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 Yearling
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Jul
1
awarded  Yearling
May
27
comment Obtaining intra-day values of the EUR-USD exchange
I made a script back in the days, to automate the download, and generate a nice CSV or insert the data into a db, maybe it have you interest?
May
26
answered Obtaining intra-day values of the EUR-USD exchange
Apr
6
answered How do I find the entity identifier using BSYM?
Dec
29
comment How market making in Index options is done?
They use a derivative with the opposite risk e.g. a future. If none exist they ether use a synthetic position strategy, or simply add the directional risk the index option opposes, to their dynamic hedging strategy. I think the keywords for your further research is “synthetic position” and “dynamic hedging” in a combination with the synonym of market makers “liquidity providers”.
Dec
28
awarded  Yearling
Dec
28
answered How market making in Index options is done?
Dec
28
answered I have some historical options data, and there are duplicates of some options, how to filter them
Dec
28
awarded  Commentator
Dec
28
comment interbank market rates - missing data
In case of weekends and bank holidays, you should use the last set rate, as that would be the one valid for the weekend/holiday. Only use interpolated rates when they is missing in the dataset.
Dec
28
answered interbank market rates - missing data
Dec
13
answered Where to find historical stock news and other events?
Dec
13
answered Yahoo currency api
Dec
13
comment discounted price economic meaning
I'm not completely sure I understand the question. But in order to simplify the calculations/study of the securities, it's conveient to have a refference point. If the bank account changes, depending on the calculations you want to perform, you end up with too manny changing variables, and it can be difficult to compare. I hope it makes sense.
Dec
12
answered Component VaR is additive but at what level
Dec
12
answered Variance calculation
Dec
12
comment Forex P&l Attribution on Physical Forward position
If the market price stays at 300 EUR, your still exposed to the currency risk between the EUR and USD, as the 1 MT wheat is traded in EUR and your trading account is in USD - you need to exchange the EUR value of the wheat to USD at some point.
Dec
12
answered Calculating “Market Index Dividend Yield” of the ASX
Dec
12
answered Backtesting software with custom data input
Dec
11
answered What are the technical events that fluctuate quoted asset (e.g. forex) prices? How does it relate to the purchase of currency contracts?