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Mar
13
comment Why does it “say” portfolio diversification not suitable during market turmoil?
I accepted your answer, although it's a little beyond the technical playground I am at right now. But it does give me some insights to keep pushing.
Mar
13
comment Why does it “say” portfolio diversification not suitable during market turmoil?
I re-read both answers. I am novice to most of the methods and getting my feet wet with it now. I felt the below guy had explained more - although your is conscice. At this point - I need descriptive - more technical, less conscice. I am sure I need all of you guys expertise :)
Mar
11
comment Why does it “say” portfolio diversification not suitable during market turmoil?
Contangion itself quite vast for me to absorb. I shall come back after more reading and experiments to appreciate these answers.
Oct
6
comment How do we use option price models (like Black-Scholes Model) to make money in practice?
I am still at a primary stage to appreciate your concise answer. Yet the jargon use itself can be my key words to search. +1
Oct
6
comment How do we use option price models (like Black-Scholes Model) to make money in practice?
+1 for asking the question and getting great answers. Because anyone who is going this way will face this question, including myself.
Oct
6
comment How do we use option price models (like Black-Scholes Model) to make money in practice?
I love this description. Makes me reason more and simple enough to dig in further.
Sep
29
comment Market Standard Pricing Models for Fixed Income Securities (Vanilla)
@MattWolf checking it out. Will have more questions. I found a VBA based material with code as well as explaining how each model is built, but that was for options. (Willey press)
Feb
27
comment How to hedge the fixed leg of a swap contract?
Recently there's a new instrument called swap futures. What is the use of them compared to a usual vanila Swap? (in terms of Bonds)
Feb
25
comment How to hedge the fixed leg of a swap contract?
deliver? but then for this swap he is required to make periodic payments, not just one time like a zero.. So uf he is being hedged by a futures in the otherside, how can he make periodic payments? An example or an article to read, try out few calculations would be appreciated
Feb
25
comment How to hedge the fixed leg of a swap contract?
Thanks Freddy. +1. I understand the basuc swap structure (fixed leg, variable leg). Now when you say *such fixed leg player is paying fixed rate and receiving fixed on other assets, hence fully hedged." I assume you meant to say an instituitional player. What if it is a retailer who ONLY did this swap and after sometime alobg this contract, he know he has been paying high rate. How can he lower what he is paying? What other assets can he use? Does it mean a futures, as it locks the price of something that he would
Feb
21
comment Is there an Australian Interbank Rate?
Hello everyone, @Freddy and Phil H, I will need to review and diegest the information in this answer, please allow me sometime. :)
Feb
21
comment Is there an Australian Interbank Rate?
What about a cross currency swap? e.g. SGD/AUD assuming fix leg is in SGD and variable on AUD, what could be used? AUD Libor or BBSW? (ps: didn't notice there has been other answers here) [also with reference to your comment on : Good point, I didn't think the questions was about actual interbank lending, who does that these days? The swap market dwarfs depos. I just assumed the question was about fixings]
Feb
17
comment Is there an Australian Interbank Rate?
Thanks Freddy. I was searching online to notice a particular named rates for Australia. I saw the norm Australian Dollar LIBOR rates, then I had the impression it's talking about LIBOR again.. So is it correct to concluse that there's no dedicated local name for Australian Interbank Rate? Appreciate the additional points as well.
Jan
15
comment Why do low standard deviation stocks tend to have superior future returns?
@jase minimum variance between two equities are highly negatively correlated. Hence they offset/compliment each others risk....
Jan
6
comment Where to find Greeks for futures to form delta-hedged futures portfolio of S&P 500 index/futures
@richardh if you need any assistance with Bloomberg functions or tickers do let me know ;) anyway FYI: there's a very responsive Analytics team for 24 hour on help help. They have been very helpful to us so far. Much better than Reuters...no offense. So for this question, you can even shoot it to their port * risk team called Alpha.
Dec
21
comment How to build an electricity portfolio for an electricity production company?
@SRKK it's NOT HOMEWORK. I am doing Portfolio Analysis for this company. Like for any other company out there. It's market research. I only possess the basic port theory. So I would really like if a portfolio expert could give me an insight to work on the right direction. Electricity is too specific. Less information available. :) Thanks for asking.
Dec
20
comment How to build an electricity portfolio for an electricity production company?
@Rock if you had some homework assignment so long ago, by now you must be really good at portfolio managment,specially you are saying that very similar homework. So can you help me here with better information for the question?
Dec
18
comment How to build an electricity portfolio for an electricity production company?
@bill_080 thanks for the helpful comment. The company is a LNG importer and a power retailer. Located in Asiapac. I am trying to imitate a possible fully hedged portfolio for this electricity company. I think I will update the question to more specific and focusing one important part at a time. Which would be : building fully hedged portfolio and difference between an electricity port vs any other energy port.
Dec
17
comment How to build an electricity portfolio for an electricity production company?
Whoever down-vote please leave a comment. It says the person down-voted as off-topic, what is the and where is the off topic here when it has specific and relevant tags and title.
Dec
17
comment How to calculate cf and interest accruals of the swap?
@vehomzzz should we assume your swap is a plain vanila IR swap?