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Feb
25
answered Which risk-free rate to use to price a bond issued in one currency but convertible into equity in another?
Feb
25
comment Price of Brent versus West Texas Intermediate
@bill_080: nothing says that you have to place the spreads at the money. Depending on the vol difference between the two, it's still possible to make money even if the spread doesn't come in before expiration.
Feb
25
answered What is the most effective way of determining & measuring the level of HFT activity in a stock in (close to) real time?
Feb
24
comment Price of Brent versus West Texas Intermediate
@bill_080: You could buy a call spread on WTI and a put spread on BRENT, both in the same month. It's not arbitrage, but the risk is well defined...
Feb
23
comment How does UBS hedge its exposure to XVIX ETN?
it still has tracking error. look at the daily return series. (not enormous, but it is present). Wait till vix gets really high like into the 30's, you'll likely see the tracking error increase.
Feb
23
answered How does UBS hedge its exposure to XVIX ETN?
Feb
23
answered Price of Brent versus West Texas Intermediate
Feb
23
asked How do you calculate the implied liquidity of an option?
Feb
23
awarded  Commentator
Feb
23
comment Free/cheap source of structured historical quarterly filings?
@evanrsparks: yeah, it's free in terms of cash, but definitely has a cost in terms of time.
Feb
22
awarded  Tag Editor
Feb
21
answered Free/cheap source of structured historical quarterly filings?
Feb
21
answered Technology stack used in Bloomberg
Feb
17
answered How do you characterize dividends for equity options?
Feb
14
answered What approaches are there to order handling in automated trading?
Feb
13
revised kelly-criterion wiki excerpt
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Feb
13
revised automated-trading wiki excerpt
added 301 characters in body
Feb
12
suggested approved edit on kelly-criterion tag wiki excerpt
Feb
12
wiki created kelly-criterion excerpt
Feb
12
suggested approved edit on automated-trading tag wiki excerpt