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Total Posts: 1009
Joined: Jun 2004
Posted: 2013-03-14 20:28
as a general rule, if one wished to receive something, one would have to provide a destination (such as an email address in one's profile)

Too many people make decisions based on outcomes rather than process. -- Paul DePodesta


Total Posts: 153
Joined: Nov 2007
Posted: 2013-03-14 20:38
Hey apine,

If you have a copy, would you mind sharing? (email in profile, obviously)


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


Total Posts: 112
Joined: Mar 2010
Posted: 2013-03-14 21:31
OP, I noticed your other (2?) papers are also missing from SSRN. MS's doing as well?


Total Posts: 29
Joined: Jul 2008
Posted: 2013-03-15 05:18
Could I get a copy as well?

Thanks in advance


Total Posts: 48
Joined: Aug 2012
Posted: 2013-03-15 06:47
This thread is disturbing. Hope the paper lands up on a pleb site like Elitespeculator, Turtle Speculator or Unhedged and all your expected alphas turn into betas.


Total Posts: 176
Joined: Mar 2007
Posted: 2013-03-15 16:02
agree with artemiso, can we trash the thread please?


Total Posts: 6
Joined: Jul 2008
Posted: 2013-03-15 17:50

Yes you're right !


I have updated my profile, and waiting for a nice email form someone who's got the aforementioned and famous by now paper :)


Total Posts: 6
Joined: Jul 2008
Posted: 2013-03-15 17:51
you jealous :)


Total Posts: 48
Joined: Aug 2012
Posted: 2013-03-15 18:58
With astar's intellectual apparatus, or at least the maximum likelihood of it judging from his previous posts, I doubt he has anything to envy or fear from a pleb equipped with a (probably grammar-defying) paper.

Seriously, if you want the paper, I'd either (1) respect the wishes of the author - email him directly, or (2) respect the wishes of the "Morgan Stanley Lawyers" AND the position of the author - he just got a cease and desist - guess who is held responsible if the paper goes around? Even I know his full name, his doctoral advisor and where he works. If I had violated a NDA, the last thing I want is anonymous people on the internet purposefully digging up the offending material and sharing it more widely.


Total Posts: 1
Joined: May 2009
Posted: 2013-03-15 20:34
I would request the readers to kindly share the same paper with me.

Founding Member

Total Posts: 8372
Joined: Mar 2004
Posted: 2013-03-15 21:13
Reminds me of this thread: What are the latest cutting edge trading strategies

The Figs Protocol.


Total Posts: 48
Joined: Aug 2012
Posted: 2013-03-16 02:33

Reminds me more of this: Hedge Funds and High-Frequency Trading


Total Posts: 89
Joined: Feb 2008
Posted: 2013-03-16 05:56
did you watch the videos artemiso? they are private, and max mednik said he'll keep them that way.


Total Posts: 48
Joined: Aug 2012
Posted: 2013-03-16 06:07
No, but I highly doubt there's anything of value.


Total Posts: 1541
Joined: Apr 2004
Posted: 2013-03-17 16:30
Wow, people calling for thread deletion again, somebody using the word "pleb" ... it seems the temptation of censure is always alive and well.
While IMHO, the OP has some serious credentials.
Also alive and well seems to be the evergreen hope of finding the goose that lay the golden egg in an academic paper on the web. Go figure.

LOL? Maybe.

For those of you interested, get the Carr Wu paper "A New Simple Approach for
Constructing Implied Volatility Surfaces" which I believe should still be available on SSRN.

"Deserve got nothing to do with it" - Clint


Total Posts: 176
Joined: Mar 2007
Posted: 2013-03-17 17:10
I was one of the people "calling for thread deletion". I notice the p word now, and that does make this look immature, however, purely from a legal trouble perspective, the OP is better off with this thread deleted.

As you point out, there is nothing entirely new under the sun.


Total Posts: 1669
Joined: Jun 2004
Posted: 2013-03-17 18:18


I think there is a unfair amount of hype around this paper, in part caused by MS lawyers going apesh*t. IMHO, there is no real alpha-extraction method described in the paper, but you can use it for improving your hedging as an exotics MM or to better/faster clean up volatility surfaces. My interest was specifically driven by the potential of this method for handling of the implied volatility data.

'Progress just means bad things happen faster.’


Total Posts: 48
Joined: Aug 2012
Posted: 2013-03-18 03:01
I was the "somebody using the word 'pleb'". Sorry if it doesn't ring well to anyone who is trying to sidestep the law or find the holy grail. Perhaps "optimist" is more discerning?


Total Posts: 1264
Joined: Jun 2004
Posted: 2013-03-18 13:32
i agree with strange.

i've read this paper (and WILL NOT be giving out copies) and quite liked it but there is no direct money here. further, this sort of decomposition isn't totally unknown to traders. actually, i would think FX traders would have been very well aware of the ideas.

"Game's the same, just got more fierce"


Total Posts: 1
Joined: Mar 2013
Posted: 2013-03-18 14:09
Could anyone please send me a copy? Thank you in advance.


Total Posts: 18
Joined: Nov 2012
Posted: 2013-03-18 17:16
I know i should not ask , but me too please .


Total Posts: 14
Joined: Mar 2013
Posted: 2013-03-18 23:23
Here is an interesting discussion in regard

Chief Rhythm Officer
Total Posts: 3169
Joined: Jul 2004
Posted: 2013-03-25 08:36
@ FDAXHunter - it reminds me of this thread. More leeches than Nepal in rainy season.


Total Posts: 46
Joined: Feb 2012
Posted: 2013-03-25 19:34
I too would like to read the pape, if it isn't too much trouble.


Total Posts: 1599
Joined: Sep 2006
Posted: 2013-03-25 19:44
Is this a new record for the number of bannings in one thread?
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