183 reputation
7
bio website
location UK
age 28
visits member for 1 year, 8 months
seen Nov 10 at 19:57

Nov
8
awarded  Critic
Jan
31
asked Calculating index arbitrage
Dec
7
comment Calculate price of index from underlyings (weightings included)?
I found that after I posted- but now I am confused. They don't use the weightings at all?? I assmume for FTSE100 the exchange rate and FFF are 1.0 for all 101 constituents?
Dec
7
asked Calculate price of index from underlyings (weightings included)?
Sep
21
accepted FIX- what exactly do repeating groups represent?
Sep
20
asked FIX- what exactly do repeating groups represent?
Sep
16
asked Calculating arbitrage- S&P 500 stocks vs S&P 500 Index future?
Sep
10
comment Index arbitrage with Options when not all underlyings have options listed?
Why are you leaving comments when they clearly have nothing to do with the answer?
Sep
10
asked Index arbitrage with Options when not all underlyings have options listed?
Sep
9
awarded  Scholar
Sep
9
accepted Where does CME store Security IDs for FIX messages?
Sep
8
comment Where does CME store Security IDs for FIX messages?
If I am looking at FIX data, all I can see is a security ID field. How can I know what actual product the FIX message refers to? Gold futures/silver futures etc? I need somewhere which states what their security IDs are? No? :s
Sep
8
asked Where does CME store Security IDs for FIX messages?
Sep
2
comment Ordering of CME Level 2 FIX Market data?
Even if I look at the 273 tags- they are not increasing per line? line 27 has: 273=140916000 but line 28 has: 273=214000
Sep
1
revised Ordering of CME Level 2 FIX Market data?
edited title
Sep
1
asked Ordering of CME Level 2 FIX Market data?
Aug
27
asked Deutsche Börse sample Level 2 data, how to view in Windows?
Jul
20
awarded  Tumbleweed
Jul
14
awarded  Commentator
Jul
14
comment Help with understanding a normal distribution/probability question
This is the bit I dont get (I get everything else): "Let u denote the value sampled from the uniform distribution". What exactly is u here? I understand you've got <this value> and you're now looking at the uniform distribution (graph?) to see which of the 3 areas it lies in, but where does u come from and what type of value is it? Thanks for the ongoing help