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Fat fingers in tradingHaving a bad week with 3 fat finger mistakes: wrong size, wrong direction, wrong contract month. Confirmation windows don't do a thing for me. I am curious if I am the only person with this issue or does everyone have fat fingers once in a while? Stories from execution traders informing... 1 month 4 weeks
software for fund selectors: MorningStar,...How do MS Direct and eVestment compare with Bloomberg for fund screening? If I understand correctly, MS direct is cheaper than Bloomberg (17k p.a.), what about eVestment? MS direct provides 3x smaller coverage of hedge funds than Barclays Hedge/Eurekahedge, is eVestment any better? We mostly... 1 year 7 months
Burghardt and Corb e-booksAny chance anyone has e-books (scanned would do) of these two: Eurodollar futures and options handbook - Burghardt Interest Rate Swaps and Other Derivatives - Corb Wouldn't mind Treasury Bond Basis by Burghardt either. Thanks. 2 years 4 months
Writing e-mails in JapanNot necessarily IBD, but professionals in finance in general (either cold-mailing or having the name from a mutual contact) What's the polite way to address someone in Japan? I did some googling, but it was for business in general (less internationalized) and wasn't conclusive. The only... 2 years 6 months
Gas prices: 'Libor-like' manipulation[quote]FSA EXAMINES GAS PRICE FIXING UK regulators are investigating an alleged attempt to manipulate prices in the wholesale gas market similar to the Libor interest rate fixing scandal in the banking sector earlier this year, The Guardian reports. The Financial Services Authority (FSA) and... 3 years 2 months

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Above doesn't look right to me. If your no hike...Above doesn't look right to me. If your no hike scenario is 12.5bps and a hike scenario is 37.5 bps, then FF at 27bps and probability of 72% would be a positive expected value: (37.5-27)*0.72 + (12.5-27)*0.28 = 3.5. Unless you think betting for/against the hike should be a non-zero expected pay-off... 2 months 1 week
Sounds like pushing ETNs to people who care more...Sounds like pushing ETNs to people who care more about the CFI code than their inability to figure out the margins. I am in a different part of the world (EM) and my experience isnt first-hand (fourth-hand and more from the client pov than the bank), so I may be wrong, but I'd guess: 1) Sending... 2 months 2 weeks
my thoughts are that you needed macro ideas for...my thoughts are that you needed macro ideas for an interview, so you decided to beat two dead horses and did not invest time to come up with target levels and arguments why your story isn't in fact overpriced. 2 months 3 weeks
Yeah, there is definitely more modeling and more...Yeah, there is definitely more modeling and more models. 3 months 2 weeks
If you decide go to the route of using the fancy...If you decide go to the route of using the fancy stuff, then xccy basis is what you pay or receive for hedging the currency risk. If you swap your USDs for 5 years to invest in JPY bonds, you will get an extra 80 bps for willing to lend USD and hold JPY, so no - you can't say that 220 bps in USD is... 3 months 3 weeks
Why take 2005-2015 period and compare the boom...Why take 2005-2015 period and compare the boom part of the cycle against recovery? Then I don't see how GROWING national and student debt are detrimental to economic growth. If anything, extra borrowing... 6 months 3 days
Total investable wealth is $164 trillion...Total investable wealth is $164 trillion according to BCG wealth survey 2015. By my estimates just bit more 60% of that is invested by pension funds, insurance companies and mutual funds. For more info google is a really good friend. 6 months 2 weeks
Random ideas off the top of my head for Brexit...Random ideas off the top of my head for Brexit that may be wrong: smth like Next vs Asos with the latter deriving more revenues from EU sales, short any agriculture with EU exposure cus CAP, long inflation-linked fixed income cus BoE will have no balls to raise rates even if there's inflation, long... 7 months 1 day
lots of guys at your office talking about 5-10%?...lots of guys at your office talking about 5-10%? Are you employed by Zerohedge? 7 months 2 days
no, you can't do it. First, there are no liquid...no, you can't do it. First, there are no liquid indian rupee futures. Second, when you hedge a high yielding currency you basically have to pay smth close to the base rate, so you'd actually lose money if you were hedging it with base rate currently higher than 9% in India. 7 months 3 days
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