Recent content by thenmmm

yeah 10x for the replies so far...i don't have the time to comment unfortunately and...on a side note - i was thinking a while for freelancing - but it seems that for every online job - there are like 50 Indian programmers...and they offer to do the job for 200$...a month. So, basically -...

I guess what he tries to address is namely the margin - that is...you can lose more than your initial "bet", something the kc has been criticized on. Anyway, some time ago..an year or 2 - I was KIND OF obsessed with the criterion, partly because it was advertised heavily by Ed Thorp and...

Anyone trying to use it in the...trading sense? Actually, is it the optimal money management? I've read recently that using the square root of your capital and not the log will be optimal? I have some ideas as to "why" - but in any case...the KC needs the probability and the exact payoff to be...

Actually no, because again i am not someone like you without job, being in the forum 24/7 - a wild guess is that you're the md here - otherwise it will be...somewhat weird. AGain...i gotta go now...

Yeah...10x for that too - I've used boost and still use it from time to time but just don't like it for various reasons. Mathematica/Matlab is still best for personal uses btw.

An interesting read by the way: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1012075&rec=1&srcabs=283308 In addition, I recommend you watching the movie "trillion dollar bet", an entire doumentary dedicated to BS...with some obvious negativism expressed in it. Finally, it will...

could this affect nikkeri? A wild guess it it already does by 0.25% today. I will check cnbc now to see if i was right...

down? Is there an airline nasdaq index? shot their cfds...but wait for an plaincrash 1st. Or...short their cfds while being on a falling plain - just to be sure that the plain is falling and you won't buy it after 'support'.

someone has hacked their website and is shorting their CFD now...or vice versa - short 1st -> then DoS. I've thought about such things and despite the fact that i don't case if it's "legal" it seems that there aren't lots of money to be made in such deals. Ok...i am way too conspirative these...

interactive brokers probably has the lowest commissions. Often useful if you intend to buy many contracts deep otm. Optionsxpress seem ok too - but their commissions are relatively high. Bank of america probably have the worst commissions, despite their name in the indsutry.

10x, i'll take a look...basically that's what i have so far (the stirling's approximation gives a very small error and it's used only in the case when i have to calculate the CDF in the d1, d2 calculations in black-scholes - in other words...the error is even smaller (the funny variable names...

Is anyone aware if this function is available as a standard namespace or a header file? Currently i am approximating it with a stirling approximation which gives very small error...but still. I might post the c# code later....thanks.

true, but it seems that he is trying to predict that volatility in a 'technical analysis' fashion based on historical volatility. I am not saying this is the right approach - but it's the best one based on his/her question.