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alexandergir


Total Posts: 22
Joined: Dec 2007
 
Posted: 2013-03-05 21:07
Folks, I explain how vol surface can be decomposed into trade-able gammas and how it can be predicted day to day, ask me for implementation if you want to try, thoughts are very welcome
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2223406

alexandergir


Total Posts: 22
Joined: Dec 2007
 
Posted: 2013-03-08 21:21
Morgan Stanley Lawyers, kindly asked me to remove my SSRN paper since in their humble opinion it contains information I invented while at Morgan Stanley.

With any questions or concerns please contact me alexanderg at alumni.stanford.edu

Baltazar


Total Posts: 1763
Joined: Jul 2004
 
Posted: 2013-03-08 22:55
I went through it quickly and that seems like a nice paper.
Very practical.

Qui fait le malin tombe dans le ravin

Strange


Total Posts: 1346
Joined: Jun 2004
 
Posted: 2013-03-09 00:43
Just looked through it, interesting approach. You don't happen to have the example code and data some place (I know, a lot to ask)?

It's buy futures, sell futures, when there is no future!

Baltazar


Total Posts: 1763
Joined: Jul 2004
 
Posted: 2013-03-09 11:53
sent you an email strange btw, sorry for the threadjack

Qui fait le malin tombe dans le ravin

chiral3
Founding Member

Total Posts: 5011
Joined: Mar 2004
 
Posted: 2013-03-09 16:28
You got a cease and desist within 3 days? That's amazingly nimble of them.

Nonius is Satoshi Nakamoto. 物の哀れ

albo
Banned

Total Posts: 1
Joined: Mar 2012
 
Posted: 2013-03-10 01:37
Can someone provide a copy of this paper?

Arhs99
Banned

Total Posts: 1
Joined: Mar 2012
 
Posted: 2013-03-10 16:45
^^^
Same here please?
Say no to strangling free expression.

PeregrineFalcon


Total Posts: 28
Joined: Feb 2007
 
Posted: 2013-03-10 22:46
Can I also get a copy ? Thanks!

quantie


Total Posts: 883
Joined: Jun 2004
 
Posted: 2013-03-11 15:09
me too please..

DTD2003


Total Posts: 31
Joined: Sep 2006
 
Posted: 2013-03-11 17:04
Me as well. Thanks :)

granchio


Total Posts: 1530
Joined: Apr 2004
 
Posted: 2013-03-11 17:13
ditto

"Deserve got nothing to do with it" - Clint

theDude


Total Posts: 140
Joined: Apr 2007
 
Posted: 2013-03-11 17:16
May I have a copy? thanks.

alexandergir


Total Posts: 22
Joined: Dec 2007
 
Posted: 2013-03-11 19:08
Apologies for off-topic:

I had a thought the other day about the old days in Soviet Union when poets and writers who simply wanted to tell the truth as it is were made silent and blocked by people with an illusion of power. In spite of this their never published poems if good were more widely known and read than anything published. How it happened is that, in spite of the original writer being made silent, people who got manuscripts would read them themselves and make copies (handwritten at the time) and share them with all their friends in a more inspired and prompt way they ever shared anything published. Networks of people are exponential so even in totalitarian regime there was no way to block information.

I had this thought after my friend residing in China asked me to forward her sinocism.com Chinese newswire emails which are blocked in China. Seems there are still people in China who believe that information can be stopped by blocking source website.

DocAdam7


Total Posts: 153
Joined: Nov 2007
 
Posted: 2013-03-11 19:18
I'd love a copy too... if it's not too much trouble. Thanks!

That which counts cannot always be counted. That which can be counted does not always count.

edouard
Banned

Total Posts: 2
Joined: Dec 2011
 
Posted: 2013-03-11 19:27

please, add me to the list of those who would kill to read this paper.

gnarsed


Total Posts: 87
Joined: Feb 2008
 
Posted: 2013-03-11 19:50
i would also like a copy if possible. thx.

meteoraln


Total Posts: 47
Joined: May 2012
 
Posted: 2013-03-11 21:57
I'd like a copy as well if that's alright. Thanks!

excalibar


Total Posts: 15
Joined: Jul 2006
 
Posted: 2013-03-11 22:29
Could you send me a copy too. Thanks a lot.

escherichia


Total Posts: 10
Joined: Dec 2011
 
Posted: 2013-03-11 23:44
hi. Can I have a copy, too, if that's not a problem?

zee4


Total Posts: 59
Joined: May 2010
 
Posted: 2013-03-12 00:52
would love to have a copy.
Thanks

Бухарский

alexandergir


Total Posts: 22
Joined: Dec 2007
 
Posted: 2013-03-12 05:17
Folks, with all due respect to the ones who emailed me I am not positioned to sent this paper to anybody. I presume God and my newborn are exempt.

np.ciao
Banned

Total Posts: 2
Joined: Jan 2013
 
Posted: 2013-03-12 11:35
Is there a way I can get a copy? Thanks

farrafi
Banned

Total Posts: 6
Joined: Jul 2008
 
Posted: 2013-03-14 05:09
Baltazar

May I have a copy of the paper ?

Thanks

farrafi
Banned

Total Posts: 6
Joined: Jul 2008
 
Posted: 2013-03-14 20:06

Or some one else who downloaded the paper before it was withdrawn...

Thanks

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