meh

Member for 10 years, 3 months
Last seen more than 4 years ago

Chicago, IL

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market-making

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Score Activity Newest

24

What market making strategies are often used nowadays ？

Aug 3, 2015

5

U.S. Rate Hike Prediction

Aug 15, 2015

3

Is this arbitrage?

Aug 7, 2014

3

Applicability of PCA to get historical volatilities to calibrate interest rates trees

Jun 25, 2015

3

Garch models and assumption of stationarity ?

Jul 30, 2015

Questions

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Calculating the Hedge Ratio

May 2, 2014

3

Weights Blowing up in PCA

Aug 17, 2015

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market-making

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interest-rates

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futures

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fixed-income

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arbitrage

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posts

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What market making strategies are often used nowadays ？

+10

how to convert notional to nominal of bond future to ctd bond

+10

what are the criteria to select pairs?

+10

Calculating the Hedge Ratio

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