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bio website Nonewhatsoever
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seen Sep 4 at 16:39

Merge keep


Nov
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revised pairs-trading wiki excerpt
Added a note to say that this was from Wikipedia
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revised
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revised From Fourier Transforms to Option Values
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wiki
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suggested suggested edit on
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wiki created pairs-trading description
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wiki created pairs-trading excerpt
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suggested suggested edit on pairs-trading tag wiki
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suggested suggested edit on pairs-trading tag wiki excerpt
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comment What is “Flow Interest Rates”?
It probably had a different meaning at that time, and with the surge in exotics, they had to differentiate both streams.
Nov
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revised Relationship in Order Book between S&P500 and S&P500 Futures Contracts
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Nov
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comment Relationship in Order Book between S&P500 and S&P500 Futures Contracts
@jessica: I think the explanation is that you can make a forward by buying the spot and borrowing the money necessary to buy it until future delivery. Therefore if it deviates from this implied price, people will just try to take advantage of this relationship and this is what keeps the price in line.
Oct
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answered From Fourier Transforms to Option Values
Oct
31
revised Relationship in Order Book between S&P500 and S&P500 Futures Contracts
edited body; added 58 characters in body
Oct
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answered Relationship in Order Book between S&P500 and S&P500 Futures Contracts
Oct
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answered Greeks of self-financing portfolio
Oct
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revised Difference between Ibovespa full and mini futures contract
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Oct
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revised Difference between Ibovespa full and mini futures contract
added the name of the contract
Oct
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revised Difference between Ibovespa full and mini futures contract
added 23 characters in body
Oct
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comment Difference between Ibovespa full and mini futures contract
@Randomblue: I am not sure what you mean, the values from the table (0.2 and 1) are the 'value of each point' in your formula. This is what is changing between the contracts.