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Mar 06
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NEW - Mar/06
A
Trader's Guide To Quantitative Methods (Don’t
Panic): Monte Carlo Methods
- the most practical pricing, hedging, and P&L strategy/rebalance MC
book yet.
Fully
interactive-live/video
ARTSchool e-Seminars,
save much time and money, and get the best real world P&L oriented
trading/risk seminars.
- next two bookings are eligible for a special one-time
15% discount.
TG2
Exotic Options Mathematica®
Notebook
-
"very cool"
Complementary
Edition
for "good" clients, or for those making eligible purchases at the
ARTShop
Highlights
ART Consulting
including
ARBLab
(the
Arbitrage Laboratory)
providing real world analysis of optimal strategies for holding
period risk/P&L
(Updated
Dec/05):
Synthetic
vs. Outright Yield Curve Slope Options
P&L Implications of
VaR/Economic Capital
Optimal Rebalancing Strategy and Market Condition
Dependent Risk Limits
Bonds/Swaps/Futures Funding
Arbitrage
Historical Volatility vs. Implied
Volatility Strategies - Part 1
... see more here.
ARTBooks
-
A Trader's Guide To
... The Series: the definitive
reference set for market professionals, by market professionals.
Detailed information about the
Series
(including extracts, ToC's, Indices, etc) is available at:
A
Trader's Guide To Quantitative Methods (Don’t
Panic): Monte Carlo Methods
- The most practical real world
MC book for trading floors/risk man.
- Price/hedge exotic options,
multi-factor/correlation products (Convertible bonds,
stochastic vol, term-structure products, etc)
- Perform strategy/rebalancing
"optimal P&L" simulations that include hedging, transactions
cost, liquidity, and any real world features.
- Includes source code and much
software.
- Almost anyone will be able to create and
(sensibly) use real world MC.
TG2
Exotic Options Mathematica®
Notebook
-
"very cool"
Complementary
Edition
for "good" clients, or for those making eligible purchases at the
ARTShop
A
Trader's Guide To ... Read Me 1st (please) PART I and PART II
A
Trader's Guide To Quantitative Methods (Don’t
Panic): Basic Maths&Stats
e-Books
are here, its easy, download
electronic copies of
TG2 e-Books,
- free delivery,
10-50% discount,
and special customisation features
TG2Reviews and trader's
comments are excellent and found HERE. Such as:
"... The material
is really unique. One really feels that the authors have lived the
material and have been in the trenches -
excellent and
one-of-a-kind!"
Head of Prop Trading at
a global trading house
ARTSchool:
Spring/Summer 06 Schedule (Updated
Feb/06) trading, valuation, and risk seminars for
market professionals by market professionals with focus on real world
P&L:
ARTSchool e-Seminars,
-
Fully interactive-live/video seminars.
-
15% discount
on next two bookings.
Best packages: "ValuePack"
& "Comprehensive"
in-house seminars, & Special
Offers
ARTWare Professional software engineered for real world
trading floors and P&Ls.
The
JobsForum (Updated
Feb/06), many new postings, please check frequently for new jobs
ARTicles
(Login):
ARTicles:
Credit Amortising Default Swaps - Part 1
ARTicles: Arb101:
Index Futures & Interest Rate Parity Arb
Calculator
... and many more, see list here.
ARTicles4U: submit
"your wish" for future ARTicles
Subscribe to the quarterly (H, M, U, and Z)
ARTNews
- its FREE.
Get FREE research via our
ARTicles, available in downloadable PDF format
ARTicles:
Credit Amortising Default Swaps - Part 1
ARTicles: Arb101:
Index Futures & Interest Rate Parity Arb
Calculator
ARTicles: Arb101:
Arb Calculator Release Note
ARTicles: Arb101: An Abridged Introduction to Arbitrage Trading
Part 1
ARTicles4U: submit
"your wish" for future ARTicles
Get FREE Software - many
FREE calculators illustrating valuation and risk
Get FREE Software - ARTSchoolCalc
is a full Windows application FREE to ARTSchool clients,
including:
OPTIC: a simple exotic and vanilla options trade idea Risk/Return
analyser
QEF: Quick Efficient Frontier calculator, for simple Mean-Variance Optimal
Portfolios
FracDim: a simple calculator for Information, Correlation, and Capacity
Dimension
FDX: a simplified Finite Difference calculator for valuation and risk
FuncU: a simplified "English language" Function Utility analysis/visualisation tool
...
and more
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ARBLab (the
Arbitrage Laboratory), a service combining ART's decades of trading experience
with possibly the most sophisticated software available to provide holding
period P&L/risk analysis of real world trading strategies for market
makers, prop traders, structurers, and risk managers, such as:
Synthetic
vs. Outright Yield Curve Slope Options
P&L Implications of
VaR/Economic Capital
Model Arbitrage:
Risk/P&L for Holding Period Strategies with fractal-adjusted Options
Methods.
Investment
/ Strategy Performance using Mean-Variance Optimisation
P&L
Optimal Term-structure Models
P&L
Optimised (Options) Rebalance Strategies
... and more
Free research including FREE downloadable
software, with many ARTicles
on valuation, risk management, portfolio management. All ARTicles
are now provided in PDF format requiring Adobe Acrobat Reader ® v 5.0 freely
available at http://www.adobe.com/acrobat
.
New ARTicles:
ARTicles4U: submit "your
wish" for an ARTicle and ART will choose from this "wish
list" for future ARTicles.
As well as many other topics including:
An Efficient Frontier Primer
How much to pay a trader
An Asset Swap Primer
.... and many more.
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ARTSchoolCalc v 1.0 Released
Dec 29/02
ARTSchoolCalc
is a FREE full Windows software package for ARTSchool
clients. It is a collection of simple "calculators" to support
ARTSchool
seminars. The software is intended for EDUCATIONAL purpose and is
necessarily an oversimplification of the real world. The first two calculators
(both
of which are described in the seminar A
Trader's Guide to Portfolio Risk/Return Optimisation ) are:
OPTIC: A very simple (exotic)
Options Portfolio Trade Idea Comparison calculator that also illustrates basic
risk/return issues and permits various assumptions about forward prices and
their probabilities - see also A
Trader's Guide to Portfolio Risk/Return Optimisation
QEF: A very simple
mean-variance portfolio allocation optimiser intended to illustrate the
salient features of Efficient Frontier and Securities Market Line analysis -
see also A
Trader's Guide to Portfolio Risk/Return Optimisation. You may find the related ARTicles:
An Efficient Frontier Primer , and
Optimisation
and P&L - Part 1 interesting reading as well.
Coming soon, ARTSchoolCalc
Version 2.0 to include also:
FracDim: A simple calculator for estimating fractal
(Information, Capacity, and Correlation) dimension. You may also wish to
see the ARTicles in
ARTicle: Chaos and Predictability in Finance
Parts 1 through 3, as well as ARBLab
results for Holding Period Analysis of Fractal adjusted options trading
FDX: A simplified version of one of ART's Finite Difference
applications permitting multiple assets to be valued and assessed for
risk. This FREE version is restricted in a number of ways, but does
permit explicit or implicit calculations with up-streaming, non-uniform grids,
non-linear factors (e.g. transactions costs), term-structure effects, etc.
For example, use FD to value a Convertible Bond with the bond component following
a term-structure model, and the equity component following a market convention
model.
FuncU: A simplified version of one of ART's
Function Utilities for the analysis of functions/formulas, permitting users to enter formulas in a natural
near "English language" format to produce data series and graphics.
For example, create data with different probability distributions, compare
options payouts with different distributions, compare Geometric Brownian
Motion to Arithmetic Brownian Motion, etc etc,
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Public and in-house seminars for professionals by professionals are
listed at Current
Scheduled Seminars with a total of more than 40 public titles at
Info Request for all of Seminars all presented by former or current heads of
trading, risk management, and quant groups. Plus
our tailored in-house programmes designed for your trading, systems, clients and
focused on real world P&L and risk.
Electronic
Sign-up page
Special
Offers page - early booking and volume discounts
Terms
& Conditions
Testimonials
Sample
Slides
Access for Registered clients to the ART/ArbMan
Directional
Volatility Trading, Quantitative
Options Arbitrage, and MarketViews
services.
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Information
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