Webinar: Ernest Chan on Factor Models In Practice - futures io
futures io futures trading



Webinar: Ernest Chan on Factor Models In Practice


Discussion in Traders Hideout

Updated by puma
      Top Posters
    1. looks_one Big Mike with 27 posts (9 thanks)
    2. looks_two SMCJB with 2 posts (1 thanks)
    3. looks_3 NoiseTrader716 with 2 posts (0 thanks)
    4. looks_4 Quick Summary with 1 posts (0 thanks)
    1. trending_up 12,755 views
    2. thumb_up 11 thanks given
    3. group 2 followers
    1. forum 32 replies
    2. attach_file 16 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 100,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

 
Search this Thread
 

Webinar: Ernest Chan on Factor Models In Practice

(login for full post details)
  #31 (permalink)
Buffalo, NY
 
 
Posts: 64 since Jul 2014
Thanks: 4 given, 37 received

Very cool video.

Here is some more on implied skew
https://www.ise.com/assets/files/FX%20Options/ExpiringMonthly_-_Trading_With_or_Against_the_Skew_0410.pdf

Actual code examples though I think would suffer from a data problem. Historic option and short interest data just isn't as available to give such an example.

Reply With Quote

Can you help answer these questions
from other members on futures io?
MT4 Switch All Charts 1 click
Platforms and Indicators
Webinar: Linda Bradford Raschke Dealing with August burnout and Trader Camaraderie
The Elite Circle
GBP/ARS Pair
Traders Hideout
The Real Forex Trader Series 2
Traders Hideout
is there an easy way to obtain by code the price variation percentual
MultiCharts
 
 
(login for full post details)
  #32 (permalink)
Buffalo, NY
 
 
Posts: 64 since Jul 2014
Thanks: 4 given, 37 received

Actually, I'm not sure that paper above is exactly what is being talked about in the video.
This one is for sure though:
Implied Volatility Skews in the Foreign Exchange Market
Empirical Evidence from JPY and GBP: 1997-2002
https://www.stern.nyu.edu/sites/default/files/assets/documents/uat_024336.pdf

Reply With Quote
 
(login for full post details)
  #33 (permalink)
zurich
 
Experience: Advanced
Platform: Sierra ahRrrr CQG ...
Trading: Bund, ES, ...
 
puma's Avatar
 
Posts: 964 since Aug 2010
Thanks: 7,272 given, 1,498 received


not a coder,
not a quant,

and yet learned a lot from the webinar.
TY

PS.:
love Kahneman

Follow me on Twitter Reply With Quote
The following user says Thank You to puma for this post:


futures io Trading Community Traders Hideout > Webinar: Ernest Chan on Factor Models In Practice


September 28, 2014


Upcoming Webinars and Events
 

Dealing with burnout w/Linda Bradford Raschke

Elite only
     



Copyright © 2020 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts