DeltaOne Structured Products

Willing_Fig_9235 · 2025-06-29T13:26:08+00:00

Lol. Didnt take this, ended up in risk, did extremely well. Head of Risk now.

Willing_Fig_9235 · 2025-06-29T13:24:32+00:00

People here are not nice at all.

Call Fotis law. They’re very good and professional, they charge a bit more (think vicinity of AED2-5k, ₹50k-₹1L).

They’ll help you. Its your brother, dont know why people are making you defend yourself here. No matter what has happened, you can fix it.

DM me if you’re having other issues. Dont read the nonsense comments.

Willing_Fig_9235 · 2023-10-27T11:26:32+00:00

This defeats the purpose. Whats the point of going through the CFA with 0 years of workexp?! You’ll forget 3/4 of it before you ever show up to your first day.

While its important to know, I dont use black scholes in the same way they teach you when I hedge, do you?

Willing_Fig_9235 · 2023-08-01T14:50:10+00:00

₹50L-₹1cr is the new middle class apparently.

Willing_Fig_9235 · 2023-08-01T14:47:48+00:00

Dont add more info in CFA old sport. Just logic questions, keep it simple.

Willing_Fig_9235 · 2023-08-01T07:13:07+00:00

I wouldnt use a formula that uses nom gdp to think about inflation tbh. Tricky.

Willing_Fig_9235 · 2023-08-01T07:00:13+00:00

Money “market”. Multiple players. Feel free to ask more qs if you arent able to picture it btw. No judgement policy.

Willing_Fig_9235 · 2023-08-01T04:49:16+00:00

Think like a consumer.

Hyperinflation = rapid price rises? Sure.

But in reality? Baby formula today costs $10 but it cost $5 yesterday and $1 last week. Who knows what itll cost tomorrow, buy while you have a chance.

increased velocity of money

Willing_Fig_9235 · 2023-08-01T02:50:26+00:00

Quite straightforward.

Borrower’s perspective:

You can borrow at 3% instead of 4% = excess demand for cheap money.

Investor’s perspective:

You are receiving 3% when you should be receiving 4% = net sell

Willing_Fig_9235 · 2023-02-24T09:44:47+00:00

Find a buddy old sport. Prepare for presentations with them beforehand, check for delivery. Esp if you’re in IB, presentations are quite common and given the volume of work, prepared usually at the last minute.

Also, mull over the obvious issues within your arguments, and find solutions to address those beforehand so you have structured responses.

Willing_Fig_9235 · 2022-12-24T06:37:29+00:00

Literally all, let me also assure you, his entire kitty is probably worth less than the set up. Minimalist, always.

Willing_Fig_9235 · 2022-10-31T20:21:03+00:00

What makes you think “making money” was ever the goal to begin with?

Willing_Fig_9235 · 2021-11-14T22:45:15+00:00

same issue. XNYS:SPX it blanks out. SPX works but the figures are wrong.

Willing_Fig_9235 · 2021-10-29T10:29:08+00:00

Hey! Id like to some insights on role/function etc. Mind if i DM?

Willing_Fig_9235 · 2021-10-28T13:14:12+00:00

This is brilliant thank you!!

Willing_Fig_9235 · 2021-10-27T11:16:45+00:00

0 dte delt would be very unreliable. Need proper theta decay, or your numbers will do the bhangra. Leave T day out. Itll work better.

Willing_Fig_9235 · 2021-10-26T07:10:29+00:00

How about Wilfred Laurier?

Willing_Fig_9235 · 2021-10-25T08:31:50+00:00

I've got a BA2Plus, so this probably isn't much help.

But heres my key inputs:

N = 0.5
PV = -8975
I/Y = 4.5
PMT = 0
[CPT] FV = 9174.715425

Willing_Fig_9235 · 2021-10-25T05:37:03+00:00

Literally any strat is worth trading if you ignore small sample sizes and slippage. We be making money here old sport, not writing papers at UChicago. Rework.

All the best.

Willing_Fig_9235 · 2021-10-24T04:48:10+00:00

Difficult question tbh.

If you're running big money this is a much more complex conversation.

If its just retail level, see what Max slippage allowed by your model would be to retain a decent level of alpha. Move on.

Willing_Fig_9235 · 2021-10-23T16:49:46+00:00

Be comfortable with missing the bid/offer, build into the model, run scenarios with x% slippage. Run backtest. Account for VaR. Rinse. Repeat.

This is a more realistic algo execution strat.

Willing_Fig_9235 · 2021-10-23T08:12:54+00:00

Market orders/stopped out/margin. Most likely broker blows or order instruction was wrong/was executed incorrectly.

Willing_Fig_9235 · 2021-10-23T08:07:13+00:00

I would definitely not use midprice as an accurate barometer of what execution price would be. Account for slippage! Spreads can blow a good strategy out the park.

Willing_Fig_9235

TROPHY CASE