A*L
发帖数: 2357 | 1 能否推荐一个实用性强的future spot price的模型？
注意：不是future forward price，是spot price of the future。
只要能凑合着用就可以了，不用特别好的，复杂了，也搞不过来。
那个delta_s 的经典的那个就不用了。
现在这个prediction的时间有点长，不是一两个unit的，是一二十的。
不管什么的，equity的或者commodity的都可以。
多谢！ |
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t********t
发帖数: 1264 | 2 you have to consider several things
first, the futures price is not forward price. Hull's formula is for forward
contract. The future contract actually is the risk neutral expectation of
future spot price due to its "mark to market" property. The risk neutral
expectation includes the interest rate changes during the life of contract.
second, even for a forward contract, the unknown convenience yield(
particular for commodity) will make its price very different from s*exp(rt).
that's why what you |
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d**s
发帖数: 920 | 3 Can anyone recommend good books on futures ?
with good coverage of advanced topics, such as:
single stock futures
options on futures
Thanks. |
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M*****8
发帖数: 17722 | 4
以中国为例：
1。国内法律不许卖空股票。
2。国际金融大鳄觉得即使走后门，卖空股票还是不够爽快。
3。用蝇头小利买通金融精英买办，游说政府 stock index future 的好处。
4。stock index future 被政府批准。
5。从此打开了卖空中国股市的大门。不许卖空股票的规定，名存实亡。
6。国际金融大鳄们轻易卖空 stock index future，制造熊市，席卷国人金融财富。
7。股市狂跌。各种产业大缩水。经济萧条。
8。金融大鳄用席卷国人财富的零头，贱价大肆收购控制绝多数国有私有重点企业。
9。金融买办们大力鼓吹，在国内媒体歌颂金融大鳄们的“救亡”之恩。封侯封爵。
10。1980-90年代国际金融大鳄们洗劫日本财富的历史在国内重演。有过而无不及。 |
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Q***5
发帖数: 994 | 5 Just to be picky: it should be 'futures' not 'future', people will kill for
'future' data. :-) |
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w*****e
发帖数: 197 | 6 Just treat future process as a stock with a special dividend process. Then
it is not hard to see why it is martingale. But for interest rate future
like EuroDollar, I am not sure what you are saying is true in general.
Remember, anything can be a martingale, as long as you are willing to work
with a particular kind of risk neutral measure.
On the other hand, future RATE is a rather hard thing to model. You always
start with some kind of framework that works with short rate or forward rate
. I am... 阅读全帖 |
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n*******e
发帖数: 107 | 7 future contract也是一种asset
rn measure下无yield的asset都应该只有risk free drift
可是这个结论一点都没有意思
因为future的underlying基本都有yield的：股票有divident，commodity有
convenience yidle，这些yield才把futures price搞复杂的 |
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f*****s
发帖数: 1589 | 8 【 以下文字转载自 Stock 讨论区 】
发信人: CPRX (不买高点), 信区: Stock
标 题: CPRX 封 futures 在 Stock 版 (转载)
发信站: BBS 未名空间站 (Wed Jan 14 14:42:53 2015, 美东)
发信人: deliver (自动发信系统), 信区:
标 题: CPRX 封 futures 在 Stock 版
发信站: BBS 未名空间站自动发信系统 (Wed Jan 14 14:42:31 2015)
【此篇文章是由自动发信系统所张贴】
由于 futures 在 Stock 版的 让板斧滚 行为，
被暂时取消在本版的发文权力 14 天。
版主:CPRX
Wed Jan 14 14:42:26 2015 |
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p*******m
发帖数: 20761 | 9 Google has no plans for future laptops, future of Andromeda OS uncertain |
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w*******y
发帖数: 60932 | 10 Hey everyone,
Felt like maybe this deserved a wiki since it is a pretty nice deal.
Keep in mind that all pre-orders from Amazon are eligible for Free Prime
Release Day Delivery!
I saw some deals for Halo: Reach posted, but didn't catch one for the Amazon
Pre-Order with $20 future credit. I also wanted to point out a few other
big games for the fall release season that have the $20 future credit promo.
Feel free to add to the wiki any others you find.
$20 Future VG Credit:
Halo: Reach:
http://www |
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q*********u
发帖数: 9501 | 13 来自主题: _Stockcafeteria版 - Future 我对future 的感觉是大多数情况下盘前盘后是无效的，因为有一个本末
的关系存在，是入选的股票构成指数，而这些股票盘前盘后的交易是很少的。
future起很大work时，往往是趋势已经形成后，市场在前一个交易日个股已
经给出明确方向，这时future对行情有预示作用。 |
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H********7
发帖数: 2369 | 14 发信人: Hunter2007 (耐心是一种美德), 信区: Stock
标 题: Groupon has no future
发信站: BBS 未名空间站 (Tue Nov 30 17:44:11 2010, 美东)
I don't see any future of Groupon's business model. The key of low price is
the competition from the sellers but not the combination of the buyers.
Groupon's business model does not have future.
Groupon deal is a mistake for google. |
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c**i
发帖数: 6973 | 15 Nick Turse, Overkill; Future weapons, future wars, and the new arms race.
TomDispatch.com, Jan 31, 2011.
http://www.tomdispatch.com/archive/175349/
My comment:
(a) Skip the first six parageraphs.
(b) Of these programs, I heard of--and introduced--just one recently: Long
Range Anti-Ship Missile (LRASM).
(c) broadside (n): "all the guns on one side of a ship; also : their
simultaneous discharge"
(d) For boarding party, see
boarding (attack)
http://en.wikipedia.org/wiki/Boarding_(attack)
(in most ... 阅读全帖 |
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c**i
发帖数: 6973 | 16 (1) The Past.
John Steele Gordon, Tracks Across America. Wall Street Journal, June 12,
2011
http://online.wsj.com/article/SB10001424052702303657
404576361331013796182.html?mod=WSJ_Books_LS_Books_6
(book review on (a) Richard White, Railroaded; The transcontinentals and the
making of modern America. Norton, 2011 and (b) Maury Klein, Union Pacific:
The Reconfiguration; America's greatest railroad from 1969 to the present.
Oxford Univ Press, 2011)
Note:
(a) doughty (adj): "marked by fearless resolu... 阅读全帖 |
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o******s
发帖数: 2946 | 17 China's vice president and future leader Xi Jinping will meet with
President
Obama today, nearly 40 years to the day after President Nixon arrived
in
Beijing to radically reshape relations between the two nations. Xi is
in
the U.S. for a week's worth of meetings in Washington, Muscatine, Iowa,
and
Los Angeles.
Xi and Obama have some things in common. Xi's daughter, Xi Mingxe, is a
sophomore at Harvard, Obama's alma mater. Obama is a basketball fan, and
word is Xi hopes to catch a Clippers game... 阅读全帖 |
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发帖数: 1 | 18 future没什么意义
川普赢的那晚dow future -700吧，第二天是涨的 |
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J*V
发帖数: 3150 | 20 China's vice president and future leader Xi Jinping will meet with
President
Obama today, nearly 40 years to the day after President Nixon arrived
in
Beijing to radically reshape relations between the two nations. Xi is
in
the U.S. for a week's worth of meetings in Washington, Muscatine, Iowa,
and
Los Angeles.
Xi and Obama have some things in common. Xi's daughter, Xi Mingxe, is a
sophomore at Harvard, Obama's alma mater. Obama is a basketball fan, and
word is Xi hopes to catch a Clippers game F... 阅读全帖 |
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c******t
发帖数: 142 | 21 http://politics.gather.com/viewArticle.action?articleId=281474978220281
Greece Bankruptcy: The Future of the USA under Obamanomics
May 06, 2010 02:58 PM EDT (Updated: May 06, 2010 03:07 PM EDT)
views: 80 | comments: 14
If anyone cares to see the future of the US, I suggest you take a look
at the financial collapse of Greece. This is liberal/left economic policy
writ large. High Taxes, early retirement, heavy government regulation of
private business, nationalized healthcare, in other words |
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g****e
发帖数: 1829 | 22 futures, not future.... |
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g*****i
发帖数: 2537 | 23 二手交易风险自负！请自行验证是否合法和一手卡！:
我想卖的物品:
PC receipt for HP bundle (future date)
单张面值:
可接受价格(必须明码标价！):
10/each receipt and upc
03/06/2011
or future receipt, you tell me the date and I get your receipts
物品新旧要求:
邮寄方式要求:
买卖双方谁承担邮寄损失(Required if not code only):
付款方式说明:
paypal
其他补充说明:
广告的有效期:
物品来源(Required for All Cards!):
我的联系方式:
Warranty期限:
能否证明是合法的一手卡?(Required for All Cards!):
state and zip: |
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c****x
发帖数: 2674 | 24 发现了这个，到底上一波买的HP 8500能不能做trade in？
【 以下文字转载自 FleaMarket 讨论区 】
发信人: microknife (小刀切馒头), 信区: FleaMarket
标 题: alert!!! ------- do NOT buy hp 8500 pro in the near future (转载)
发信站: BBS 未名空间站 (Wed Dec 1 17:02:58 2010, 美东)
发信人: microknife (小刀切馒头), 信区: ebiz
标 题: alert!!! ------- do NOT buy hp 8500 pro in the near future
发信站: BBS 未名空间站 (Wed Dec 1 17:02:37 2010, 美东)
it is not valid for trade in any more. so do not buy!!
Purchases made December 1, 2010 or later are not eligible for the Trade-In
and Save... 阅读全帖 |
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p*****g
发帖数: 996 | 25 future research写多详细呢？
我看有的人的future research跟一个paper的abstract差不多（很具体），也有的跟
call for paper一样很general。到底哪种比较好呢？谢谢！ |
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s*******1
发帖数: 40 | 26 In a job talk，I was asked to describe short-term and long-term future plans
。I understand the short-term future plan should be the direct extension of
my current research project. What about the long-term plan? Can it be a big
jump from my current project? Would it be risky to show that I am ambitious
in several projects in the long run?
Any suggestion or advice?
Thanks! |
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h****u
发帖数: 618 | 27 要去第一个onsite， 要求做两个talk, 一个是正常的seminar talk, 另一个是和
search committee 的future research plan talk， 30分钟。 请问大家都是怎么准备
future research plan talk的呢？应该包括哪些内容呢？近期计划？远期计划？可能
的funding以及合作？近期计划和合作需要给出很多细节吗？比如说propose将来的一个
研究方向，需要详细地说明如何进行吗？要多详细才合适呢？远期计划是不是也要好好
准备呢？关于远期计划，在电面的时候一个教授问了一个比较细致的问题，我答不上来
，只说现在还在学习，propose 这个方向只不过是因为现在做的东西也能在那个方向上
用，糊弄过关了，他也没深究。现在心里特别没底，很紧张。谢谢！ |
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r***r
发帖数: 153 | 28 请教一下，job talk里的future work怎么讲？
1，是重点讲自己认为的将来工作呢？还是重点讲跟系里其他教授的合作的proj？
2，是讲的比较高屋建翎（跟research statement里一样，只讲要干嘛），还是讲的比
较concrete一点的proj？
3，如果太涉及别人的proj，万一因为知识有限被question怎么办？
4，作为系里的老师，最想从future work里看到什么？
另外很多人提到tough question，能不能给一些具体的例子？我能想到的:
Why is your work important/fits our job description?
Isn't this the same as what AAA and BBB from our department are doing?
It is hard to get funding. How should we trust you can get funding?
多谢指点。 |
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e********1
发帖数: 4 | 29 最近有一个on-site，chair 让我除了准备一个general seminar, 再准备一下future
research plan discussion。这将是和系里所有的faculty讨论。
我现在有一些ideas，但只有一个有pending 的proposal. 其它的还没有想过有没有可
行性，如果谈起的话，会不会被其它faculty给问到答不上来。
请问一下大家，你们有没有这方面的经验，你们是怎么guide the discussion on your
future research plan.你们一般还会不会再准备一些片子呢？
非常感谢！ |
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g******g
发帖数: 52 | 30 正在准备job talk，在future work这一块卡住了。。。希望过来人能指点指点，不胜
感激。。。
research statement里提到了四个topic，四个稍有交叉。现在不知道该如何把他们放
在job talk里：
1. future work应该占多大比例去讲？5/45？ 10/45？talk 总共是45 分钟。
2. 四个topic都需要讲么？还是集中讲2个？
3. 每个方向需要detail到什么程度？比如需要讲motivation，general research
question，methods，expected results？
4. Potential collaborators 是在每个topic里分开讲，还是集中一页来讲比较好？
5. 另外，大牛们来说说：what is involved in building a new research direction？
谢谢～～ |
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g******g
发帖数: 52 | 31 说得太好了！非常感谢！
那action item 就是：future work要讲 research field, grant, collaboration 这
三大点。能展开说说如何讲future research field才能显得既不空洞又不会让人觉得
太detail而像个学生做的小项目？这个度该如何把握？ |
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g*****i
发帖数: 2537 | 32 二手交易风险自负！请自行验证是否合法和一手卡！:
我想卖的物品:
PC receipt for HP bundle (future date)
单张面值:
可接受价格(必须明码标价！):
10/each receipt and upc
03/06/2011
or future receipt, you tell me the date and I get your receipts
物品新旧要求:
邮寄方式要求:
买卖双方谁承担邮寄损失(Required if not code only):
付款方式说明:
paypal
其他补充说明:
广告的有效期:
物品来源(Required for All Cards!):
我的联系方式:
Warranty期限:
能否证明是合法的一手卡?(Required for All Cards!):
state and zip: |
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b******r
发帖数: 111 | 33 谁能告诉我搞commodity future trading(比如ES:Emini future)论坛和broker?
stock没杠杆，外汇杠杆400倍，太大。有没有什么投资产品是小一些杠杆的？ |
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o*****c
发帖数: 241 | 34 it is futures trading, not future trading. u choose the leverage, not the
other way around.
if u r doing hardly any volume, check IB.
if u r doing some volume, newedge is not bad.
if u r doing heavy volume, go with man financial global. |
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s****n
发帖数: 700 | 35 look like ES is index future? are you sure you want to trade commodity
future? |
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h**b
发帖数: 343 | 36 在设置之前，我查看过401k账户里的investments的lists，明明有BROKERAGELINK这个
选项的啊。
原本想把以后新进的钱放入到BROKERAGELINK里，所以开始设置Future Investments。
奇怪的是，为何在我进入设置“Future Investments”时，可选的list里就找不到
BROKERAGELINK了呢？ |
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h**b
发帖数: 343 | 37 我昨天晚上开了brokerage link账户了，账户号码都有了。
当今天想要操作“Invest Future Contributions in BrokerageLink®”时还是找
不到brokeragelink这个选项。有人知道怎么回事么？
但如果我要操作把401k里的其他fund的钱转到brokeragelink，就可以看到
brokeragelink这个选项，提示我可以操作。奇怪。难道是因为目前我的brokeragelink
里没有钱，所以不能对future contribution进行设定？？
get |
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j*******t
发帖数: 123 | 38 callback 不解决有些FUTURE TIMEOUT，就死了的问题吧？ 能给个PSUDEO CODE吗？ |
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j*******t
发帖数: 123 | 39 我可能没说清楚，QUEUE里的FUTURE不是一块放进来的，比如每秒放进来一些。
如果
WHILE （...） {
i) esc.poll() --> if all remaining stuck, it will never response.
ii) esc.poll(timeout) --> what is the value here. If I set 1000, it is
equal to wait and check every second if all remaining is not finished yet.
} |
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H****S
发帖数: 1359 | 40 为什么不能用future.get(timeout)？用 try 包起来，然后catch TumeoutException。
如果catch到了，再invole你的preemptive function。
queue
out |
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s******a
发帖数: 58 | 41 MG Financial LLC, a registered FCM in Wall Street area is seeking full time
experienced Series 3 Futures brokers
Successful candidates should have:
Bachelors degree with background in finance, economics and business
Minimum 3+ years in futures sales experience
Excellent communication skills and a high level of integrity
Self-motivated and strong desire to succeed
Good knowledge and networks with hedge funds and CTAs
Series 3 license
Foreign languages skills a plus
Responsibilities:
Establish and |
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z***n
发帖数: 48 | 42 准备换个地方，H1B身份，发了几封信出去，有个回信说今年可能有位置，问什么时候
能去？
然后紧接着一封信，说忘记问你的visa status和future requirement了。我回信告诉
他我有H1B签证，要转的。
问问签证身份还可以理解，他问我future requirement是什么意思啊，是怕我以后找他
帮忙办身份还是准备给我办身份啊？呵呵，没听人问过，不解。 |
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z***e
发帖数: 5600 | 44 Index itself is not tradable. If you manage a large portfolio,
and somehow a market event happens and you need to sell the market,
the quick, easy and cheap way is to sell the index futures
(you can also short the ETFs, but the futures have much much
longer history than the ETFs) |
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f****r
发帖数: 5118 | 45 commodity futures 是有实际意义的
stock index future其实就是二人赌博，没有实际意义 |
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T*****E
发帖数: 1432 | 46 index futures有意义，可以hedge自己的portfolio——类似option，不过没有option
的time decay，比ETF的leverage大，也没有3x, 2x ETF的decay (参考FAS/FAZ)
所以严格意义上说,index futures是最好的hedge工具！ |
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d****a
发帖数: 2901 | 47 By Tal Barak Harif and Jeff Kearns
Jan. 9 (Bloomberg) -- China took a “big step” toward opening its capital
markets by approving stock index futures, paving the way for increased
investment in the world’s fastest- growing major economy, according to
Invesco Ltd.
The China Securities Regulatory Commission said yesterday it may take three
months to complete preparations for index futures, agreements to buy or sell
an index at a preset value on an agreed date. The government also approved
margin tr |
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f****r
发帖数: 5118 | 48 fair value 就是根据目前的价格计算出的future 的价格，
也就是option value是根据目前的价格计算出来的一样。
对于future，现在还是学习阶段，不对的地方请指正 |
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w*********b
发帖数: 1111 | 49 如题.大牛给解释一下吧.以及index futures和index的关系. |
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T*****E
发帖数: 1432 | 50 futures YM index和dji是不一样的
看futures看ES就好，这个和SPX是对应关系，而且基本上是一样的
ES涨了5点，也就是说SPX涨了五点，那不小了 |
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