AlexZeDim
  • Member for 4 years, 11 months
  • Last seen more than a month ago
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CDS volatility: daily return calculated by simple substraction (Pt - Pt-1)?
3 votes

Okay, here my only opinion and it's not the academic answer that you should rely on, just "on-desk experience", but anyway. Answering your question about: Have you ever seen these returns calculated ...

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Transactional costs for shipping in % based on futures market price
Accepted answer
2 votes

Guess it's all about Rubber Duck Problem Solving. Actually I was working on huge part of old legacy code/formula that misdirect me and I know that I'm probably missing something. But when I form the ...

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CVA Probability of default
1 votes

That is really extensive question. I am no longer part of CVA desk, but I'll answer on this question, based on my experience. So, let's take a look at your first question. The CDS is a credit ...

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Questions on CDS
1 votes

In most cases min. value of CDS trade is 5M USD/EUR. Usually protection buyers are hedgers. A typical profile for protection buyer is a private equity fund, who hedge their credit risk on FI portfolio,...

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Performance of Open Source Time Series Database for Financial Market Data
1 votes

Take a look at Cassandra. Free and Open Source DB, noSQL. It almost perfectly fits your case.

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Where can I find the Credit default swap index that Chase bank puts out?
1 votes

I'm sure this pdf will help you to understand what's lying beyond CDX.NA.IG and HY As for the more info (from the link: @Alexander) iTraxx is product made by Deutsche Bank

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Bloomberg-alternatives for intraday stock price data?
0 votes

Money.net provide a relative to Bloomberg Terminal solution. The platform is a web-application, so you don't need to download the desktop client itself. You could also download tick-data in trial 14 ...

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Stop Orders - Force a Sale?
0 votes

market participant could trigger virtually all stop orders just by submitting a ridiculously low bid Yeah, you are absolutely right about this. But as someone already have been noticed in US market ...

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