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全部话题 - 话题: futures
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p*****2
发帖数: 21240
1
future之间,以及future和main thread之间,一般通过什么方式通信。有啥好的吗?
c******o
发帖数: 1277
2
标准做法就是组合future 成一个大的future(map/zip/flatMap)
dependency会自动解决的。这样不能适用与你的要求?
基本上就像组装机器/pipeline一样的。和函数的互相组合也类似。
c******o
发帖数: 1277
3
举个例吧,在同一个JVM里有什么是需要future互相通讯的?
一般都能拆分成足够小的单个的future互相组合达到你的要求。
d******e
发帖数: 2265
4
来自主题: Programming版 - scala的基于future并行async程序怎么写
比如我发出1000个web crawlers function that return futures.
要等他们结束,看多少个成功的。比如下面。
val keywordCountsFuture = Future.sequence(testItems map {
item => cmpKeyword(item.id, item.siteId, "NextGenAll")
})
Await.result(keywordCountsFuture, 30 second)
现在遇到exceptin没有处理就挂在那里。怎么破?
d******e
发帖数: 2265
5
来自主题: Programming版 - scala的基于future并行async程序怎么写
看了一下这个写起来跟我的
future/list/try map future list try
没大区别。

发帖数: 1
6
Which language has the brightest future in replacement of C between D, Go
and Rust? And Why?
In spite of my status and obvious bias as co-creator of D, I'll do my best
to answer candidly; I follow Go and Rust, and I also definitely know where D
's dirty laundry is. I'd encourage people with similar positions in the Rust
and Go communities to share their honest opinion as well. So here goes.
First off, C++ needs to be somewhere in the question. Whether it's to be
replaced alongside C, or be one o... 阅读全帖
z*h
发帖数: 773
7
来自主题: Biology版 - Biofuels future and criticism (转载)
【 以下文字转载自 ChemEng 讨论区 】
发信人: zyh (CH2O), 信区: ChemEng
标 题: Biofuels future and criticism
发信站: BBS 未名空间站 (Wed Oct 12 22:42:24 2011, 美东)
Highlights
► We are flooded by a wave of biased or even false information about
biofuels.
► Most advanced biofuels cannot be economically produced compared to
ethanol and H2.
► Thermodynamics determines economics.
► Cellulosic ethanol and butanol are the best short- and middle-term
biofuels.
► Sugary hydrogen would be the best ultima... 阅读全帖
z*h
发帖数: 773
8
来自主题: Chemistry版 - Biofuels future and criticism (转载)
【 以下文字转载自 ChemEng 讨论区 】
发信人: zyh (CH2O), 信区: ChemEng
标 题: Biofuels future and criticism
发信站: BBS 未名空间站 (Wed Oct 12 22:42:24 2011, 美东)
Highlights
► We are flooded by a wave of biased or even false information about
biofuels.
► Most advanced biofuels cannot be economically produced compared to
ethanol and H2.
► Thermodynamics determines economics.
► Cellulosic ethanol and butanol are the best short- and middle-term
biofuels.
► Sugary hydrogen would be the best ultima... 阅读全帖
F*********n
发帖数: 52
9
来自主题: EE版 - EE还有future吗?
没有future。其实做人也是没有future的,难逃一死,玩的开心就好~
c******x
发帖数: 21
10
zz
After Downturn, A Brighter Future for Automotive Engineers
Workers with multidisciplinary skill sets will be most in demand
Charles J. Murray, Senior Technical Editor -- Design News, June 26, 2009
For automotive engineers, a better future is coming, experts say.
But as the technical community struggles back to its feet after the economic
collapse of the past year, it's going to need to be willing to adapt. In
the next few years, automotive engineers will have to work in global
collaborative e
w*****3
发帖数: 5
11
来自主题: MedicalCareer版 - my future?
Sorry to bother you, this is my first talk in this club.
First of all, I would like to introduce myself. I was a doctor in China,
worked in hospital for 6 years and got attending doctor, then I went to
Japan, got my Ph.D degree in 2004, right now I was doing research in USA
University for 7 years. Since I am waiting for my Green Card (maybe I can
get it until December, 2012), I did not find the job in company or the other
field, but I really like hospital job rather than research. In addition, ... 阅读全帖
B*********h
发帖数: 800
12
☆─────────────────────────────────────☆
wzyzy (Lobster) 于 (Fri Jun 15 17:16:43 2007) 提到:
Future Market 每天 Mark to market,为什么是F1-F0? 我总觉得应该要Disount一下
,因为Cash flow比Foward 早了些。为什么书上都说是F1-F0。
有没有强人解释一下。有谁trade future的,说说看。
☆─────────────────────────────────────☆
Woodyseven (沉默年代,遥远的爱) 于 (Fri Jun 15 22:57:08 2007) 提到:
还是没想明白,同求解答

☆─────────────────────────────────────☆
scarface (人生犹如一场电影) 于 (Fri Jun 15 23:06:52 2007) 提到:
what do u mean F1/F0?
☆─────────────────────────────────────☆
w******n
发帖数: 645
13
来自主题: Quant版 - 关于future和forward的一个问题
Forward contract could not be closed out early, am I right? Not like futures
, which are marking to the market with daily settlement. Futures can be
closed out early but forwards cannot.
Could anyone please let me know if I'm wrong with this concept.
o***n
发帖数: 921
14
来自主题: Quant版 - 关于future和forward的一个问题
how do you close a futures contract? you enter an opposite position.
you can do the same thing with a forward, right?

futures
z********0
发帖数: 20
15
来自主题: Quant版 - 请教一个关于futures的问题
做NYMEX的gold futures,initial margin 一般是多少呢?
别的品种的futures呢?
比如说10%, 是个什么概念呢? 是不是说 10,000的balance,可以做价值100,000的
contract.
多谢大师指点
n******y
发帖数: 192
16
来自主题: Quant版 - A Future Question
How to compute 10 Yr Treasury note future with delivery date 8/31/20008
Hull's book: F=(S-I)*EXP(r*T)
How can I use the formula?
Known:
7/9/2008
10 Yr Treasure Note price = 100.375
10 Yr Treasure Note is semiannual coupon at 6%. Next pmt is $6 at 12/31/2008
interest rate:
3 Mon 1.82%
6 Mon 2.05%
let me know if you need other data. Thanks
The actual price at 7/9/2008 for 10 Yr Treasury note future is 115.5156. Much higher than the results from the formula.
my calculation is around 102. why thi
b***k
发帖数: 2673
17
☆─────────────────────────────────────☆
finalguy (答案) 于 (Sat Jul 5 19:14:17 2008) 提到:
Future Market 每天 Mark to market,为什么是F1-F0? 我总觉得应该要Disount一下
,因为Cash flow比Foward 早了些。为什么书上都说是F1-F0。
有没有强人解释一下。有谁trade future的,说说看。
☆─────────────────────────────────────☆
finalguy (答案) 于 (Sun Jul 6 00:23:04 2008) 提到:
anyone? A lot of ppl read this, but still no comments.

☆─────────────────────────────────────☆
leizz (elf) 于 (Sun Jul 6 05:56:27 2008) 提到:
你mark to market的时候,不就是T1吗?Discount啥?
☆──
l****y
发帖数: 92
18
请问FX futures有没有像commodity futures那样量化的模型啊?比如jump model,
regime switch model之类的.
b******w
发帖数: 52
19
I have the following question on calculate forward rate using euro dollar
future.
suppose the euro dollar future rate is edf(t, T_1, T_2) at time t for [T_1,
T_2]
and the forward rate is denoted by f(t, T_1, T_2).
there is a simple formula (maybe only apply for ho-lee model) is
f(t, T_1, T_2) = edf(t, T_1, T_2) - 1/2*T_1*T_2* \sigma^2(t)
My questions are
1. how to calculate sigma(t)? how is sigma(t) calculated from / related to
cap/caplet vol?
2. as the the market practise, what is the "standa
e***y
发帖数: 273
20
Dear All:
哪儿可以下载future和option的历史数据 ?
I would like to get download the daily closing and open price for future and
options.
Thanks
c****y
发帖数: 3592
21
来自主题: Quant版 - 有高手解释下swap futures么?
calendar swap futures和basis swap futures, 比如oil
如果一手的contract value是1000刀的话,是不是我进一手的话我对oil的notional
size实际要翻倍是2000刀? 因为我long一头short另一头
b********e
发帖数: 74
22

Eurodollar future is mark to market daily. If you are long ED, when rate
goes up, you lose money so need to post margin. When rate falls, you get
credit in your account but unfortunately your return for the credit
reinvestment is lower since we are in lower rate environment. We pay when
rate goes up and we get back when rate goes down. So in some sense there is
negative convexity. ED investor will be compensated by letting future rates
to be above corresponding forward rate (from FRA). This is ... 阅读全帖
t*******y
发帖数: 18
23
来自主题: Quant版 - 答谢文,谈谈VIX 和 VIX future
赞补充。之前只谈 hold to settlement 的情况是想尽量简化,把区别讲清楚。在
settlement 之前,考虑 mark to market,一个 unexpected volatility shock 对VIX
future 和 variance swap 价格(假设同时到期)的影响大致取决于两个因素:
1.距离到期的时间T - t
2.市场预期这个shock 会有多长时间的影响。
Variance swap 的价格受 Et[Variance from T-t to T] 的影响, VIX future 价格受
Et[Variance from T to T+30]的影响,这两个expectation 都会受到这个
volatility shock 的冲击,但这两个因素就会决定sensitivity的不同。
s******e
发帖数: 1751
24
来自主题: Quant版 - 答谢文,谈谈VIX 和 VIX future
VIX101: vix spot and vix future are not the same thing. it's not like gold
spot and gold future.
you cannot compare them.

poor
考。
s******e
发帖数: 1751
25
来自主题: Quant版 - 答谢文,谈谈VIX 和 VIX future
what i meant was, today's vix spot and the front month vix future, are not
the same thing, by definition. they only reconcile when the future expires.
z***e
发帖数: 5600
26
来自主题: Quant版 - 答谢文,谈谈VIX 和 VIX future
1. Replication of variance swap by strip of options is fine at least for SPX
index options. Note that size of a certain option is fixed (proportional
to 1/K^2). In fact, market maker do trade replication strips to close their
VIX positions during the special quote window of the expiring Wednesday.
3. There is also a special case when extrapolation instead of interpolation
is required to calculate VIX index when next monthly SPX option expiration
is five weeks away. Has CBOE started using week... 阅读全帖
S*******s
发帖数: 13043
27
来自主题: Quant版 - 答谢文,谈谈VIX 和 VIX future
vix future 的settlement price的确定方式楼主为什么不谈谈呀?挺有意思的事。几
年前有人写了文章证明了只要用很小的代价来改变deep otm的期权报价就可以显著影响
vro的最终结算价,之后cboe完全改变了定价方式。
即使现在这个方式结算价也是被明显地操纵着。比如大家可以看看1月份vix future的
结算价12.36,比前一天跌了6.7%,可是相应的vix基本上没有变。为什么呀?我认为是
我那天犯懒有2手合同没有在最后一个交易日清盘。就2手呀,他们就为这个砸盘。
a******y
发帖数: 40
28
来自主题: Quant版 - 答谢文,谈谈VIX 和 VIX future
1. VIX future settlement VXS 确实和当天的VIX有较大差距
2. VIX 计算是从中间价来的。有bid-ask spread而且相当大。vxvwa-vxvwb经常有一个
多点。
3. VXS 计算是从成交价来的。一般VXS在VIX bid-ask spread之内。但也有例外
4. VXS option chain的vega 比 vix future settlement的vega要小很多。所以做市不
难。应当也有人在做。
j********t
发帖数: 201
29
来自主题: Statistics版 - Future for SAS programmers
Question: what is the future of SAS programmers when jobs are not so easy to
find?
Short answer: very bright.
Long answer: very bright depending on how you handle the situation, how you
purposely develop your knowledge and skills and adopt them to the current
needs.
Here is the trend:
1) 20 years ago: if you tell a hiring company that you know SAS, then you
get a job.
2) 10 years ago: if you have a master in statistics and you know SAS, then
you get a job.
3) Now: if you have a master / phd in s... 阅读全帖
j********t
发帖数: 201
30
来自主题: Statistics版 - Future for SAS programmers
Question: what is the future of SAS programmers when jobs are not so easy to
find?
Short answer: very bright.
Long answer: very bright depending on how you handle the situation, how you
purposely develop your knowledge and skills and adopt them to the current
needs.
Here is the trend:
1) 20 years ago: if you tell a hiring company that you know SAS, then you
get a job.
2) 10 years ago: if you have a master in statistics and you know SAS, then
you get a job.
3) Now: if you have a master / phd in s... 阅读全帖
w*******y
发帖数: 60932
31
Microsoft Xbox 360 Kinect Sensor with Kinect Adventures game in stock @
Kmart.com $149.99 plus Tax and Free Ship.
Purchase this item now and receive a $25 coupon towards a future video game
purchase. Offer ends 13-Nov-2010.
Purchase the Kinect and a Kinect game and receive a $15 coupon towards a
future video game purchase Offer ends 13-Nov-2010.
MUST BE A REGISTERED KMART.COM MEMBER!!! Sold by Kmart. Offer good through
13-Nov-2010
Link:
http://www.kmart.com/shc/s/p_10151_10104_018W029655080001P?... 阅读全帖
w*******y
发帖数: 60932
w*******y
发帖数: 60932
w*******y
发帖数: 60932
34
Amazon two movies combo deal. Buy Two New Blu-rays, Save $8.
Link:
http://www.amazon.com/gp/feature.html/ref=br_lf_m_1000495491_pg
Back to the Future Trilogy [Blu-ray] = $24.99
Dune [Blu-ray] = $10.99
Both movies = $35.98
-$8.00 promo
Total = $27.98 @ Amazon
Note: This Back to the Future Trilogy [Blu-ray] does not come with hot
wheels toy.
w*******y
发帖数: 60932
w*******y
发帖数: 60932
36
Future Beach Fusion 10 Kayak $199.98, save $100
Link:
http://iway.org/9585221
Comes in four colors
Part of at Dick's Sporting Goods boat sale starting May 20th
Available at Sport Authority for $299.99
Additional Kayaks Great Deals
Potomac Pathfinder 100 Kayak $179.98 Reg $229.99
Link:
http://iway.org/9585231
Field & Stream 12' Eagle Run Kayak $349.98 Reg 499.99
Link:
http://iway.org/9585241
Future Beach Spirit 120 Kayak $189.98 Reg 269.99
Link:
http://iway.org/9585251
d******y
发帖数: 315
37
来自主题: _Stockcafeteria版 - futures
INDEX VALUE CHANGE OPEN HIGH LOW TIME
DJIA INDEX 10,386.00 -50.00 10,435.00 10,470.00 10,379.
00 06:47
S&P 500 1,097.00 -6.50 1,103.30 1,107.10 1,095.30 06
NASDAQ 100 1,859.75 -7.25 1,866.75 1,878.25 1,858.00
06:38
鸡血的消息出来了,但futures红了,是futures又反指了?还是市场不看好鸡血?
如果大盘要继续往上走,市场也需要健康调整吧。。。
X*****s
发帖数: 2767
38
来自主题: _Stockcafeteria版 - 我对future的感觉怎么这么准?
不是吹牛,手机上有bloomberg, 每次打开看future之前我会预测一下涨跌百分比,几
乎很少落空,很多时候精确到0.01%。可我从来不研究future, 更不操作。
p********e
发帖数: 1960
39
来自主题: _pennystock版 - NASDAQ FUTURES跌了50点
http://www.bloomberg.com/markets/stocks/futures.html
没有那么吓人...CNBC的future有些时候要乱写...要真是跌那么多就可以抄底了...
j****s
发帖数: 5092
40
【 以下文字转载自 SFparents 俱乐部 】
发信人: jeeves (coala), 信区: SFparents
标 题: Shop at Whole Foods on Tuesday, April 6th for Their Future
发信站: BBS 未名空间站 (Wed Mar 31 17:23:18 2010, 美东)
Shop at Whole Foods on Tuesday, April 6th -- Whole Foods in Cupertino will
donate 5% of net sales at their store on 20955 Stevens Creek Blvd to Their
Future is Now! Fundraising Campaign.
Please tell your friends, family members, and neighbors to shop at Whole
Foods on April 6th, and stock up on pantry items!
Thank you so much
t********r
发帖数: 4908
41
☆─────────────────────────────────────☆
jeeves (coala) 于 (Wed Mar 31 17:24:24 2010, 美东) 提到:
发信人: jeeves (coala), 信区: SFparents
标 题: Shop at Whole Foods on Tuesday, April 6th for Their Future
发信站: BBS 未名空间站 (Wed Mar 31 17:23:18 2010, 美东)
Shop at Whole Foods on Tuesday, April 6th -- Whole Foods in Cupertino will
donate 5% of net sales at their store on 20955 Stevens Creek Blvd to Their
Future is Now! Fundraising Campaign.
Please tell your friends, family members, and neighbors to shop at Who... 阅读全帖
Q*K
发帖数: 3464
42
来自主题: _SeattleStartup版 - The future of navigation: indoor mapping
As part of the series of presentations for Engineering week, the senior
research scientist for NAVTEQ Corporation, Bill Gale, was invited to give a
talk on his company’s current and forthcoming technologies. Gale has a
master’s degree in Electrical Engineering and Computer Science, and was a
former doctoral candidate here at UIC.
NAVTEQ is a digital mapping corporation that provides maps for companies
such as GM, Garmin, and Rand McNally. It has 196 offices in 36 countries
with its Corporate Hea... 阅读全帖
c******n
发帖数: 4965
43
来自主题: _FilmPhotography版 - the future of leica or the future of RF
this is debated before,
but I really feel there is no point for SLR now that the future is digital,
the view finder could just take from the CCD ---- the "live view " thing
s******a
发帖数: 38
44
About the impact of network communication on future society, I think there is
such a possibility:
Since the accumulation of knowledge is subject to a big acceleration in
human society, we can expect a extremely high information production rate
in the future. The consequence is, every person is highly specialized in a
particular region of knowledge. Due to the advanced network system, you can
easily get information you want from some data source or the others. So people
would become more efficien
c**i
发帖数: 6973
45
Marshall Eckblad and Curt -Thacker, China-Based Rally Hits Hog Prices.
Futures surge by daily limit after China’s Wen singles out high cost of
pork. Wall Street Journal, July 12, 2011 (title and date in print)
http://online.wsj.com/article/SB100014240
52702303678704576440213768395124.html
("China is the world's largest consumer of pork. * * * Traders interpreted
Mr. Wen's comments as a sign China will look to import more pork to help
stabilize prices, which could fuel an increase in global deman... 阅读全帖
B*V
发帖数: 3365
H****g
发帖数: 14447
47
Future weapon是美国一个宣传先进武器的电视节目。里面不少武器也已经投入实战了
,比如说drone啊,M107反器材大狙啊,还有精确定位的火箭炮啊,低噪音潜艇,F35
JSF等等。
从威慑的角度看,美军开发这些杀人武器当然是很有威力的。但是,从节目里武器设计
师,项目经理等人的谈话也可以看出,美军更主要的动机是追求最低限度的自身伤亡,
所以设计的武器都是希望隐形,远程精确定位打击,打了就跑掉,像Javalin这种武器
。甚至发射完武器都不用管了,像那种携带三颗炸弹的微型drone。
这就带来一个问题。
要知道,任何战争,最终都是人的战争。除非你的目的是要把对方全部消灭掉,否则你
这种不接触的武器,最终导致的就是马克思一百多年前就阐述过的隔离。。
比如说,电视里一个drone操作员就说,自己操纵drone时,一点感觉不到飞机是在上百
或者上千英里之外。按一下按钮就好了。如果说传统武器就好比农场工具,农民自己去
耕作,然后看着自己的作物成长;而美国的武器开发使得战争变成了工厂,工人天天在
流水线上一个动作,根本不知道自己生产的是什么东西;这就是人与自然的隔离。传统
的武器操作者和... 阅读全帖
t******t
发帖数: 15246
48
标题:中国面向未来的计划(China’s Plan for the future)
中国一直在推进那个能让自己拥有世界上最长的高速公路系统的计划。
China is still moving ahead with plans that will give it the world’s
biggest highway system.
随着中国经济的快速增长,能让这个国家一直在动也成了政府的首要任务。在过去几十
年的基建浪潮中,车辆的数目也在快速增长,而现在有了些制约因素。
许多人都会想到史上最糟糕的交通堵塞:2010年8月,京藏高速公路上的大堵车,绵延
100公里,被堵20天。造成这个混乱的原因是铁路线出了问题,几百辆卡车通过公路从
内蒙向北京运煤。
中国在2009年已经取代美国成为最大的轿车和面包车(厢车)市场,当年全国共有1360
万辆车售出。因此去年北京启用新的规定来限制车辆的购买。相关人员介绍:2011年只
有24万购车上牌名额,是2010年的三分之一。
尽管如此,中国仍在快速发展她的铁路和公路链,最新的估计,2020年公路网络会完工
,到那时,中国会增加129万公里的普通公路(... 阅读全帖
R*******N
发帖数: 7494
49
interesting 256 comments
http://news.yahoo.com/xi-jingping-future-chinese-leader-makes-u
Fred • 12 secs ago
Can we trade him for Obama?
Reply
Willy • Sunnyvale, California • 14 secs ago
I do hope all the Traitors in Congress bow their new Master.
Reply
Nic • 35 secs ago
Wonder which part of the country he will find exceptable for the
new chinese palace!
Reply
Loyal • 54 secs ago
Who Is Xi Jinping?
Who's your Daddy?
He's the next Great Leader of America...w... 阅读全帖
v***t
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