v*****k
发帖数: 7798 | 1 【 以下文字转载自 Stockcafeteria 俱乐部 】
发信人: vanmark (controlled aggression), 信区: Stockcafeteria
标 题: 龟派气功的来讨论一下这是不是一个tradable bottom
发信站: BBS 未名空间站 (Tue Aug 9 12:19:53 2011, 美东)
如果没有政策面重大利好，不可能是反转。大盘想要HH似乎有点难，不过不少牛股开始
要HH了。 |
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p******i
发帖数: 1358 | 2 future is by definition tradable |
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p****w
发帖数: 21 | 3 Thanks!
Volatility futures are tradable. I phrased volatility vaguely in my previous
post to make the question simpler.
The CBOE cash volatility index (VIX) is a nonlinear function of SPX options
prices and SPX index. It is not tradable.Then my question follows: if the
underlying is a function of tradable asset prices, is that same hedging
strategy delta neutral and self financing? |
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a***e
发帖数: 27968 | 4 shit, majority of the $6T notes market is tradable.
and China found the $400B of not tradable ones and bought them. |
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w*******r
发帖数: 7276 | 5 World maps of GDP (PPP), 2010 International Monetary Fund
There are three lists of countries of the world sorted by their gross
domestic product (GDP) (the value of all final goods and services produced
within a nation in a given year). The GDP dollar estimates given on this
page are derived from purchasing power parity (PPP) calculations.
Using a PPP basis is arguably more useful when comparing generalized
differences in living standards on the whole between nations because PPP
takes into accou... 阅读全帖 |
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v****o
发帖数: 978 | 6 Chinese economic reform and development: achievements, emerging challenges
and unfinished tasks
Jane Golley and Ligang Song
The economic transformation that has taken place in China since the late
1970s is now regarded as one of the most significant social changes in human
history. Within just three decades, China has succeeded in transforming
itself from a centrally-planned closed economy into one of the world’s most
dynamic and globally-integrated market economies. The dynamics unleashed by
De... 阅读全帖 |
|
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u****d
发帖数: 23938 | 8 ☆─────────────────────────────────────☆
updownlife (渔夫) 于 (Mon Jun 6 16:59:48 2011, 美东) 提到:
第一届(4/8-4/22)比赛结果： 金牛-JustInCase (+28.29%) 银牛-firecs(+5.59%) 铜
牛-mikejackson(+3.32) 同期SPX(+0.69%）
第二届(4/22-5/6)比赛结果： 金牛-alonerocky (+6.04%) 银牛-JustinCase(+5.16%)
铜牛-rim(+2.38%) 同期SPX(+0.21%）
第三届(5/6-5/20)比赛结果： 金牛-JustinCase (+2.02%) 银牛-Wltsn(+1.29%) 铜牛-
Liliwater(+1.21%) 同期SPX(-0.52%）
第四届(5/6-5/20)比赛结果： 金牛奖-FazeOX (+13.87%) 银牛-JustInCase(+7.84%)
铜牛-Stlstl( +5.72%) 同期SPY(-2.15%）
第五届(6/3-6/17)报名参... 阅读全帖 |
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m********0
发帖数: 2717 | 9 no idea,
oanda open earliest,
like 1pm at Sunday afternoon.
I don't think it's tradable till 6:00 cause its amazing spread.
the minute MB is open, it's tradable |
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t**********a
发帖数: 166 | 10 My understaning of hedging is to get rid of the hedgable risk that you don't
want to expose to with (more liquid) tradable products.
It is certainly tie to the contraints: what is tradable and how liquid, how
often you can retrade at what cost..
All of these will determine whether it is more efficient to static hedge or
dynamic hedge, and what hedging strategy can achieve your goal with minimum
cost.
.
not
S1- |
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i*****e
发帖数: 159 | 11 首先U/E和E/U都不是tradable,U/E*D才是dollar tradable (D是eur cash bond
process)
dp=p(r_u-r_e)dt+vdw 是p在dollar cash bond measure下的process,这个meausre就是
通常说的risk neutral measure
所以dq=q(r_e-r_u-v^2)dt-vdw 也是在同一个measure下的
dq=q(r_e-r_u)dt+vdZ 是在eur cash bond measure下的process,这里的dZ和上面的dW是不同的brownian motion了. 如果你是eur investor, 这个measure才是你的risk neutral |
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c*********g
发帖数: 154 | 12 我们知道，No arb <=> 对任何numeraire都存在一个probability measure（equivalent to physical probability），使得市场上所有的tradable assets作用这个numeraire之后，在这个probability measure下都是一个martingale。
根据这个fundamental theory，我们可以将bank account作为这个tradable asset，将stock做为这个numeraire，然后将ito rule作用到d(Bt/St)上，并令这个东东的drift为零（martingale），就可以推出这个结论了。当然，需要有Girsanov Theorem做为前提保证。
这个结论非常好用的哦，大家记住吧，哈哈 |
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c**********e
发帖数: 2007 | 13 What do you mean max(S_T-K, 0) tradable?
(1) If you mean the derivatives which pay max(S_T-K, 0) and max(S_T^2-L, 0),
then there is no arbitrage opportunity, regardless how many derivatives are
tradeable on the market.
(2) If you mean max(S_t-K, 0) tradable, the arbitrage opportunity is obvious
. When max(S_t-K, 0) is 0, you long it. Then when it is in the money, you
have a riskfree profit.
L, |
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c**********e
发帖数: 2007 | 14 If both St and St^2 are tradable, then there is an arbitrage opportunity.
Consider the portfolio (St-S0)^2 = St^2 - 2*S0*St + S0^2. In this portfolio,
you long 1 share of St^2, -2*S0 share of St, and S0^2 dollar risk-free
asset.
It worths 0 at time 0. But at time t, its value is
St^2 - 2*S0*St + S0^2*exp(rt) = (St-S0)^2 + S0^2(exp(rt)-1).
It is always positive! So St and St^2 can not be both tradable. |
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s******e
发帖数: 1751 | 15 which carr paper are you referring to here?
have you thought about a few points:
1. if u caliberate different tenor and yield different parameters, what does
it mean?
2. can you observe realized and compare w/ implied parameters you
caliberated? and
3. is each parameter seperately tradable, or they are just intermingled? is
the market really complete? e.g. that vol-of-vol parameter in heston, for a long time, was not cleanly tradable. |
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y*****l
发帖数: 5997 | 16 【 以下文字转载自 Stock 讨论区 】
发信人: yaokarl (大象), 信区: Stock
标 题: [合集] back testing result of my swing trading system
发信站: BBS 未名空间站 (Wed Jul 13 08:06:21 2011, 美东)
☆─────────────────────────────────────☆
SwingMan (I Love Swing) 于 (Sun May 22 16:35:36 2011, 美东) 提到:
stock list: over 4000 symbols from Yahoo finance,
during testing, delisted symbols are not considered.
Volume: 30 day average vol >500000 during the trading
Price: stock price>6 during trading
long only system, holding period from 2 to 7 t... 阅读全帖 |
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x**n
发帖数: 1936 | 17 how do you know the $400b 2f bond that china bought is tradable? show
something please.
Indeed, I am highly concerning that some bonds may be named notes to
china goverment only, which cannot be traded!
ps://also, I found that your mouth looks nice but not clean, please having it washed before coming here. Especially, trying to stop something, like shit, flow out from it. |
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x**n
发帖数: 1936 | 18 1st, No one know exact what type of bond that China government bought in
detail. For example, I guess you do not know the 2f bonds that china hold
are named or not. Do you agreee with me?
2nd, in US history, no one default GSE bonds yet. But no one know whether US
will do it tomorrow, and, anyone who should not self-believe that 2f bonds
will not be default in any situation.
3rd, Equity -link Notes appeared here is just for responsing some one who
said all notes are tradable. Not refer whether |
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L********a
发帖数: 44 | 19 If RMB is tradable in the market, Central Bank can sell USD and buy RMB. Now
Central Bank has to print 7RMB when receive $1 from export because RMB is
pegged to USD. This pumps up inflation
Buying US Treasury is a popular investments by sovx reserve. Japan, Korea
all do it for the sake of no better alternatives. US treasury is still the
liquid and relatively safe. However China digs a hole by too much
concentration. Things will change only when a matured capital market is
developed in China |
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g****t
发帖数: 31659 | 20 $1是用来买物质均衡国内物价的，这部分必须算。
日本长期就是美国的奶牛。韩国也差不多。
If RMB is tradable in the market, Central Bank can sell USD and buy RMB. Now
Central Bank has to print 7RMB when receive $1 from export because RMB is
pegged to USD. This pumps up inflation
Buying US Treasury is a popular investments by sovx reserve. Japan, Korea
all do it for the sake of no better alternatives. US treasury is still the
liquid and relatively safe. However China digs a hole by too much
concentration. Things will change only when a mat... 阅读全帖 |
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i*****g
发帖数: 11893 | 21 not everything is tradable
那些亿万富翁，有钱，能用钱买来10年寿命？比如steve jobs |
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h*d
发帖数: 19309 | 22 agree with a few points but I think social wellfare system needs to be
changed differently. no cash payment or cash equivalent payment (like
foodstamp) should be directly paid out to anybody, they should be received
only as non-tradable items, like eating in a public food distribution center
or used to pay shelter cost. anybody who cannot provide their children with
enough healthy food regardless of number of children should be charged with
child negligence, all their kids should be taken to fos... 阅读全帖 |
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q******s
发帖数: 7469 | 23 晚了。河内胡志明市中心的房价已经都是百万美元的级别了。越南和中国一样，靠分房
。真正tradable housing stock很少，早抄高了。不过他们的房子是永久产权。
越南人也外f厉害。只要是白人都贴上去。不过越南有中国没有的风景，越战留下来了
一堆混血，集中在西贡。床上很骚。
: 快去炒房。
|
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发帖数: 1 | 24 U.S. Trade Team Leaves China Talks Without Any Big Breakthroughs
May 4, 201811:05 AM ET
Treasury Secretary Steven Mnuchin (center left) and Commerce Secretary
Wilbur Ross (center right) walk through a hotel lobby as they head to a
state guest house to meet Chinese officials in Beijing on Friday. The talks
included a "thorough exchange of views," Chinese media report.
Nicolas Asfouri/AFP/Getty Images
Treasury Secretary Steven Mnuchin and other top U.S. trade officials ended a
round of talks in Be... 阅读全帖 |
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发帖数: 1 | 25 宁南山：中美北京贸易谈判情况简析
当前位置：主页 > 百家争鸣 > 宁南山 · 2018-05-05 · 来源： 宁南山 · 浏览数
：735次
字体： 大 / 中 / 小
5月3日和4日，美国由财政部长姆努钦、商务部长罗斯、美国贸易代表莱特海泽、白宫
国家经济委员会主任库德洛、贸易顾问纳瓦罗、美国驻华大使布兰斯塔德和白宫国家经
济委员会幕僚艾森斯塔组成的豪华谈判代表团来北京和中国进行贸易谈判，我方是副总
理刘鹤带队。
我们很多人都关心，究竟谈的如何，中国和美国会不会彻底走上对抗的道路?
在此之前，我们先看下美国商务部统计的对华贸易结构。
我们只要记住，2017年美国对中国出口的三大件就可以了：飞机，汽车，大豆。
其中飞机占16.3%，大豆占12.4%，汽车占10.6%。
而中国对美国出口最大宗商品是电子产品，占了26.9%，这也不奇怪，毕竟中国是世界
电子产品制造中心，苹果的手机，平板，笔记本电脑就是中国出口美国的最大宗电子产
品。
另外中国还出口家具玩具，占了出口总额12%，还有纺织品，占出口总额的9%。
下图来自中信证券市场研究部。
好了，然后我们再看下5月4日《华尔街日报》公布... 阅读全帖 |
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u***r
发帖数: 4825 | 26 http://blogs.wsj.com/economics/2010/12/29/is-mexico-chinas-futu
By Bob Davis
During the past 30 years, China’s growth has left Mexico’s in the dust,
even though both countries have liberalized their economies, vastly turned
to foreign trade and shed many of the constraints imposed by one-party rule.
Indeed, Mexico has gone much further than China in the latter area, turning
itself into a genuine democracy in the mid-1990s after decades of single-
party control.
Economists Timothy Kehoe of the Un... 阅读全帖 |
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g******e
发帖数: 998 | 27 "their financial systems are inefficient, their non-tradable industries (
communications, transportation and the like) lack competition; and their
rigid labor rules discourage employers from adding full-time workers."
............................................................... |
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c*****g
发帖数: 21627 | 28 By DAVID A. STOCKMAN
GREENWICH, Conn. -- The Dow Jones and Standard & Poor’s 500 indexes reached
record highs on Thursday, having completely erased the losses since the
stock market’s last peak, in 2007. But instead of cheering, we should be
very afraid.
David Stockman
Over the last 13 years, the stock market has twice crashed and touched off a
recession: American households lost $5 trillion in the 2000 dot-com bust
and more than $7 trillion in the 2007 housing crash. Sooner or later —
within a ... 阅读全帖 |
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d*****s
发帖数: 5610 | 29 你这个poll和main polls和华尔街预期都不一样，
如果准确的话，是tradable information。明天看吧。
A |
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t*c
发帖数: 6929 | 30 所以interesting...
: 你这个poll和main polls和华尔街预期都不一样，
: 如果准确的话，是tradable information。明天看吧。
: A
|
|
发帖数: 1 | 31 5月3日和4日，美国由财政部长姆努钦、商务部长罗斯、美国贸易代表莱特海泽、白宫
国家经济委员会主任库德洛、贸易顾问纳瓦罗、美国驻华大使布兰斯塔德和白宫国家经
济委员会幕僚艾森斯塔组成的豪华谈判代表团来北京和中国进行贸易谈判，我方是副总
理刘鹤带队。
我们很多人都关心，究竟谈的如何，中国和美国会不会彻底走上对抗的道路?
在此之前，我们先看下美国商务部统计的对华贸易结构。
我们只要记住，2017年美国对中国出口的三大件就可以了：飞机，汽车，大豆。
其中飞机占16.3%，大豆占12.4%，汽车占10.6%。
而中国对美国出口最大宗商品是电子产品，占了26.9%，这也不奇怪，毕竟中国是世界
电子产品制造中心，苹果的手机，平板，笔记本电脑就是中国出口美国的最大宗电子产
品。
另外中国还出口家具玩具，占了出口总额12%，还有纺织品，占出口总额的9%。
下图来自中信证券市场研究部。
好了，然后我们再看下5月4日《华尔街日报》公布的美帝谈判框架，
我们来分析下美方的谈判框架，就基本可以了解谈判的全貌，毕竟美方是贸易战挑起者
和诉求提出者。
我自己也写过很多文档，起标题一直是一个重要工作，注意谈判框架标... 阅读全帖 |
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s*******h
发帖数: 375 | 32 BZQ SMN EEV are tradable. You need ETF with volumns.
India |
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p***n
发帖数: 1987 | 33 反转不太象，不过这应该是一波Tradable的机会，性价比不错。 |
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m*****r
发帖数: 334 | 34 There are two job openings in our group, and these positions are related to
market risk/credit risk modeling and located at Tampa, FL (not in New York).
These are entry-level positions; I am looking for the candidates who are
fresh phd graduates. Since I want to fill in these two positions asap, if
you already had OPT or GC, it is a big plus.
If you are interested in it, please send me the resume asap.
Position 1:
Position Title: Risk Quantitative Analyst
Position Level: Entry-level
Job D... 阅读全帖 |
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c*****e
发帖数: 737 | 35 大概意思是中国人在service上的开销低，如果看tradable goods的话，那么中美消费
差距没那么大。 |
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z****7
发帖数: 880 | 36 Market capitalization (often simply market cap) is the total value of the
tradable shares of a publicly traded company; it is equal to the share price
times the number of shares outstanding.
In accounting and finance, equity is the residual claim or interest of the
most junior class of investors in assets, after all liabilities are paid. |
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k**l
发帖数: 2966 | 37 high volatility is a tradable conclusion too. 就是门槛高些 |
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m****a
发帖数: 2593 | 38 最近看到一个有趣的观点
美国联储的量化还松造成的实际效果是通货紧缩 而不是通货膨胀 因为印出来的钱都流
到了供应端 而不是需求的一方。这个在能源商品市场上非常显著。典型的供过于求
Much of the abundant , cheap FED created credit has gone to finance projects
to expand the supply not just demand
Along with globalization this supply-side boosts have kept a cap in prices
of tradable goods |
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n****3
发帖数: 23 | 39 【 以下文字转载自 Quant 讨论区 】
发信人: ny1973 (Manhattan-on-the-rocks), 信区: Quant
标 题: Junior Risk Quant Opening (Shanghai)
发信站: BBS 未名空间站 (Fri Jun 22 13:46:34 2012, 美东)
The group mentioned below is looking to add more positions. Please contact
me with in-site mail if you are interested. Please also indicate when you
will be available to be on-board in Shanghai.
----------------------------------------------------------------
Our firm is opening an “Advanced Analytics Center” for Risk Methodologies
in Sha... 阅读全帖 |
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n****3
发帖数: 23 | 40 【 以下文字转载自 Quant 讨论区 】
发信人: ny1973 (Manhattan-on-the-rocks), 信区: Quant
标 题: Quantitative Risk Analyst (TEMP POSITION)
发信站: BBS 未名空间站 (Fri May 24 22:44:38 2013, 美东)
Our firm has a quantitative risk analyst temp position opening in NYC. The
term is 6 months with no guaranteed renew and no relocation assistance.
The team requires IMMEDIATE availability with a current, valid US work
permit for the duration of the position. If you are interested and meet all
the requirements above and below, plea... 阅读全帖 |
|
n****3
发帖数: 23 | 41 【 以下文字转载自 Quant 讨论区 】
发信人: ny1973 (Manhattan-on-the-rocks), 信区: Quant
标 题: Quantitative Risk Analyst (TEMP POSITION)
发信站: BBS 未名空间站 (Mon Dec 30 09:56:06 2013, 美东)
This position is opened again recently -
Our firm has a quantitative risk analyst temp position opening in NYC. The
term is 6 months with no guaranteed renew and no relocation assistance.
The team requires IMMEDIATE availability with a current, valid US work
permit for the duration of the position. If you are interested and meet al... 阅读全帖 |
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m*****r
发帖数: 334 | 42 There are two job openings in our group, and these positions are related to
market risk/credit risk modeling and located at Tampa, FL (not in New York).
These are entry-level positions; I am looking for the candidates who are
fresh phd graduates. Since I want to fill in these two positions asap, if
you already had OPT or GC, it is a big plus.
If you are interested in it, please send me the resume asap.
Position 1:
Position Title: Risk Quantitative Analyst
Position Level: Entry-level
Job D... 阅读全帖 |
|
n****3
发帖数: 23 | 43 【 以下文字转载自 Quant 讨论区 】
发信人: ny1973 (Manhattan-on-the-rocks), 信区: Quant
标 题: Quantitative Risk Analyst (NYC, TEMP POSITION)
发信站: BBS 未名空间站 (Mon Apr 27 10:29:53 2015, 美东)
Our firm has a quantitative risk analyst temp position opening in NYC. The
term is 6 months with no guaranteed renew and no relocation assistance.
Valid US work permit is required as there will not be sponsorship for the
temp position.
Although not a permanent position, it is good for gaining experiences in
quantitative risk a... 阅读全帖 |
|
z****e
发帖数: 54598 | 44 every thing is tradable
global市场决定了一切，如果一个人能够赚¥50w
你给他开¥25w的工资，他就会想方设法让自己收入double
h1b抽签是拦不住这个人的，资本主义也会想办法给这种人创造渠道
让他有办法赚50w，所以不要说国内也能干
如果国内也能干，他就会想办法让收入match他的能力
他自己会觉得被low ball鸟
是不是谁都会，我不确定，但是我知道的是
目前很多人还就是不会，当然嘴巴上说自己会的
以及觉得自己会的，不在少数
我发现，英语跟技术，往往对冲
很多妹子英语是不错，但是技术一塌糊涂
反过来也一样，国内很多索南技术还可以
但是英语不行，如果把数学也放上去
你会发现，三个都行的，更少
数学的东西太过于理论化，很多人理论可以，考试行
动手能力一塌糊涂，数学系多的是这种索南
你从小到大，英语好，动手能力强，最后数学也好的
你见过几个？当然嘴巴上说行，那是很多的
基本上搞编程，这三个都有帮助，也都有要求其实
嘴巴上说行，多容易的事
最终落实下去无非敲键盘和点鼠标嘛
以及张嘴发个音么
谁不会？ |
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I****k
发帖数: 35 | 45 Title: Quantitative Risk Analyst
Level: Entry-level
Employer: Major US Bank
Location: Shanghai, China
Job Descriptions
- Utilize statistical/quantitative techniques to analyze market data;
develop and improve algorithms of time-series analysis.
- Responsible for the construction of covariance matrices that are used in
the simulations of Value-at-Risk (VaR) and counterparty risk exposure
calculations.
- Perform profit attribution analysis and hypothetical backtesting on
tradable products.
- R... 阅读全帖 |
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I****k
发帖数: 35 | 46 Please send your CV to [email protected]
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/* ]]> */
Position Title: Risk Quantitative Analyst
Position Level: Entry-level
------
Job Description
•... 阅读全帖 |
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I****k
发帖数: 35 | 47 Please send your CV to [email protected]
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if interested.
Position Title: Risk Quantitative Analyst
Experience Level: Entry Level
Locatio... 阅读全帖 |
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G****n
发帖数: 145 | 48 长江各领域教授论文引用次数
Between trust and control: Developing confidence in partner cooperation in
alliances
[PDF] from cuny.edu…, BS Teng - Academy of management Review, 1998 - JSTOR
Strategic alliances have been recognized as arenas with potential for
opportunistic behavior
by partners. Hence, a firm needs to have an adequate level of confidence in
its partner's
cooperative behavior. In this article we examine the notion of confidence in
partner ...
Cited by 1749 - Related articles - BL Direct - All 9 v... 阅读全帖 |
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i*****d
发帖数: 178 | 49 长期的底，油必须下来，才有可能构成中短期底。现在悬在market的两大利剑，credit
crisis, and inflation.这两者不去，bear 阴影不散！
So, We are still in bear market. Some bear rallies are tradable! But, be
careful! |
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p*p
发帖数: 287 | 50 watch out today's volume and the price spread, if it can close near high and
Mon can close in green, then a tradable buy signal forms |
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