zee4
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| Total Posts: 90 |
| Joined: May 2010 |
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Scotty
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| Total Posts: 727 |
| Joined: Jun 2004 |
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quantie
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| Total Posts: 913 |
| Joined: Jun 2004 |
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radikal
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| Total Posts: 267 |
| Joined: Dec 2012 |
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| Anyone have JPM's latest crypto piece? I've seen some excerpts that look quite good. |
There are no surprising facts, only models that are surprised by facts |
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kloc
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| Total Posts: 43 |
| Joined: May 2017 |
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kavya986
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| Banned |
| Total Posts: 23 |
| Joined: May 2021 |
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frolloos
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| Total Posts: 137 |
| Joined: Dec 2007 |
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Anyone have Balland (2006, the forward smile, ICBI global derivatives presentation? Seems quite hard to get a hold of.
Ignore this - I found it on one of my USB sticks. getting old.. |
No vanna, no cry |
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Does anyone have access to Marcos Lopez de Prado's complete thesis? I can only find a 42 page sample of the 281 page thesis.
The title is "Advances in High Frequency Strategies". Amazon sells hard copies but I'm looking for the pdf. I can't find the full paper anywhere. |
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opsenar
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| Total Posts: 3 |
| Joined: Dec 2010 |
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| Does anyone have the full report by UBS on systematic hedging strats? I found only the abridged piece named "Exploring systematic hedging strategies for equity portfolios" online. |
Здесь располагает текст на русском языке |
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| Hi, does anyone have a copy from morgan stanley.: "Quantitative Investment Strategies: Introduction to Quantitative Investment Strategies Research: Rule-Based Value Investing" |
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zee4
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| Total Posts: 90 |
| Joined: May 2010 |
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eye51
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| Total Posts: 213 |
| Joined: Oct 2004 |
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frolloos
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| Total Posts: 137 |
| Joined: Dec 2007 |
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Anyone have "Sticky varswaps" by Huang and Torne?
https://www.risk.net/cutting-edge/banking/7899751/sticky-varswaps
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No vanna, no cry |
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pj
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| Total Posts: 3670 |
| Joined: Jun 2004 |
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The older I grow, the more I distrust the familiar doctrine that age brings wisdom
Henry L. Mencken |
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frolloos
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| Total Posts: 137 |
| Joined: Dec 2007 |
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| Thank you, pj. |
No vanna, no cry |
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pj
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| Total Posts: 3670 |
| Joined: Jun 2004 |
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Hi team,
Does anyone has a copy of
A Quick Algorithm for Pricing European Average Options
by
Stuart M. Turnbull
and
Lee Macdonald Wakeman
DOI https://doi.org/10.2307/2331213
? |
The older I grow, the more I distrust the familiar doctrine that age brings wisdom
Henry L. Mencken |
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Dizzy
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| Total Posts: 261 |
| Joined: May 2006 |
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pj,
not to sound boring, but this one works for me:
https://sci-hub.ru/10.2307/2331213
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"Although the code snippet makes taking over the earth look fairly easy, you don't see all the hard work going on behind the scenes."
- Programming F#, Chris Smith |
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pj
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| Total Posts: 3670 |
| Joined: Jun 2004 |
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Thank you, Dizzy,
It was time to update my link
(which was ending with .se). |
The older I grow, the more I distrust the familiar doctrine that age brings wisdom
Henry L. Mencken |
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became a searcher,wanting to discover who i was and what made me precise. my view of myself turned into changing. i desired a stable base to start from. i commenced to resist3 stress to behave in ways that i didn’t like any greater,and i used to be delighted by who i in reality become. i got here to feel a good deal extra sure that no one can ever take my region.
Mini program production |
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