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returnandrisk.com

Return and Risk

Quantitative Finance. Analysis and Applications. Wednesday, 24 June 2015. Modeling Interest Rates Meucci Style. I have signed up for Attilio Meucci’s ARPM Bootcamp next month (July 13-18) in NYC http:/ www.symmys.com/arpm-bootcamp. And need to do quite a bit of prep as it’s going to be a deep-dive…. Market modeling: random walk, ARMA, GARCH, Levy, long memory, stochastic volatility. Pricing: full evaluation, Greeks, stress-matrix interpolation; analytical, Monte Carlo, historical. Portfolio construction:...

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Return and Risk | returnandrisk.com Reviews
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Quantitative Finance. Analysis and Applications. Wednesday, 24 June 2015. Modeling Interest Rates Meucci Style. I have signed up for Attilio Meucci’s ARPM Bootcamp next month (July 13-18) in NYC http:/ www.symmys.com/arpm-bootcamp. And need to do quite a bit of prep as it’s going to be a deep-dive…. Market modeling: random walk, ARMA, GARCH, Levy, long memory, stochastic volatility. Pricing: full evaluation, Greeks, stress-matrix interpolation; analytical, Monte Carlo, historical. Portfolio construction:...
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Return and Risk | returnandrisk.com Reviews

https://returnandrisk.com

Quantitative Finance. Analysis and Applications. Wednesday, 24 June 2015. Modeling Interest Rates Meucci Style. I have signed up for Attilio Meucci’s ARPM Bootcamp next month (July 13-18) in NYC http:/ www.symmys.com/arpm-bootcamp. And need to do quite a bit of prep as it’s going to be a deep-dive…. Market modeling: random walk, ARMA, GARCH, Levy, long memory, stochastic volatility. Pricing: full evaluation, Greeks, stress-matrix interpolation; analytical, Monte Carlo, historical. Portfolio construction:...

INTERNAL PAGES

returnandrisk.com returnandrisk.com
1

Return and Risk: About

http://www.returnandrisk.com/p/about.html

Quantitative Finance. Analysis and Applications. Hi there, this is Peter Chan. I have a keen interest in financial markets and in applying the theory to improve investment returns and reduce risk. I run my own training and consulting business, Return and Risk Consulting Pte Ltd in Singapore, and am a private trader and investor. I have a MSc in Financial Engineering, am a CFA charterholder and certified FRM. I live in Singapore and can be contacted at peter at returnandrisk dot com.

2

Return and Risk: Modeling Interest Rates Meucci Style

http://www.returnandrisk.com/2015/06/modeling-interest-rates-meucci-style.html

Quantitative Finance. Analysis and Applications. Wednesday, 24 June 2015. Modeling Interest Rates Meucci Style. I have signed up for Attilio Meucci’s ARPM Bootcamp next month (13-18 July 2015) in NYC http:/ www.symmys.com/arpm-bootcamp. And need to do quite a bit of prep as it’s going to be a deep-dive…. Market modeling: random walk, ARMA, GARCH, Levy, long memory, stochastic volatility. Pricing: full evaluation, Greeks, stress-matrix interpolation; analytical, Monte Carlo, historical. Portfolio construc...

3

Return and Risk: March 2015

http://www.returnandrisk.com/2015_03_01_archive.html

Quantitative Finance. Analysis and Applications. Saturday, 14 March 2015. FOMC Cycle Trading Strategy in Quantstrat. Another hotly anticipated FOMC meeting kicks off next week, so I thought it would be timely to highlight a less well-known working paper, “Stock Returns over the FOMC Cycle”, by Cieslak, Morse and Vissing-Jorgensen (current draft June 2014). Its main result is:. The paper can be downloaded from here http:/ faculty.haas.berkeley.edu/vissing/CieslakMorseVissing.pdf. Although the authors used...

4

Return and Risk: June 2015

http://www.returnandrisk.com/2015_06_01_archive.html

Quantitative Finance. Analysis and Applications. Wednesday, 24 June 2015. Modeling Interest Rates Meucci Style. I have signed up for Attilio Meucci’s ARPM Bootcamp next month (13-18 July 2015) in NYC http:/ www.symmys.com/arpm-bootcamp. And need to do quite a bit of prep as it’s going to be a deep-dive…. Market modeling: random walk, ARMA, GARCH, Levy, long memory, stochastic volatility. Pricing: full evaluation, Greeks, stress-matrix interpolation; analytical, Monte Carlo, historical. Portfolio construc...

5

Return and Risk: FOMC Dates - Scraping Data From Web Pages

http://www.returnandrisk.com/2014/11/scraping-data-from-web-pages-fomc-dates.html

Quantitative Finance. Analysis and Applications. Sunday, 30 November 2014. FOMC Dates - Scraping Data From Web Pages. Before we can do some quant analysis, we need to get some relevant data - and the web is a good place to start. Sometimes the data can be downloaded in a standard format like .csv files or available via an API e.g. http:/ www.quandl.com. But often you’ll need to scrape data directly from web pages. At the time of writing, this web page had dates from 2009 onward. Chr [1:49] /newsevents/pr...

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Spread widening during news and low-liquidity periods | RaidenWorks

https://raidenworks.com/2012/10/29/spread-widening-during-news-and-low-liquidity-periods

Spread widening during news and low-liquidity periods. Here’s some simple plots of the EURGBP spread during the course of a day. Initially tried to use Excel but R handles it much faster and leaner. You can evidently see the spikes during news releases and a general increase as the liquidity drops during the Asian hours. 2012-10-07, 2012-10-14, 2012-10-21 are Sundays. Line is the MEDIAN. Line is the MODE. (not in the R binaries base distribution). MetaEditor ‘corrupt’ compile. Leave a Reply Cancel reply.

raidenworks.com raidenworks.com

Broker-side feed disconnection | RaidenWorks

https://raidenworks.com/2012/04/27/broker-side-feed-disconnection

Occasionally, your connection to your broker’s price feed is disconnected, either because of your own terminal/router/modem issues, or issues arising from your internet provider/VPS service. This happens often enough that most programmers will consider how their EA’s will pick up and manage open positions when the connection returns. It is difficult to have any meaningful maintenance of trade logic with the lack of prices, hence it is virtually impossible to code in such a contingency, unless the trade l...

raidenworks.com raidenworks.com

MetaTrader 4 Client Terminal Build 482 | RaidenWorks

https://raidenworks.com/2013/03/11/metatrader-4-client-terminal-build-482

MetaTrader 4 Client Terminal Build 482. MT4 build 482, a jump from 451, has been released on 2013-03-09. Http:/ forum.mql4.com/54431. A key feature is item 2:. Most likely a by-product of the Signals Service, where more than one trade signal can come in at an instance, this added feature similarly benefits the situation where multiple EAs launched on one MT4 execute trades at the same time, or where a multi-currency EA is operated. Another feature is the One Click Trading GUI, which has hitherto been ava...

raidenworks.com raidenworks.com

Your specific counterparty risk is pretty much a crapshoot | RaidenWorks

https://raidenworks.com/2012/07/14/your-specific-counterparty-risk-is-pretty-much-a-crapshoot

Security and Due Diligence. Your specific counterparty risk is pretty much a crapshoot. With the latest debacle of Peregrine Financial Group Inc. CEO, Russell R. Wasendorf, Sr., misappropriating client funds, of which at least $200 million is currently unaccounted for, one has to really ask just how do you measure specific counterparty risk? So how do you gauge this specific counterparty risk? 1 Reuters – PFGBEST CEO Arrested 2012-07-13. 2 Zero Hedge – Full PFG CEO Suicide Note 2012-07-13. You are commen...

raidenworks.com raidenworks.com

Extern variables not updating after editing “Expert Advisors -> Properties” (F7 shortcut) | RaidenWorks

https://raidenworks.com/2013/08/02/extern-variables-not-updating-after-editing-expert-advisors-properties-f7-shortcut

Extern variables not updating after editing “Expert Advisors - Properties” (F7 shortcut). I see this tripping up MT4 programmers enough that it warrants a post. A quick background for the uninitiated, Metaquotes structured MT4 EAs with 3 main event processes. Init(), start() and deinit(). This is clean, minimal and logically sound. The horse’s mouth:. Http:/ docs.mql4.com/runtime/. Http:/ book.mql4.com/programm/execution. Start(){ if(Bars BarsCount){ / logic to be run on new bar BarsCount=Bars; } . }.

raidenworks.com raidenworks.com

Unified mql4 and mql5 MetaEditor | RaidenWorks

https://raidenworks.com/2013/09/03/unified-mql4-and-mql5-metaeditor

Unified mql4 and mql5 MetaEditor. It’s gratifying to see Metaquotes continue developing for MT4. I never migrated to MT5 due to my severe reservations about MT5’s position-centric (likely due to NFA’s nonsensical FIFO rule) vs MT4’s order-centric system. And while I’ve yet to find a tangible benefit of OOP over procedural coding, this unified MetaEditor will (or at least should) allow greater flexibility when the time comes that it is needed. Unused variables, etc. Liking it so far. What I would greatly ...

raidenworks.com raidenworks.com

Issues when determining GMT Offset using Windows system time | RaidenWorks

https://raidenworks.com/2012/04/09/issues-when-determining-gmt-offset-using-windows-system-time

Issues when determining GMT Offset using Windows system time. A quick post 2012-02-07:. I use the GetTimeZoneInformation function in the Kernel32.dll library to pull my system’s time, and hence calculate the broker time and consequently control my trading time window. Take home message is, even though you may have done everything correctly, some external factor can fly in and royally screw up your system. I’ve made it a point to manually set my GMT offset after verifying it separately online. Miscellaneo...

raidenworks.com raidenworks.com

Failure is as important as success (and possibly more so) | RaidenWorks

https://raidenworks.com/2013/02/15/failure-is-as-important-as-success-and-possibly-more-so

Failure is as important as success (and possibly more so). Keeping things trading related, many a times you will come across in a forum, or a publication, or been advocated to by another person, a technical system where a whole bunch of charts are shown how a setup is ideal for predicting the following profitable price movement. A highly compelling story of its success is painted by the evidence presented. What often is not shown are cases where the setup fails. Lack of evidence is not evidence of lack.

raidenworks.com raidenworks.com

Drawdown Percent Close EA | RaidenWorks

https://raidenworks.com/2012/05/31/drawdown-percent-close-ea

Drawdown Percent Close EA. This is a very simple trade management EA that will close all your Open trades (or Open AND Pending Trades) when your drawdown percentage exceeds a set limit. Eg Balance = $10,000, if “DrawdownPercent” is set at 20.00, if Equity falls below $8,000, all Open Orders will be closed. Http:/ www.myfxbook.com/community/programming/closeallatequitylevel/318979,1. With him starting 2 more threads and not getting any answers,. And was surprised not to find it, hence here it is. Advanced...

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Michael | RaidenWorks

https://raidenworks.com/author/raidenworks

Michael has written 30 posts for RaidenWorks. GBPUSD spreads on 3 different profile brokers during Brexit day 2016-06-24. Quite a phenomenal past Friday (24th June 2016)… Below are charted spreads on 3 brokers with different profiles. 1. Saxo (institutional) 2. Alpari 3. ThinkForex Will add comments and labels to the post shortly. Saxo (institutional) Alpari ThinkForex. Patterns, patterns, patterns. Swiss National Bank introduces negative interest rates. MetaTrader 4 Client Terminal Build 646. The intere...

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Hazel Patricia Robbins

Wednesday, November 14, 2012. Happy Birthday Princess Hazey! My baby is f.f.ffff.five today (I feel like crying with joy and sadness).so bitter sweet! There have been a lot of ups and downs in the last 5 years of my life, but the one part of my life that has remained, happy, full of love, and is constant, is my sweet, beautiful, angel and princess, Hazel Patricia Robbins! I told you pink and red do not go together and you said "Mommy, what does red and white make? Hahaha). You do the best impersonati...

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returnandreport.net

Online Home and Visiting Teaching Complement to MLS. The Church recently released an updated version of MLS, breaking comaptibility with this tool. The fix is in. If you are experiencing any trouble uploading assingments, update your version of MLS to the latest. The purpose of this tool is to provide temporary online Home and Visiting Teaching reporting until the LDS Church. Releases the official Home Teaching/Visiting Teaching Application. Companionships and assignments are organized using the official...

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Return and Report.org - The Home Teaching and Visiting Teaching reminder and reporting tool for Relief Society, Elders Quorum and High Priest Groups

Return and Report.org. PREVIEW / GETTING STARTED VIDEO. RETURNANDREPORT.ORG IS NO LONGER OPERATIONAL. PLEASE USE ReturnAndReport.com. ReturnAndReport.org no longer sends reminder Emails as of June 1st, 2015. You will be able to login to get your data until Septebmer 1st, 2015. On September 1st, the site will be brought down permanently. Please use ReturnAndReport.com. For Home/Visiting Teaching automated reporting instead. ReturnAndReport.com Quick Hands-On Demonstration. January 1st, 2015 - THIS IS IT!

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Return and Risk

Quantitative Finance. Analysis and Applications. Wednesday, 24 June 2015. Modeling Interest Rates Meucci Style. I have signed up for Attilio Meucci’s ARPM Bootcamp next month (July 13-18) in NYC http:/ www.symmys.com/arpm-bootcamp. And need to do quite a bit of prep as it’s going to be a deep-dive…. Market modeling: random walk, ARMA, GARCH, Levy, long memory, stochastic volatility. Pricing: full evaluation, Greeks, stress-matrix interpolation; analytical, Monte Carlo, historical. Portfolio construction:...

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TODO SOBRE VIDEOJUEGOS, ANDROID, PROGRAMACIÓN Y UNITY3D

TODO SOBRE VIDEOJUEGOS, ANDROID, PROGRAMACIÓN Y UNITY3D. Martes, 11 de agosto de 2015. Catherine HD 2 Conociendo rubias en un bar. Vincent nos demuestra como ligar con una rubia en un bar y acostarte con ella en la primera noche sin recordar nada ;). Enviar por correo electrónico. Lunes, 3 de agosto de 2015. PS Plus anuncia de forma oficial la función Vota tus Juegos. 191;Cansado de juegos basura que regalan con la suscripción de PSN? Pues te traigo buenas noticias ;). Enviar por correo electrónico.

returnandsucceed.com returnandsucceed.com

Return And Succeed

EVER CONSIDERED RETURNING TO CONTINUE YOUR EDUCATION? Want to transition to a new career or begin a real career? Not all careers require a 4 year college degree. Some of them may require completing a certificate or a job training program. What has been preventing you from making the move forward? Not sure how to go about it. But, it’s been too long…. But, I’m too old…. But, I’m not smart enough…. But, I’m not good in math…. But, I can’t afford to…. What buts/excuses are you using? You were born with wings.

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Return Apps

We believe in memories. We believe in memories. Return Me Here Now Available in the Windows Phone Store. We believe in memories! Bro, PMS for Men is coming soon. Bro, don’t let her mood catch you off guard. PMS for Men is designed to help men like you eliminate the mystery of the women in your life. Track her cycle through the month and get useful advice to make sense of her every mood Create a live tile to show you her current mood and advise […]. Bro, PMS for Men is coming soon. Return Me Here Gallery.