Here is from the latest scoop in hedge fund industry....K1 Group... Kiener’s Strategy Kiener’s firm had almost $1 billion under management, Army Yan, a K1 executive in Hong Kong, told Hedgeweek, a trade publication, in February. “From our point of ...

Hedge Fund Year to Date Returns

ok here is it......see the 2nd point, dependance of option price on time.

Question on FX options & time-decay

If you want to dig deeper than there are Black Scholes theorums and greek formulations to look for. I have a primer on them and another mathematical proof for time decay of options. These documents are not pretty they could help you only if you ...

Question on FX options & time-decay

What a Monday...Congrats dude

Cesarnc's market talk, gossips, rumours & fun

Wow....interesting.

Hedge Fund Year to Date Returns

There is a lot of stuff on internet on financial modeling. Since you are so interested in stochastic process, take a look here.. url

Quantitative analysis

The closer to expiry an option gets, the less chance there is for the market to make a move in your favour; therefore, its value will begin to ‘decay’ (lose value). Options that are at the money (closest to the current market price) have the ...

Question on FX options & time-decay

Hey Constin do post your ideas here if you are going for it.....hopefully I did not scare you off

Quantitative analysis

When I started to do quantitative analysis on Currency pairs I found it to be very difficult. I was using the normal process and ideas of Fixed income modelling and trying to generate Monte-carlo simulations but failed for a long time. There are ...

Quantitative analysis

You are right about the pain of exporters nations, sooner or later they will start doing something. But you know what USA is capable of, the G7 meet showed it. All exporters were verbal for a stronger dollar before it but after the meet nothing ...

USD/JPY Discussion

Japanese Economy — Not news but an article on Japan's current fiscal condition. Rising Debt a Threat to Japanese Economy url I enjoyed it because I share the same views

Jay's Daily News

Dude think who you missed.....USA...who gives a damn about other countries' problems.

Strong US Dollar

How do you know that the news has already been priced in??

USD/JPY Discussion

Thanks, Well at one point I wanted to trade HKD/USD....j/k. There is nothing to experiment just trade EUR/CHF

The JPY Pairs are the ones to scalp!

In my long term view UJ does not have a big upside...see this... Japan/US: Honda considers Fit transfer Tuesday, October 20, 2009, AutomotiveWorld.com Honda is considering transferring production of its Fit model from Japan to the US, according to ...

USD/JPY Discussion

Brazil’s real, the best-performing major currency this year. url What up Cesar.....do you export??

Cesarnc's market talk, gossips, rumours & fun

Well I trade only UJ so I can understand . No buddy I don't scalp, but I have some friends who scalp full time and most of them use EJ. They have collected data of the % movement of EJ per session in both directions and its better than GJ. ...

The JPY Pairs are the ones to scalp!

Try EUR/JPY if you haven't yet, spread better than GJ and it moves both directions almost equally. Many scalpers I know use EJ only. Cable is also not bad at liquidity times.

The JPY Pairs are the ones to scalp!

Oh yeah.....lets fight!!!

technical vs fundamental

It has nothing to do with elections, Oanda rep. told that was a wrong pricing by a feeding bank, it can happen any day and they had to correct it.

Japanese Election on calendar