好吃的巧克力应该是这几样
1 French Truffle @ Nochewingallowed.com
第一次吃，还是大学的时候跟腐败女一起吃的，她19岁的时候住宿舍，床下放了一个大
箱子，里面全
是进口饼干，巧克力，零食，因为她200多磅的室友喜欢吃她的东西，所以不得不藏之~
French truffle，外面是一层粉末，里面糖很少，所以吃进去有些苦味，但是口感十分
柔滑，而且
巧克力融化的时候感觉很~~~high。
2 Pierre Macolini
希望我拼写正确，我朋友大力推荐的。如果说马科利尼是大学生，那么Godiva就是文盲
。这家巧克
力并不甜，但是十分香浓，口感比上丝绸（其实谁吃丝绸啊！）总之，吃一口，你会觉
得，老娘这辈
子不枉来世一趟！
3 Bespoke chocolate
这个，是我经理圣诞节的时候买给大家的，我吃了一口，就念念不忘跑去东村继续找。
这家巧克力
店，隐藏在一个公寓楼的背面……的小巷的角落的……拐角处的死胡同的... 阅读全帖 |
|
y*e
发帖数: 9799 | 42 Pierre Marcolini Chocolatier
485 Park Ave., New York, NY 10022
212-755-5150
Bespoke Chocolate
6 Extra Place
New York NY, 10003
Phone: 212-260-7103 |
|
j****e
发帖数: 12067 | 43 【 以下文字转载自 Food 讨论区 】
发信人: patsy (patsy), 信区: Food
标 题: 地铁大餐 Aboard the L Train, Luncheon Is Se
发信站: BBS 未名空间站 (Wed May 4 21:07:17 2011, 美东)
看一下周日纽约地铁的大餐。看到那个menu就很饿呀，caviar, foie gras, filet mignon, 和 panna cotta， 都是我爱的。
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http://www.nytimes.com/2011/05/04/dining/04train.html?_r=1&ref=
Aboard the L Train, Luncheon Is Served
By MELENA RYZIK
Published: May 3, 2011
The maître d'hôtel, who identified himself as C. K., s... 阅读全帖 |
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b*****d
发帖数: 61690 | 44 【 以下文字转载自 USANews 讨论区 】
发信人: brihand (brihand), 信区: USANews
标 题: 厉害：Comey可能要被联邦政府调查
发信站: BBS 未名空间站 (Mon Oct 31 14:36:15 2016, 美东)
A federal agency has likely opened an investigation into FBI Director James
Comey for interfering in the presidential campaign by disclosing new
materials in the federal probe concerning Hillary Clinton’s emails.
An Office of Special Counsel (OSC) spokesman declined to address whether the
office opened an investigation in response to a complaint by Richard
Painter, a... 阅读全帖 |
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j*******7
发帖数: 6300 | 45 good good study, day day up.
http://www.apologeticspress.org/apcontent.aspx?category=10&arti
What does it mean to say that Jesus is the “Son of God”?
by Brad Bromling, D.Min.
This uniqueness reached its zenith when Jesus addressed God as “Abba,
Father” in prayer (Mark 14:36). “Abba” was the word a Jewish child used
to refer to his or her “original person of reference” (i.e., mother or
father). This bespoke an “unheard-of closeness” between Jesus and God (
Moltmann, 1993, p. 142). Jesus demonstr... 阅读全帖 |
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c******n
发帖数: 16403 | 46 摘自"回国训火记"
然后包博给他自己置办行头。意大利的“乔治·阿玛尼”（Giorgio Armani）和“杰尼
亚”（Ermenegildo Zegna）的西装一样来两套，“阿玛尼”买藏蓝和黑色的，庄重场合
时穿。“杰尼亚”的是铁灰和浅灰的，比较时尚年轻一些，平时穿。国内这两年就认“
杰尼亚”。有点钱的都弄套“杰尼亚”穿。包博懒得去定做西装了，毕竟伦敦的萨维尔
街（Saville Row）还是远了点；萨维尔街上鼎鼎大名的Huntsman店的Bespoke Tailore
d（定制）西装好是好，但是还是贵了点。况且国内知道Huntsman这种gaudy and showy
"power suit"（华丽而炫耀的“权势西装”）的人不多，穿了它有如“锦衣夜行”。等
以后去华尔街的时候再买了这种西装穿吧，包博这样想着。
不穿定做了，就穿牌子吧。再来两套Sports Jacket（单件西装上衣）和Blazer单件西服
上装，就买大名鼎鼎的英国皇室御用的Gieves & Hawkes牌的。萨维尔街一号的Gieves
& Hawkes是英国皇室授过勋的，那种一边金狮一边白马拉着皇冠的勋章就有好几枚。 |
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M***e
发帖数: 836 | 47 Got this from a recruiter ... told him i've got no interest so just passing
it along to anyone who might be interested...
Thank you for your time today, it was a pleasure speaking with you. Below
is the description of the role that I am working on. Please feel free to
pass it along to anyone you think that might be interested. Let’s keep in
touch going forward.
Bank: Morgan Stanley
Group: Interest Rate Structuring
Hire: Jan/Feb 2011
Manager(s) Jeff ... 阅读全帖 |
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m*********u
发帖数: 1491 | 48 http://www.nature.com/news/biology-must-develop-its-own-big-dat
Biology must develop its own big-data systems
Too many data-management projects fail because they ignore the changing
nature of life-sciences data, argues John Boyle.
The last week of April was designated Big Data Week. But in modern biology,
every week is big-data week: life-sciences research now routinely churns out
more information than scientists can analyse without help. That help
increasingly comes in the form of expensive dat... 阅读全帖 |
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s**a
发帖数: 178 | 49 Company: Top Investment Bank
Loc: CT
Position: Quant Developer
Description:
IT Credit Markets is looking for a Quant Developer to join its team.
Role involves a lot of analysis of credit contingent cashflows for bonds and
CDS, analyzing instruments like index CDS, synthetic CDOs, CSOs, CDS basis
trades, Digital CDS, Bespoke Tranches, etc. Models are complicated and a
solid understanding of credit markets and structured credit products are key
.
Skill Set Requirement:
Strong Excel/VBA
.NET a plus |
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s********7
发帖数: 52 | 50 LZ基本都说到点子上了。
说说fixed income吧。
struct product肯定是挂了。
简单的例子,一个CDO underlying 500 names.
06年时候如果overlap有个50%,long/short with same ctpy就不用post collateral.
现在就算499个一样，一个不同，也要double post.
这一条就kill all bespoke CDO了。
sell side现在prop不许做。
struct主要是capital charge太厉害，deal flow drp up quickly.
flow也很难，各大bank都挖空心思控制inventory,一个bond的pnl reserve charge
spikes exponentially after 3m holding period.
简单的说，trading正在向brokering演变。low risk, low inventory, high risk
adjusted returns.
现在sell side的quant还有多少在做pricing的？基本都是... 阅读全帖 |
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