amsh
• Member for 6 years, 8 months
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• London, United Kingdom

Order Cancel-Replace might save you from losing priority in the book (for instance when cancelling some of the remaining shares - check the venue rules!). The communication overhead is very ...

Try OpenFIGI (formerly the Bloomberg Global Identifier - BBGID)

It depends on the distribution of the returns. If you assume that it's roughly normally distributed, then you have a ~68% chance for a return in the range of 1 standard deviation, ~95% chance for 2 ...

It doesn't matter since multiplication is commutative (in $\mathbb{R}$); you will always end up losing the same.

You should have this information freely available on EDGAR. It is going to require some parsing and probably human verification (it's not a lot of data). You can query by filing type (i.e DEFM14A / ...

You are usually given an option to either - Request a re-transmission of the messages you missed (through a different channel). Request a snapshot of the current book from a dedicated server. Both ...

You can download the company list csvs from nasdaq.com, it has the mapping you need.

Macaulay duration is simply a weighted average. $MacD(A,B)=\frac{V(A) \cdot MacD(A)+ V(B) \cdot MacD(B)}{V(A)+V(B)}$

If you want to win £10 by laying at odds 3.40, you are staking £24 (the amount you're prepared to lose), and that's the only amount of money that will be held by the exchange as liabilities (i.e. you ...

You may want to consider Single Stock Futures in Eurex. BMW: http://www.eurexchange.com/exchange-en/products/equ/fut/BMW/25544

Sharpe ratio = $\frac{r_p - r_f}{\sigma_p}$, where: $r_p$ is the expected portfolio return $\sigma_p$ is the portfolio's standard deviation $r_f$ is the risk free rate. When you leverage '$n$' ...