Tag Archives: quantitative finance

arXiv

Hola Nerds, Have you ever found yourself browsing tumblr and thinking to yourself: “Instead of looking at pictures of dyed hair, I should really be thinking about chirped dissipative solitons” ? Well, now you can. I ported the following arXiv feeds … Continue reading

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Counterparty Risk

Say you find a sucker and you make a bet with him. A bet that is so good for you and so bad for him that you can barely believe he signed on to it. You are smirking inside and … Continue reading

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Pricing Risk

“Pricing” risk means, in part, assessing the probability of some sh*tty outcome. Like, “Well, Baggins, what are the chances that… interest rates move against us?” the company defaults on its debts?” a chain reaction based in the debts of South … Continue reading

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Pricing Risk

“Pricing” risk means, in part, assessing the probability of some sh*tty outcome. Like, “Well, Baggins, what are the chances that… interest rates move against us?” the company defaults on its debts?” a chain reaction based in the short-debts of South … Continue reading

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Stat Arb

The point of statistical arbitrage is to make markets consistent. For example, if GBP trades against USD at 2:1, and USD trades against JPY at 10 000:1, then GBP had better be trading against JPY at 20 000:1 !! ! Anything else wouldn’t … Continue reading

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Stat Arb

The point of statistical arbitrage is to make markets consistent. For example, if GBP trades against USD at 2:1, and USD trades against JPY at 10 000:1, then GBP had better be trading against JPY at 20 000:1 !! ! Anything else wouldn’t … Continue reading

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