Anyone done anything with QuantLib?

[Zzzz1]

Back then it was index options and cash equity, prop group inside a now defunct US bank I completely shifted gears and expanded my coding skills and morphed into algorithmic trading. On the algorithm side it's almost entirely spot currencies. Discretionary, a bit broader mandate but still closely aligned with the macro world.​

So what's your bread and butter today?

 

[Zzzz1]

Just did

Dude, do you ever respond to PMs?

 

[nooby_mcnoob]

Back then it was index options and cash equity, prop group inside a now defunct US bank I completely shifted gears and expanded my coding skills and morphed into algorithmic trading. On the algorithm side it's almost entirely spot currencies. Discretionary, a bit broader mandate but still closely aligned with the macro world.​

Keep evolving. Amazing. On your own or are you at a not-yet-defunct bank?

 

[Zzzz1]

My own shop but not alone.

Keep evolving. Amazing. On your own or are you at a not-yet-defunct bank?

 

[sle]

Back then it was index options and cash equity, prop group inside a now defunct US bank ​

we probably have worked for the same employer but at different times

 

[Zzzz1]

Times and geographic location

we probably have worked for the same employer but at different times

 

[SoesWasBetter]

As a master of the universe zzzzz1, tell us, how can we make money TODAY.

 

[nooby_mcnoob]

As a master of the universe zzzzz1, tell us, how can we make money TODAY.

Look for mispricings in various markets. DONE.

 

[2rosy]

the date/holiday part of quantlib is nice. I did an option calculator using it
http://bit.ly/TFFL7V

 

[sle]

the date/holiday part of quantlib is nice. I did an option calculator using it
http://bit.ly/TFFL7V

Is it easy to create a custom calendar for countries they do not have?